On the solvability of the systems of equations arising in implicit Runge- Kutta methods (Q1113625)

This paper deals with the solvability of the system of algebraic equations arising in the numerical solution of stiff systems of ordinary differential equations by implicit Runge-Kutta methods. Denoting by \(u'=f(t,u)\) the differential equation to be solved by an m-stage Runge- Kutta method, each step requires the solution of a system with the unknowns \(Y_ i\), \(i=1,...,n\) of the form: (1) \(Y_ i- h\sum^{m}_{j=1}a_{ij}f(t_ 0+c_ jh\), \(Y_ j)-u_ 0=0\), where \(a_{ij}\) and \(c_ j\) are the coefficients of the method, \(u_ 0\) is a constant and h the stepsize. Assuming that f satisfies the inner product condition (f(t,u)-f(t,v),u- v)\(\leq 0\), the authors give a set of sufficient conditions on the coefficients \(a_{ij}\) of the method so that (1) has a unique solution for all \(h\geq 0\) and \(u_ 0\). It must be remarked that these sufficient conditions are weaker than earlier conditions given by \textit{M. Crouzeix}, \textit{W. H. Hundsdorfer} and \textit{M. N. Spijker} [ibid. 23, 84-91 (1983; Zbl 0506.65030)] and \textit{W. H.Hundsdorfer} and \textit{M. N. Spijker} [SIAM J. Numer. Anal. 24, 583-594 (1987; Zbl 0636.65066)]. Finally, using this general result, the authors prove that for \(m\geq 2\), the algebraic equations corresponding to the m-stage Lobatto III C methods have a unique solution.