A-stability of implicit Runge-Kutta extrapolations

DOI10.1016/S0168-9274(96)00031-1MaRDI QIDQ5961740zbMATH OpenOpenAlexFDO

Authors R. P. K. Chan

Publication date 1 October 1997

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0168-9274(96)00031-1

zbMATH Keywords

\(A\)-stabilityimplicit Runge-Kutta methodsPadé approximationspolynomial extrapolationssymmetric methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) 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

This paper concerns \(A\)-stability barriers for polynomial extrapolations of implicit Runge-Kutta methods. It is shown that, under some mild restrictions, a method of even order cannot admit an \(A\)-stable first extrapolation, while an odd-order method cannot admit first and second extrapolations that are both \(A\)-stable. The implications of the results for some well-known classes of high-order methods are discussed.

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Cited in

(6)

• Smoothing effects on the IMR and ITR
• Stability Properties of Implicit Runge–Kutta Methods
• scientific article; zbMATH DE number 3945279 (Why is no real title available?)
• scientific article; zbMATH DE number 4035033 (Why is no real title available?)
• On the A-Stability of Runge--Kutta Collocation Methods Based on Orthogonal Polynomials
• Stability of implicit deferred correction methods based on BDF methods

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