Implications of order reduction for implicit Runge-Kutta methods
global measure of orderimplicit Runge-Kutta methodslocal errorobserved orderorder reductionProthero-Robinson test problemstabilitystepsize selection algorithmstiff differential equationsstiff systemsvariable-step algorithms
Linear ordinary differential equations and systems (34A30) Nonlinear ordinary differential equations and systems (34A34) Multiple scale methods for ordinary differential equations (34E13) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)
A review on some stability concepts for Runge-Kutta methods is presented and formulas of the local error for the Prothero-Robinson test problem \(y'=\lambda(y-g(x))+g'(x)\) are given. In order to study the phenomenon of order reduction, four implicit Runge-Kutta methods are applied to the above test problem. The numerically observed orders are discussed.
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