Preservation of equilibrium states and their stability for discrete Runge-Kutta approximations of continuous systems (Q1360812)

We consider a continuous second-order system \[ \dot x=F(x), \tag{1} \] where \(F(x)\) is an analytic vector function. Let us replace system (1) by a discrete system constructed according to the explicit \(s\)-stage \(p\)th-order Runge-Kutta method: \[ \overline x= x+h \sum^s_{i=1} b_iF(Y_i), \tag{2} \] where \(Y_1=x\), \(Y_i= x+h \sum^s_{j=1} c_{ij} F(Y_j)\), \(2\leq i\leq s\), \(c_{ij}=0\), \(i\leq j\), \(s\geq p\geq 1\), \(\sum^s_{i=1} b_i=1\), \(h>0\). Once we have replaced differential equations by finite difference equations constructed according to the Euler and Runge-Kutta methods, the following question is encountered: Are the equilibrium points and their types preserved under this replacement? All equilibrium states of differential equations are equilibrium states of the corresponding discrete equations. However, discrete equations obtained from scalar differential equations by Runge-Kutta methods of order \(p>1\) may have equilibria that are lacking in the original equations. Moreover, they may have periodic points of period greater than one which are also lacking in the original equations. Such equilibria and periodic points are said to be false. Discrete equations obtained by the Euler method cannot have fals equilibria points but may have false periodic points of period greater than one. Conditions are given for system (2) to have no false equilibria and periodic points of period greater than one for sufficiently small step \(h\) (Theorem 1). It is shown that if \(h\) is not sufficiently small, then systems (2) corresponding to two- and four-step Runge-Kutta methods of the second and the fourth order may have false equilibria. Conditions are given for the type of the boundary of the stability region corresponding to a node to be preserved under the replacement of system (1) by arbitrary systems (2) (Theorem 2).