Embedded SDIRK-methods of basic order three (Q760184)

The aim of this paper is to find algebraically stable Runge-Kutta methods with efficient local error estimates using diagonally implicit methods. Two approaches are considered, either by adding explicit stages chosen in such a way that the linear stability function for the larger method is uniformly bounded with respect to stiffness, or by adding an extra stage whose diagonal value is equal to the diagonal value of the embedded method. In particular a three stage algebraically stable singly diagonally implicit Runge-Kutta method (SDIRK-method) of order three is embedded in a five stage method of order four with the final stage explicit.