Pseudo Runge-Kutta processes (Q1099592)

The author investigates two-step methods which use derivative evaluations at the beginning of the last and of the current step together with off- step values in the current step to construct families of explicit and implicit hybrid methods. He shows for \(r=2,3,4\), explicit methods using r off-step points of order \(r+3\) do not exist. The claims that the attainable order is therefore \(r+2\) is not established in this paper. In previous work, implicit methods of order \(r+3\) for \(r=2,3\) were constructed. Here it is shown the order cannot be \(r+4.\) To achieve A-stability as well, the order must be less than \(r+3\). Some 2 stage methods of order 2 and 3 stage methods of order 4 are obtained. In numerical tests with fixed step size on two linear constant coefficient problems, the new A-stable methods are more efficient than Gaussian type Runge-Kutta methods. However, for the new methods to be useful, error estimation and step size control mechanisms would be required. As neither is considered here, the new methods are not viable alternatives yet.