On diagonally iterated Runge-Kutta methods for dissipative ODEs (Q1392789)

The numerical solution of stiff systems of ordinary differential equations (ODEs) is investigated. It is shown that for the most well-known classical Runge-Kutta methods, diagonal implicit formulae exist. These formulae are convergent for the class of dissipative ODEs. It is also shown that for singly implicit methods the iteration of \textit{P. J. van der Houwen} and \textit{B. P. Sommeijer} [SIAM J. Sci. Stat. Comput. 12, No. 5, 1000-1028 (1991; Zbl 0732.65065)] is also convergent. The numerical results presented in this paper show that the methods obtained by van der Houwen and Sommeijer are much more efficient compared with those obtained from the Gauss and Radau IIA schemes.