Phase-Lag Analysis of Implicit Runge–Kutta Methods

We analyse the phase errors introduced by implicit Runge–Kutta methods when a linear inhomogeneous test equation is integrated. It is shown that the homogeneous phase errors dominate if long interval integrations are performed. Homogeneous dispersion relations for the special class of DIRK methods are derived and a few high-order dispersive DIRK methods are constructed. These methods are applied to systems of linear differential equations with oscillating solutions and compared with the “conventional” DIRK methods of Norsett and Crouzeix.