On the Existence of Solutions for Algebraically Stable Runge--Kutta Methods |
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Authors: | COOPER G J |
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Institution: |
School of Mathematical and Physical Sciences, The University of Sussex Brighton, BN1 9QH, England
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Abstract: | An implicit RungeKutta method, applied to an initial-valueproblem, gives systems of algebraic equations. It is shown that,under natural assumptions concerning the differential system,these equations have unique solutions if the method satisfiesa condition related to algebraic stability. In particular, thiscondition is satisfied if the method is irreducible and (k,l)-algebraically stable for some l 0. |
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