B-stability 2026-09-28
A Runge--Kutta method is B-stable when it does not increase distances between numerical solutions of a dissipative differential equation. Algebraic stability of a Runge-Kutta method is a standard sufficient condition.
For algebraic stability of a Runge-Kutta method, the weights must be nonnegative andmust be positive semidefinite. With the intended collocation weights,Positive semidefiniteness is therefore possible only at ; substitution gives nonnegative weights and a positive-semidefinite . Hence the intended family is algebraically stable exactly whenWith the sign printed in the paper, one instead obtainsEquality forces , where still has nonzero off-diagonal entries and is indefinite. The literal printed tableau is consequently algebraically stable for no value of .
An -stage Runge-Kutta method has stages and updateOn the Dahlquist test equation , elimination of the stages gives the stability functionThe linear stability domain is the set where . A method is A-stable when this domain contains , so every exactly decaying scalar linear mode remains bounded for every step size. It is L-stable when it is A-stable and as in the left half-plane; this extra limit strongly damps unresolved stiff modes.
The rational function makes several useful conclusions immediate. No explicit Runge--Kutta method is A-stable because its stability function is a nonconstant polynomial and is therefore unbounded on the negative real axis. The implicit midpoint rule has and is A-stable, but , so it is not L-stable. The Backward Euler method has and is L-stable. More generally, a rational with no pole in the closed left half-plane is A-stable if and only if for every real ; this follows by applying the maximum modulus principle on expanding left half-disks.
Scalar linear stability does not by itself control nonlinear perturbations. Suppose the vector field is dissipative in the sense thatA method is B-stable if it preserves the resulting contractivity: two numerical solutions satisfy . A practical sufficient condition is algebraic stability of a Runge-Kutta method: andTo prove the implication, let and . Expanding the squared distance and substituting the stage equations gives the Runge-Kutta contractivity identityThe dissipativity inequalities make the middle sum nonpositive, and positive semidefiniteness of makes the final quadratic form nonnegative before its minus sign. The distance therefore cannot increase. In particular, algebraic stability implies B-stability and, by applying contractivity to the real two-dimensional form of , implies A-stability.
Important collocation families illustrate these notions. Gauss methods are A-stable, symmetric, and have order , but they do not damp infinitely stiff modes. Radau IIA methods have order , are algebraically stable, and are L-stable. These properties explain why A-stability controls unrestricted linear decay, L-stability is useful for stiff transients, and algebraic or B-stability is the stronger tool for nonlinear dissipative equations.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 341 2 c Solution 2026-09-28
Put and . The weights and stage matrix becomeFor algebraic stability of a Runge-Kutta method,soA positive-semidefinite matrix with a zero diagonal entry must have every entry in that row and column equal to zero. Here the off-diagonal entry never vanishes for finite . Therefore there is no admissible value of for which the method is algebraically stable.
Radau IIA method 2026-09-28
An -stage Radau IIA method collocates at the right-endpoint Radau nodes. It has order and is both algebraically stable and L-stable.