Collocation order theorem ($p=s+k$)

For $s$ distinct collocation nodes, let ${\pi }_s(t)={\prod }_{i=1}^s(t-c_i)$. If ${\int }_0^1{t}^j{\pi }_s(t)dt=0$ for $0\le j<k$, and the next moment is nonzero, the associated interpolatory quadrature has order $s+k$, and the collocation Runge-Kutta method has the same classical order for sufficiently smooth differential equations. Here $0\le k\le s$. Equivalently, if the quadrature is exact through degree $p-1$ but not degree $p$, the method has order $p$. The generic order is at least $s$, Gauss collocation methods reach $2s$, and Radau IIA methods reach $2s-1$.

For $s$ collocation nodes, the residual of the collocation polynomial vanishes at each node and contains the factor $\omega (\tau )={\prod }_i(\tau -c_i)$. Quadrature exactness through degree $q-1$ implies ${\int }_0^1\omega (\tau )p(\tau )d\tau =0$ for every polynomial of degree at most $q-s-1$. Expand the smooth vector-field interpolation error and the derivative of the exact flow in powers of the step. Every endpoint-error term of degree below $q$ has this vanishing weighted moment, so the endpoint local error is $O(h^{q+1})$, although the interior stage accuracy is generally only $s$. A step Lipschitz estimate and discrete Gronwall inequality then give global order $q$. Gaussian nodes attain $q=2s$, while the first nonexact quadrature moment bounds the order from above.