 Solution

Write the Runge-Kutta method coefficients as $A\in {\mathbb{R}}^{\nu \times \nu }$, $b\in {\mathbb{R}}^{\nu }$, and let $e$ be the all-ones column. On the test equation $y^{\prime }=\lambda y$, with $z=h\lambda$, the stage vector satisfies $Y=e{y}_n+zAY$ and the next value is $y_{n+1}=y_n+z{b}^{T}Y$. Hence its stability function isBoth polynomials have degree at most $\nu$, and the denominator has value one at zero. Order of a Runge-Kutta method $2\nu$ implies that this test-equation approximation agrees with $e^z$ through degree $2\nu$:By uniqueness of the diagonal Padé approximant, $R=[\nu /\nu {]}_{e^z}$. Explicitly,The permitted diagonal Padé approximant property says this rational function has no poles in the closed left half-plane and satisfies $|R(z)|\le 1$ there. ThereforeThere is also no hidden stage-solve singularity from a canceled denominator: the Padé approximant numerator and denominator are coprime and each has degree $\nu$. The original determinant denominator already has degree at most $\nu$, so, with its normalization at zero, it equals $P_{\nu }(-z)$ and cannot contain an additional canceled factor. This proves maximal-order Runge-Kutta methods are A-stable.