Algebraic stability and error propagation in Runge-Kutta methods (Q1119360): Difference between revisions

The authors obtain a result which proves that algebraic stability is a necessary and sufficient condition for a stable propagation of numerical errors in Runge-Kutta methods for numerical solution of initial value problems in ordinary differential equations. \textit{G. Dahlquist} and \textit{R. Jeltsch} [Generalized disks of contractivity for explicit and implicit Runge-Kutta methods, Resp. TRITA-NA-7906, Dept. of Computer Science, Royal Institute of Technology, Stockholm (1979)] have proved that a generalized concept of algebraic stability is equivalent to contractivity under the assumption that the Runge-Kutta methods are not confluent. The present authors establish the same equivalence when the methods are confluent.