Monotonicity and boundedness in implicit Runge-Kutta methods |
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Authors: | M N Spijker |
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Institution: | (1) Subfaculteit Wiskunde en Informatica, Rijksuniversiteit, Wassenaarseweg 80, Leiden, Netherlands |
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Abstract: | Summary This paper concerns the analysis of implicit Runge-Kutta methods for approximating the solutions to stiff initial value problems. The analysis includes the case of (nonlinear) systems of differential equations that are essentially more general than the classical test equationU=U (with a complex constant). The properties of monotonicity and boundedness of a method refer to specific moderate rates of growth of the approximations during the numerical calculations. This paper provides necessary conditions for these properties by using the important concept of algebraic stability (introduced by Burrage, Butcher and by Crouzeix). These properties will also be related to the concept of contractivity (B-stability) and to a weakened version of contractivity. |
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Keywords: | AMS(MOS): 65L05 65L20 CR: G 1 7 |
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