Scaled one-step methods with one interpolation point (Q803734)

Solve the initial value problem \(\dot y=f(x,y),\) \(y(s_ 0)=y_ 0\) with sufficiently smooth f. Denote its solution by y(t) and by \(y_ t\) its approximation at \(x_ t\), where \(x_ t=x_ 0+th\) with stepsize \(h>0\), \(t>0\). Consider the one-step method of order p \((1)\quad y_ t=y_ 0+h\sum^{q+r}_{i=1}p_{it}k_ i,\) where \(k_ 1=f(x_ 0,y_ 0),\) \(k_ i=f(x_ 0+a_ ih_ i;\quad y_ 0+h\sum^{i- 1}_{j=1}b_{ij}k_ j),\) \(a_ i=\sum^{i-1}_{j=1}b_{ij},\quad a_ i\neq 0\) for \(i=2,...,q+r,\) where \(p_{it}\) are time functions. \(a_ i\), \(b_{ij}\) are constants for \(i=2,...,q\) else they may be functions of t, all for \(j=1,...,i-1.\) Define \((2)\quad e=h\sum^{q}_{i=1}s_ ik_ i+hs_{q+1}\tilde k,\) where \(\tilde k=f(x_ 1,y_ 1).\) The existence of the method (1) for \(q=4,6\) with \(r=1\) and any \(t>0\) (t\(\neq 1)\) for which \(p=4,5\) resp., and for \(e=O(h^ p)\) is presented. \([s_ i\), \(s_{q+1}\) in Eq. (2) are not defined, but they are used as constants.] Numerical examples are supplied for scalars x, y.