Runge-Kutta stability on a Floquet problem (Q1343043)
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English | Runge-Kutta stability on a Floquet problem |
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Runge-Kutta stability on a Floquet problem (English)
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19 July 1995
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The paper is concerned with the stability analysis of explicit Runge- Kutta methods applied to a certain linear ordinary differential equation with periodic coefficients. It is shown that an analogue of classical absolute stability theory can be developed. Using a suitable generalisation of the equilibrium theory of Runge-Kutta schemes of \textit{G. Hall} [ACM Trans. Math. Software 11, 289-301 (1985; Zbl 0601.65056); ibid. 12, 183-192 (1986; Zbl 0633.65062)] the author makes accurate predictions about the performance of the algorithms. The techniques used could be applied to other numerical methods.
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Floquet problem
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stability
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explicit Runge-Kutta methods
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periodic coefficients
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performance
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algorithms
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