Stability Function of Implicit RK-Methods

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.