Suppose an -stage Runge-Kutta method has order , an invertible matrix , and . Its stability function is . The adjugate matrix formula gives a rational function with denominator degree and numerator degree at most ; its zero limit at infinity lowers the latter degree to at most . The order of a numerical method gives , identifying the Padé approximant. Uniqueness follows because the cross-multiplied difference of two candidates has degree at most but a zero of order at least , so is identically zero. The A-stability of near-diagonal exponential Padé approximants then proves A-stability, and the zero limit proves L-stability. These conditions identify the stability function; they do not alone claim uniqueness of all entries of the Runge-Kutta method tableau.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 69 1 a Solution Created 2026-10-03 Updated 2026-10-14
Apply the Runge-Kutta method to the Dahlquist test equation and put . Its stability function isSince is an invertible matrix, has polynomial degree . The adjugate matrix formula gives , but the additional condition givesso actually . The specified order of a numerical method implies near zero. Therefore the Padé identification of a Radau stability function makes the Padé approximant to the exponential function: its numerator and denominator have the required degrees, and its Taylor series agrees through degree .
In the permitted A-stability of near-diagonal exponential Padé approximants, take , . Then , so the scheme is A-stable. The same stability function also tends to zero at infinity, giving L-stability.