Multistep natural continuous extensions of Runge-Kutta methods: The potential for stable interpolation (Q686537)

The literature contains a variety of single-step interpolants available for use with discrete Runge-Kutta methods. An obvious motivation for these algorithms is that they may be suitable for treating several aspects of problems related to initial value problems in ordinary differential equations. These include delay differential equations, the provision of dense output for systems which can be solved efficiently, and waveform relaxation for large systems. The authors point out that for such interpolants the maximum uniform order is \(q\leq 2\) if good stability properties of the interpolant are required. This paper establishes the potential for overcoming this order barrier by constructing multistep interpolants for such methods (even while using acceptable stepsize change strategies). Their results are illustrated by several simple explicit RK methods up to order 4. These examples indicate what potential exists,but the authors warn that the analysis of stability for corresponding interpolants of more efficient or more stable methods will require a considerable amount of computation.