Economical error estimates for block implicit methods for ODEs via deferred correction. (Q2490725)

An implicit Runge-Kutta method in \(r\) steps is used to solve initial value problem: \[ y'=f(t,y),\;y(t_0)=y_0\quad \text{in }\mathbb R^n. \] Using the factorization of a Vandermonde matrix the authors prove that the order of the local error of this method is \(O(h^{r+2})\).