Feasibility and contractivity in implicit Runge-Kutta methods (Q1061465): Difference between revisions

This paper deals with two important properties of implicit Runge-Kutta methods. The first one is contractivity, which means that the difference of two numerical solutions \(\tilde u_ k-u_ k\) does not increase when k increases. The second one is feasibility, which means that the nonlinear system (defined by the Runge-Kutta method) possesses a unique solution. Both properties are investigated for large stepsizes so that the results are valid for stiff differential equations. The main result of the article is that algebraic stability [introduced by \textit{K. Burrage} and \textit{J. C. Butcher} in SIAM J. Numer. Anal. 16, 46-57 (1979; Zbl 0396.65043) and by \textit{M. Crouzeix} in Numer. Math. 32, 75-82 (1979; Zbl 0431.65052)] is equivalent to feasibility and contractivity for each differential equation satisfying \[ (f(t,{\tilde \xi})-f(t,\xi),{\tilde \xi}-\xi)\leq \mu | f(t,{\tilde \xi})-f(t,\xi)|^{\gamma}\cdot | {\tilde \xi}-\xi |^{2-\gamma} \] with \(\mu <0\) and \(0\leq \gamma \leq 2\). An application of this result to a (nonlinear, degenerate) diffusion equation is presented.