Implementation of Implicit Runge-Kutta Methods
If the dimension of the differential equation y′ = f(x, y) is n, then the s -stage fully implicit Runge-Kutta method (3.1) involves a n · s -dimensional nonlinear system for the unknowns g 1, ... , g s . An efficient solution of this system is the main problem in the implementation of an implicit Runge-Kutta method.
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