Implementation of high-order implicit Runge-Kutta methods (Q5948767)

The problem for numerical approximation of the solution of a stiff system of ordinary differential equations is considered. First, the implementation cost of simplified-Newton and single Newton schemes is studied. Next, single-Newton iterative schemes for the solution of the stage equations of some implicit Runge-Kutta methods (four-stage Gauss of order eight, four-stage Radau IIA of order seven and five-stage Lobatto IIIA of order eight) are obtained. Some numerical experiments comparing the efficiency of the proposed schemes and the simplified-Newton iteration are presented.