A criterion for \(P\)-stability properties of Runge-Kutta methods (Q1279699)

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scientific article; zbMATH DE number 1251189
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    A criterion for \(P\)-stability properties of Runge-Kutta methods
    scientific article; zbMATH DE number 1251189

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      A criterion for \(P\)-stability properties of Runge-Kutta methods (English)
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      25 July 1999
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      A Runge-Kutta method is called \(P(\omega)\)-stable if, when applied with constant stepsize \(h=\tau /m\) to \(y'(t)=\lambda y(t)+\mu y(t-\tau)\), the numerical solution is asymptotically stable for all pairs \((\lambda ,\mu)\) satisfying \(| \mu | < -\omega \text{Re} \lambda\). Based on an algebraic characterization of \(A\)-stability by \textit{R. Scherer} and \textit{M. Müller} [Computational ordinary differential equations, Proc. Conf., London/UK 1989, Inst. Math. Appl. Conf. Ser., New Ser. 39, 1-7 (1992; Zbl 0768.65049)], the author derives a sufficient condition for \(P(\omega)\)-stability. This result is used for the study of \(P(\omega)\)-stability of general 2-stage methods, and of 3-stage singly implicit and singly diagonally implicit Runge-Kutta methods.
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      delay differential equations
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      Runge-Kutta methods
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      \(P\)-stability
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      \(A\)-stability
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