I would like to solve the Robertson problem you can find the system here this is a stiff system of ODE which require an implicit high (more than one) order solver. In particular the RADAU IIA was used as reported in several paper. I would like to understand and know the final form of RADAU IIA method 2 order about it I have the Butcher's table which is :
1/3 | 5/12 -1/12
1 | 3/4 1/4
_____|_______________
| 3/4 1/4
you can find reference about Radau and the butcher's table here may some one explain me how to derive the radau method ? and how the table works ? may somebody help me ? thanks in advance
Let $y'(t) = f(t,y(t))$, $y(t_0)=y_0$ be your initial value problem. Set $u_0 = y_0$. Then the $i+1$-th iteration of a runge-kutta method with $s$ stages is defined as
$$ u_{i+1} = u_i + h \sum_{j=1}^{s} b_j \cdot f(t_i+c_j \cdot h,\, u^{(j)}_{i+1}) \\ u^{(j)}_{i+1} = u_i + h \sum_{k=1}^{s} a_{jk} \cdot f(t_i + c_k \cdot h,\, u^{(k)}_{i+1}) $$
where
$$\begin{array}{c|ccc} c_1 & a_{11} & \cdots & a_{1s}\\ \vdots & \vdots & \ddots & \vdots \\ c_s & a_{s1} & \cdots & a_{ss} \\ \hline & b_1 & \cdots & b_s \end{array} $$
is the given butcher tableau.
The butcher tableau for the second order RADAU IIa method (which is a l-stable runge-kutta method) yields:
$$ u_{i+1} = u_i + h \cdot \left( \tfrac34 \cdot f(t_i+\tfrac13 h,\, u^{(1)}_{i+1}) + \tfrac14 \cdot f(t_i+h,\, u^{(2)}_{i+1}) \right) $$ with $$ u^{(1)}_{i+1} = u_i + h \cdot \left( \tfrac{5}{12} \cdot f(t_i + \tfrac13 h,\, u^{(1)}_{i+1}) - \tfrac{1}{12} \cdot f(t_i + h,\, u^{(2)}_{i+1}) \right) \\ u^{(2)}_{i+1} = u_i + h \cdot \left( \tfrac{3}{4} \cdot f(t_i + \tfrac13 h,\, u^{(1)}_{i+1}) + \tfrac{1}{4} \cdot f(t_i + h,\, u^{(2)}_{i+1}) \right) $$
Because Radau IIa is a implicite method, you have to solve the nonlinear equation system defined by the last two lines for $u^{(1)}_{i+1}$ and $u^{(2)}_{i+1}$ in each iteration.