An inverse eigenvalue problem: Computing \(B\)-stable Runge-Kutta methods having real poles (Q1195921)
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English | An inverse eigenvalue problem: Computing \(B\)-stable Runge-Kutta methods having real poles |
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An inverse eigenvalue problem: Computing \(B\)-stable Runge-Kutta methods having real poles (English)
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26 January 1993
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A \(B\)-stable 8 stage singly-implicit Runge-Kutta method (SIRK) of order 8 utilizing a recent result on eigenvalue assignment by state feedback and a new tridiagonalization, which preserves the entries required by the \(\omega\)-transformation, are derived. This method allows the numerical solution of a difficult inverse eigenvalue problem. Also \(s\)-stage \(B\)-stable and \(L\)-stable SIRKs for \(s=6\) and \(s=8\) of order \(s\) are computed.
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inverse eigenvalue problem
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singly-implicit Runge-Kutta method
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\(B\)- stability
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Jordan decomposition
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