Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/iii/paper-60/3/a/solution

Let be the vector of ones. For a general nonautonomous Runge-Kutta method the stages satisfy and the update is . Expansion at gives
and therefore
The exact solution is . Matching the independent terms gives the necessary and sufficient second-order conditions with independent Runge-Kutta abscissae
Under the usual internally consistent Butcher tableau convention , this reduces to , , . If the abscissae are allowed to be independent of the row sums, is a sufficient simplifying convention rather than a logically necessary order-two condition.

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