Some general implicit processes for the numerical solution of differential equations

Abstract

Some general implicit processes are given for the solution of simultaneous first-order differential equations. These processes, which use successive substitution, are implicit analogues of the (explicit) Runge-Kutta processes. They require the solution in each time step of one or more set of simultaneous linear equations, usually of a special and simple form. Processes of any required order can be devised, and they can be made to have a wide margin of stability when applied to a linear problem.