On symmetric Runge-Kutta methods of high order

Abstract

The usual characterization of symmetry for Runge-Kutta methods is that given by Stetter. In this paper an equivalent characterization of symmetry based on theW-transformation of Hairer and Wanner is proposed. Using this characterization it is simple to show symmetry for some well-known classes of high order Runge-Kutta methods which are based on quadrature formulae. It can also be used to construct a one-parameter family of symmetric and algebraically stable Runge-Kutta methods based on Lobatto quadrature. Methods constructed in this way and presented in this paper extend the known class of implicit Runge-Kutta methods of high order.