On the relation between algebraic stability and B-convergence for Runge- Kutta methods (Q915398)
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English | On the relation between algebraic stability and B-convergence for Runge- Kutta methods |
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On the relation between algebraic stability and B-convergence for Runge- Kutta methods (English)
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1990
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It is shown that for problems whose one-sided Lipschitz constant is strictly negative, an irreducible, algebraically stable Runge-Kutta method with nonsingular coefficient matrix is B-convergent with order equal to the stage order if the magnitude of the stability function is strictly less than 1 at infinity. Furthermore, the authors also prove that for an irreducible method, algebraic stability is necessary for B- convergence. This last result, however, depends on Lemma 4.1 which is only true if the elements of the diagonal matrix are all distinct.
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algebraically stable Runge-Kutta method
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stage order
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stability function
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algebraic stability
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B-convergence
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