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Stability Function of Implicit RK-Methods

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Solving Ordinary Differential Equations II

Part of the book series: Springer Series in Computational Mathematics ((SSCM,volume 14))

Abstract

Methods are called A -stable if there are no stability restrictions for y′ = λy, Re λ < 0 and h > 0. This concept was introduced by Dahlquist (1963) for linear multistep methods, but also applied to Runge-Kutta processes. Ehle (1968) and Axelsson (1969) then independently investigated the A -stability of implicit Runge-Kutta methods and proposed new classes of A -stable methods. A nice paper of Wright (1970) studied collocation methods.

I didn’t like all these “strong”, “perfect”, “absolute”, “generalized”, “super” “hyper”, “complete” and so on in mathematical definitions, I wanted something neutral; and having been impressed by David Young’s “property A”, I chose the term “A-stable”.

(G. Dahlquist, in 1979)

There are at least two ways to combat stiffness. One is to design a better computer, the other, to design a better algorithm.

(H. Lomax in Aiken 1985)

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© 1996 Springer-Verlag Berlin Heidelberg

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Hairer, E., Wanner, G. (1996). Stability Function of Implicit RK-Methods. In: Solving Ordinary Differential Equations II. Springer Series in Computational Mathematics, vol 14. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-05221-7_3

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  • DOI: https://doi.org/10.1007/978-3-642-05221-7_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-05220-0

  • Online ISBN: 978-3-642-05221-7

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