Weak Nonlinear Stability of Implicit Runge-Kutta Methods

DOI10.1093/IMANUM/12.1.57MaRDI QIDQ3989257zbMATH OpenOpenAlexFDO

Authors G. J. Cooper

Publication date 28 June 1992

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/12.1.57

zbMATH Keywords

BN-stabilityimplicit Runge-Kutta methodsmonotonicity conditionnonlinear stability

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

The nonlinear stability of Runge-Kutta methods for the numerical solution of systems of ordinary differential equations is considered. In the usual BN-stability concept, the test problems \(y'=f(t,y)\) satisfy the monotonicity condition \((f(t,u)-f(t,v),u-v)\leq 0\) with respect to a given scalar product \((.,.)\). Since this set of test problems implies very severe restrictions on the class of BN-stable methods, the author proposes a weaker BN-stability definition considering test problems that satisfy the monotonicity condition together with \(f(t,0)=0\) for all real \(t\). In this context, a sufficient set of algebraic conditions on the coefficients of a Runge-Kutta method for weaker BN-stability is given. The paper ends with an examination of the weaker BN-stability of two classes of implicit Runge-Kutta methods in which there exist weak BN- stable methods which are not BN-stable.

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