Abstract
In this paper it is shown that the local discretization error ofs-stage singly-implicit methods of orderp can be estimated by embedding these methods intos-stage two-step Runge-Kutta methods of orderp+1, wherep=s orp=s+1. These error estimates do not require any extra evaluations of the right hand side of the differential equations. This is in contrast with the error estimation schemes based on embedded pairs of two singly-implicit methods proposed by Burrage.
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The work of A. Bellen and M. Zennaro was supported by the CNR and MPI. The work of Z. Jackiewicz was supported by the CNR and by the NSF under grant DMS-8520900.
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Bellen, A., Jackiewicz, Z. & Zennaro, M. Local error estimation for singly-implicit formulas by two-step Runge-Kutta methods. BIT 32, 104–117 (1992). https://doi.org/10.1007/BF01995111
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DOI: https://doi.org/10.1007/BF01995111