@TECHREPORT\{IMM2002-0858, author = "P. G. Thomsen", title = "A Generalized Runge-Kutta Method of order three", year = "2002", month = "may", keywords = "ODE's , {GERK,} Stiff systems, Stability, implementation, {PI-}control", pages = "14", number = "07", series = "", institution = "{IMM,} {DTU}", address = "", type = "", url = "http://www2.compute.dtu.dk/pubdb/pubs/858-full.html", abstract = "The report presents a numerical method for the solution of stiff systems of {ODE'}s and index one {DAE'}s. The type of method is a {4-} stage Generalized Linear Method that is reformulated in a special Semi Implicit Runge Kutta Method of {SDIRK} type. Error estimation is by imbedding a method of order 4 based on the same stages as the method and the coefficients are selected for ease of implementation. The method has 4 stages and the stage-order is 2. For purposes of generating dense output and for initializing the iteration in the internal stages a continuous extension is derived. The method is {A-}stable and we present the region of absolute stability and the order star of the order 3 method that is used for computing the solution." }