Runge-Kutta contractivity identity
ID: runge-kutta-contractivity-identity
For differences between corresponding stages and differences between their vector fields, a Runge--Kutta step satisfiesTo derive the identity, expand the squared norm of and substitute in the linear term. Symmetrizing the double sum gives the displayed coefficients . For a dissipative vector field, the first sum is nonpositive when , and the second sum is nonnegative when the matrix is a positive semidefinite matrix. Thus algebraic stability implies B-stability.
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