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Implicit Runge–Kutta Methods for Lipschitz Continuous Ordinary Differential Equations

Implicit Runge–Kutta Methods for Lipschitz Continuous Ordinary Differential Equations

Implicit Runge–Kutta (IRK) methods for solving the nonsmooth ordinary differential equation (ODE) involve a system of nonsmooth equations. We show superlinear convergence of the slanting Newton method for solving the system of nonsmooth equations. We prove the slanting differentiability and give a slanting function for the involved function. We develop …