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A time-differencing scheme consisting of an initializing step and N repetitions of a set of steps is proposed. For linear equations, the scheme is of Nth order. It is easily programmed and uses a minimal amount of storage space. The order may be changed by changing one parameter. An improved scheme is of Nth order even for nonlinear equations, for N≤4.
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Edward N. Lorenz (1971) studied this question.
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