Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-63/2/3/solution

For an implicit Runge-Kutta method, algebraic stability means that and the symmetric matrix
is positive semidefinite. Here and , so
The method is algebraically stable. This also explains why the property matters for nonlinear problems. If a vector field satisfies , the Runge-Kutta contractivity identity for two solutions, with stage differences and vector-field differences , is
The first sum is nonpositive and the second vanishes. Thus, whenever the implicit stage equations have the relevant solutions, their updates are contractive in the Hilbert space norm.

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