Skip to main content
Log in

Algebraic stability and the existence of solutions of implicit Runge-Kutta equations

  • Part II Numerical Mathematics
  • Published:
BIT Numerical Mathematics Aims and scope Submit manuscript

Abstract

An implicit Runge-Kutta method, applied to an initial value problem, gives systems of algebraic equations. Under natural assumptions concerning the differential system, there are known conditions on the method which guarantee that the algebraic equations have unique solutions. It is shown that these conditions are closely related to the requirement that the method be (k(l),l)-algebraically stable on an interval [0,α).

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. K. Burrage and J. C. Butcher,Stability criteria for implicit Runge-Kutta methods, SIAM J. Numer. Anal. 16 (1979), 46–57.

    Google Scholar 

  2. K. Burrage and J. C. Butcher,Non-linear stability of a general class of differential equation methods, BIT 20 (1980), 185–203.

    Google Scholar 

  3. G. J. Cooper,A generalization of algebraic stability for Runge-Kutta methods, IMA J. Numer. Anal. 4 (1984), 427–440.

    Google Scholar 

  4. M. Crouzeix,Sur la B-stabilité des méthodes de Runge-Kutta, Numer. Math. 32 (1979), 75–82.

    Google Scholar 

  5. M. Crouzeix, W. H. Hundsdorfer and M. N. Spijker,On the existence of solutions to the algebraic equations in implicit Runge-Kutta methods, BIT 23 (1983), 84–91.

    Google Scholar 

  6. G. Dahlquist,On stability and error analysis for stiff non-linear problems, Dept. of Inf. Proc., Roy. Inst. of Tech., Stockholm (1975), Report NA 7508.

    Google Scholar 

  7. G. Dahlquist and R. Jeltsch,Generalized disks of contractivity for explicit and implicit Runge-Kutta methods, Dept. of Comp. Sci., Roy. Inst. of Tech., Stockholm (1979), Report TRITA-NA 7906.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Cooper, G.J. Algebraic stability and the existence of solutions of implicit Runge-Kutta equations. BIT 25, 386–390 (1985). https://doi.org/10.1007/BF01934382

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01934382

Keywords

Navigation