Third-order conditions for an explicit Runge-Kutta method

ID: third-order-conditions-for-an-explicit-runge-kutta-method

For an explicit Runge-Kutta method with coefficients , put and let mean componentwise squaring. The conditions , , and match the exact flow expansion through degree three: the two cubic differentials are and . For sufficiently smooth vector fields these give local error and, under the usual finite-interval Lipschitz continuity assumptions, global error .

New to topics? Read the docs here!