A criterion for P-stability properties of Runge-Kutta methods

DOI10.1007/BF02510412MaRDI QIDQ1279699zbMATH OpenFDO

Authors K. Appert

Publication date 25 July 1999

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02510412

zbMATH Keywords

\(A\)-stability\(P\)-stabilitydelay differential equationsRunge-Kutta methods

Mathematics Subject Classification ID

General theory of functional-differential equations (34K05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

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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Cites work

• A special family of Runge-Kutta methods for solving stiff differential equations
• Diagonally Implicit Runge–Kutta Methods for Stiff O.D.E.’s
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• scientific article; zbMATH DE number 176980 (Why is no real title available?)
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• scientific article; zbMATH DE number 3999169 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• Natural Continuous Extensions of Runge-Kutta Methods
• NP-stability of Runge-Kutta methods based on classical quadrature
• P-stability properties of Runge-Kutta methods for delay differential equations
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Cited in

(4)

• Stability analysis of two-step Runge-Kutta methods for delay differential equations
• Method of lines approximations of delay differential equations
• A- and B-stability for Runge-Kutta methods - characterizations and equivalence
• Conditional contractivity of Runge-Kutta methods for nonlinear differential equations with many variable delays

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