Abstract
In the implementation of implicit Runge-Kutta methods inaccuracies are introduced due to the solution of the implicit equations. It is shown that these errors can be bounded independently of the stiffness of the differential equation considered if a certain condition is satisfied. This condition is also sufficient for the existence and uniqueness of a solution to the algebraic equations. TheBSI-andBS-stability properties of several classes of implicit methods are established.
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Dekker, K. Error bounds for the solution to the algebraic equations in Runge-Kutta methods. BIT 24, 347–356 (1984). https://doi.org/10.1007/BF02136033
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DOI: https://doi.org/10.1007/BF02136033