Abstract. Variable-step explicit two-step Runge-Kutta methods for the numerical solution of ordinary differential equations are studied. Order conditions are derived and the results about the minimal number of stages required to attain a given order are established up to order five. The existence of embedded pairs of continuous Runge-Kutta methods and two-step Runge-Kutta methods of order p -1 and p is proved. This makes it possible to estimate local discretization error of continuous Runge-Kutta methods without any extra evaluations of the right-hand side of the differential equation. An algorithm to construct such embedded pairs is described, and examples of (3, 4) and (4, 5) pairs are presented. Numerical experiments illustrate that local error estimation of continuous Runge-Kutta methods based on two-step Runge-Kutta methods appears to be almost as reliable as error estimation by Richardson extrapolation, at the same time being much more efficient.

Abstract.We consider a very general class of Runge-Kutta methods for the numerical solution of Volterra integral equations of the second kind, which includes as special cases all the more important methods which have been considered in the literature. The main purpose of this paper is to define and prove the existence of the Natural Continuous Extensions (NCE's) of Runge-Kutta methods, i.e., piecewise polynomial functions which extend the approximation at the grid points to the whole interval of integration. The particular properties required of the NCE's allow us to construct the tail approximations, which are quite efficient in terms of kernel evaluations.