General linear methods with external stages of different orders (Q2565271)

The aim of the paper is to present a general theory of order conditions for a class of general linear methods (GLMs) where the components of the propagating vector of approximations to the solution have different orders. A member of the GLMs class for solving the ordinary differential equation \(y'= f(x,y(x)),\;x\in[x_0,x_f]\) has the form \[ \begin{cases} Y_i^{[n+ 1]}= h\sum_{j= 1}^sa_{ij}f(x_n+ c_jh,Y_j^{[n+ 1]})+ \sum_{j= 1}^{r_1}u_{ij}^{[1]}y_j^{[1,n]}+ \sum_{j= 1}^{r_2}u_{ij}^{[2]}y_j^{[2,n]},\\ y_i^{[1,n+ 1]}= h\sum_{j= 1}^sb_{ij}^{[1]}f(x_n+ c_jh,Y_j^{[n+ 1]})+ \sum_{j= 1}^{r_1}v_{ij}^{[1,1]}y_j^{[1,n]}+ \sum_{j= 1}^{r_2}v_{ij}^{[1,2]}y_j^{[2,n]},\\ y_i^{[2,n+ 1]}= h\sum_{j= 1}^sb_{ij}^{[2]}f(x_n+ c_jh,Y_j^{[n+ 1]})+ \sum_{j= 1}^{r_1}v_{ij}^{[2,1]}y_j^{[1,n]}+ \sum_{j= 1}^{r_2}v_{ij}^{[2,2]}y_j^{[2,n]},\end{cases} \] where two vectors of the external stages \(y^{[1,n]}\) and \(y^{[2,n]}\) with different orders are computed at the step number \(n\). As a particular case one can obtain a two-step Runge-Kutta method (TSRK). In Section 2 the order conditions are derived. Using the new theory, in Section 3 a class of diagonally implicit multistage integration methods is derived. Each particular member of the class has the global order equal to the local order. In Section 4, the local error estimation is facilitated by a class of methods with two nodal approximations of different orders. In Section 5, the theory is applied to TSRKs. Many examples are given in each section to illustrate the theoretical results.