On the construction of stiffly accurate and \(B\)-stable Runge-Kutta methods (Q2565268): Difference between revisions

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.