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Mathematics of Computation

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Order barriers and characterizations for continuous mono-implicit Runge-Kutta schemes

Authors: Paul Muir and Brynjulf Owren
Journal: Math. Comp. 61 (1993), 675-699
MSC: Primary 65L06; Secondary 34A50
MathSciNet review: 1195425
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Abstract: The mono-implicit Runge-Kutta (MIRK) schemes, a subset of the family of implicit Runge-Kutta (IRK) schemes, were originally proposed for the numerical solution of initial value ODEs more than fifteen years ago. During the last decade, a considerable amount of attention has been given to the use of these schemes in the numerical solution of boundary value ODE problems, where their efficient implementation suggests that they may provide a worthwhile alternative to the widely used collocation schemes. Recent work in this area has seen the development of some software packages for boundary value ODEs based on these schemes. Unfortunately, these schemes lead to algorithms which provide only a discrete solution approximation at a set of mesh points over the problem interval, while the collocation schemes provide a natural continuous solution approximation. The availability of a continuous solution is important not only to the user of the software but also within the code itself, for example, in estimation of errors, defect control, mesh selection, and the provision of initial solution estimates for new meshes. An approach for the construction of a continuous solution approximation based on the MIRK schemes is suggested by recent work in the area of continuous extensions for explicit Runge-Kutta schemes for initial value ODEs. In this paper, we describe our work in the investigation of continuous versions of the MIRK schemes: (i) we give some lower bounds relating the stage order to the minimal number of stages for general continuous IRK schemes, (ii) we establish lower bounds on the number of stages needed to derive continuous MIRK schemes of orders 1 through 6, and (iii) we provide characterizations of these schemes having a minimal number of stages for each of these orders.

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Keywords: Runge-Kutta methods, boundary value ODEs, continuous extensions
Article copyright: © Copyright 1993 American Mathematical Society

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