Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-341/1/i/solution

The Lagrange interpolation polynomials at and are
Their integrals give
Thus the coefficients are exactly those of a collocation Runge-Kutta method. More explicitly, with stage slopes , the degree-two polynomial
satisfies , , and . These are the collocation Runge-Kutta method equations, and . For an implicit Runge-Kutta method, the nearby stages exist uniquely for sufficiently small under Lipschitz continuity; see stage solvability of an implicit Runge-Kutta method.
Write , , and interpret powers of componentwise. The Butcher order conditions through degree three are verified directly:
For the last equality, . However, the necessary degree-four Butcher order condition fails:
Consequently, for sufficiently smooth ordinary differential equations, the local truncation error is and the order of a Runge-Kutta method is exactly
This is the two-stage Radau IIA method; the conclusion follows from the explicit calculations rather than its name.

New to topics? Read the docs here!