Contractivity of Runge-Kutta methods (Q1176473): Difference between revisions

The author considers Runge-Kutta methods and their contractivity. He presents necessary and sufficient methods for Runge-Kutta methods to be contractive. We have to distinguish between unconditional contractivity for arbitrary dissipative initial value problems and conditional contractivity for initial value problems where the right hand side satisfies a circle condition. The results are valid for arbitrary norms, especially for the maximum norm. The conclusions of the paper provide a valuable extension and unification of the previously known theory on contractivity. Various optimal methods are presented, mainly of explicit type. The paper contains a section with numerical illustrations where Heun's method is compared with an optimal method derived in the paper.