Module 6: Implicit Runge-Kutta Methods
  Lecture 16: Derivation of Implicit Runge-Kutta methods
 

 

Using (6.6), the expansion for defined by (6.2) may be written as

where the coefficients are given by (6.7). Comparing this with the expansion (6.4) for , we see that the two stage implicit Runge-Kutta method will have order one if

(6.8)

order two, if

&

(6.9)

and order three, if

(6.10)