Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/ib/paper-1/18c/solution

Assume is sufficiently smooth, for example near the exact trajectory. Write at the current value, with a linear map and a bilinear map when the ordinary differential equation is vector valued. Taylor expansion of the stages gives
The exact flow has Taylor expansion
Matching the terms through in the Runge-Kutta method gives the sufficient third-order conditions for an explicit Runge-Kutta method
For scalar , replace by and by in the scalar sense. The resulting local error is ; under a local Lipschitz continuity assumption and bounded derivatives on a finite time interval, the standard one-step error recurrence gives global error , hence third order.
On the linear test equation , putting gives the stability function
Thus , so lies inside the linear stability domain. The four order conditions are compatible, for example and .

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