Construction of stiffly accurate Two–Step Runge–Kutta Methods of order three and their continuous extensions using Nordsieck representation
نویسندگان
چکیده
We describe a construction of implicit two–step Runge–Kutta methods for ordinary differential equations in Nordsieck form and their continuous extensions. This representation allows accurate and reliable estimation of the local discretization errors and the application to differential equations with delays. Two stiffly accurate methods of order three with quadratic interpolants are derived, one of it is shown to be L-stable.
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