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Characterization of non-linearly stable implicit Runge-Kutta methods

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Numerical Integration of Differential Equations and Large Linear Systems

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 968))

Abstract

Implicit Runge-Kutta methods, though difficult to implement, possess the strongest stability properties. This paper introduces to the theory of algebraically stable (A-contractive, B-stable) Runge-Kutta methods. These are methods for which the numerical solutions remain contractive if the (nonlinear) differential equation has contractive solutions. The proofs are sometimes omitted or sketched only, their details can be found in [13].

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References

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Juergen Hinze

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© 1982 Springer-Verlag

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Hairer, E., Wanner, G. (1982). Characterization of non-linearly stable implicit Runge-Kutta methods. In: Hinze, J. (eds) Numerical Integration of Differential Equations and Large Linear Systems. Lecture Notes in Mathematics, vol 968. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064889

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  • DOI: https://doi.org/10.1007/BFb0064889

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11970-8

  • Online ISBN: 978-3-540-39374-0

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