Module 3: Higher order Single Step Methods
  Lecture 10: Error bounds for Runge-Kutta methods
 

 

Example: Let us consider the general two-stage Runge-Kutta method obtained by getting in (3.12). Then, by (3.17), (3.23) and (3.32), the local truncation error is

(3.34)

If the order is two, then (3.24) must hold, and we obtain

(3.35)

Thus the principal error function for the general second order Runge-Kutta method is given by

(3.36)