Starting algorithms for IRK methods (Q1372112)

The author presents a theoretical study about starting algorithms for the iterations of non-confluent \(s\)-stage implicit Runge-Kutta (IRK) methods. They are of three types, according to their additional computational cost per step: to consider a starting method with an additional evaluation per step, the order increases by one. First, starting algorithms without additional cost are studied. The maximum order \(s\) is determined and uniqueness of such a starting method is proved. Next, starting algorithms with one additional function evaluation per step are studied. This evaluation corresponds to the initial and to the final points of the previous step. There exists an \(s\)-parameter family of algorithms with maximum order \(s+1\). Finally, starting algorithms with two additional evaluations are considered. The existence of a three-parameter family of algorithms with maximum order \(s+2\) is proved.