Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/ii/paper-3/38a/a/solution

Use the stage solution continuous from as . Its displacement is . Taylor expansion of gives
Consequently the Runge-Kutta method advances by
The exact solution has third-order term . The first two orders agree for every real , but the coefficient is always instead of . Therefore the general nonlinear method has for every fixed real . The special value matches the linear test equation at third order but does not raise the nonlinear order. This is the two-stage Runge-Kutta family with an implicit second stage.

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