Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/iii/paper-80/3/b/solution
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 80 3 b Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
The stated hypotheses are precisely the algebraic criterion in part (a). To prove its stability content, compare two Runge-Kutta method steps for the same dissipative vector field. Let be the input difference, the stage differences, and . ThenExpanding the squared norm of givesIn each term of the linear sum, replace by . Symmetrizing the resulting double sum proves the Runge-Kutta contractivity identity:Dissipativity makes , and the weights are nonnegative. For the second term, positive semidefiniteness permits a factorization , givingFor both contributions in the distance-change identity are nonpositive. Therefore . This proves the contractivity assertion behind algebraic stability, usually called the Butcher contractivity theorem. It assumes the compared implicit stage equations have solutions; the matrix condition by itself should not be substituted for a separate stage-solvability argument.
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