Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-341/1/ii/solution

For the Dahlquist test equation, put . Eliminating the stages of the Runge-Kutta method gives the stability function
Its poles are , strictly in the right half-plane. To prove A-stability directly, write with . With and , elementary expansion gives
Therefore throughout the closed left half-plane; the inequality is strict except at . The method is A-stable. Moreover as , so the Radau IIA method is also L-stable.

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