On the construction of stiffly accurate and \(B\)-stable Runge-Kutta methods (Q2565268): Difference between revisions
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scientific article
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English | On the construction of stiffly accurate and \(B\)-stable Runge-Kutta methods |
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On the construction of stiffly accurate and \(B\)-stable Runge-Kutta methods (English)
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11 March 1997
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This article shows how, for a given rational function \(R(z)\), one can construct a Runge-Kutta method that is \(B\)-stable, stiffly accurate, and has \(R(z)\) as stability function. The construction is based on the \(W\)-transformation of \textit{E. Hairer} and \textit{G. Wanner} [SIAM J. Numer. Anal. 18, 1098-1108 (1981; Zbl 0533.65041)], and on a new characterization of stiffly stable methods in terms of the transformed Runge-Kutta matrix. As an example, a \(B\)-stable, stiffly accurate SIRK method of order 5 with 5 stages is constructed.
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semi-implicit method
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stiff accuracy
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\(B\)-stability
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Runge-Kutta method
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SIRK method
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