Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/iii/paper-80/3/a/solution

For a Runge-Kutta method with real stage matrix and weights , define
The method has algebraic stability of a Runge-Kutta method if
The matrix condition means for every real vector . Its significance is nonlinear contractivity: an algebraically stable method, on well-defined stage solutions, is B-stable for a dissipative vector field satisfying . This is distinct from scalar A-stability, which concerns the linear test equation. The contractivity proof in part (b) explains the matrix criterion directly.

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