Some stability results for explicit Runge-Kutta methods (Q2639609)

The stability region of explicit m-stage Runge-Kutta methods of order p is given by \(S_ p=\{\zeta \in {\mathbb{C}}:| P_{m,p}(\zeta)| \leq 1\}\), where \(P_{m,p}(\zeta)\) denotes the stability polynomial of degree m. The largest disk \(D_{\rho}=\{\zeta \in {\mathbb{C}}:| \zeta +\rho | \leq \rho \}\) that can be contained in the ``largest'' \(S_ p\) is considered. The main results are a general upper bound for \(\rho =\rho (m,p)\) and the statement that the bound is sharp for \(p=1\) and \(p=2\) and that the optimal polynomial \(P_{m,p}\) is unique. This supplements earlier results of \textit{R. Jeltsch} and \textit{O. Nevanlinna} [ibid. 18, 500-502 (1978; Zbl 0399.65051)]. The proofs are based on the theory of positive real functions.