Writing at , the implicit stage has the expansion
Thus one step is
The exact Taylor expansion has third-order term
The coefficients agree through order two for every real , while the coefficient prevents order three for any . Hence the order of a Runge-Kutta method is
(The linear special case has one extra matched term when , but the order for general nonlinear equations remains two.)

Articles by others on the same topic (0)

There are currently no matching articles.