L-stability of diagonally implicit Runge-Kutta schemes and Rosenbrock methods (Q1802625)

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L-stability of diagonally implicit Runge-Kutta schemes and Rosenbrock methods
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    L-stability of diagonally implicit Runge-Kutta schemes and Rosenbrock methods (English)
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    6 September 1993
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    The author investigates the \(L\)-stability of diagonally implicit Runge- Kutta and Rosenbrock methods for solving initial value problems of stiff systems of ordinary differential equations. It is shown that for the first four stages of these methods no scheme exists the order of damping of which is more than one. The author also establishes that the \(L\)- stable stages cannot be imbedded.
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    \(L\)-stability
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    diagonally implicit Runge-Kutta and Rosenbrock methods
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    stiff systems
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    order of damping
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