Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 57 1 Solution Created 2026-10-03 Updated 2026-10-14
Let be the coefficients of the -stage Runge-Kutta method. On the Dahlquist test equation , its stability function isBoth polynomials have degree at most , with denominator normalized to one at zero. Order implies . A rational function with these degree bounds and this accuracy is uniquely the diagonal Padé approximant . To see uniqueness directly, if and have the required accuracy, then is a polynomial of degree at most vanishing to order at least at zero, hence identically zero.
The diagonal exponential Padé approximant can be writtenUse the permitted Padé property that the zeros of lie strictly in the right half-plane and numerator and denominator are coprime. Thus has no poles in the closed left half-plane. Its real coefficients give , so . Also at infinity. Applying the maximum modulus principle on left half-disks and letting their radii increase proves for . There are no hidden stage poles there either: the irreducible Padé denominator has degree , exhausting the possible degree of , so the latter cannot contain an additional canceled factor. Every such maximal-order Runge-Kutta method is A-stable. This is maximal-order Runge-Kutta methods are A-stable; it does not assert L-stability, since the stability function does not tend to zero at infinity.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 68 1 a Solution Created 2026-10-03 Updated 2026-10-14
Write the Runge-Kutta method coefficients as , , and let be the all-ones column. On the test equation , with , the stage vector satisfies and the next value is . Hence its stability function isBoth polynomials have degree at most , and the denominator has value one at zero. Order of a Runge-Kutta method implies that this test-equation approximation agrees with through degree :By uniqueness of the diagonal Padé approximant, . Explicitly,The permitted diagonal Padé approximant property says this rational function has no poles in the closed left half-plane and satisfies there. ThereforeThere is also no hidden stage-solve singularity from a canceled denominator: the Padé approximant numerator and denominator are coprime and each has degree . The original determinant denominator already has degree at most , so, with its normalization at zero, it equals and cannot contain an additional canceled factor. This proves maximal-order Runge-Kutta methods are A-stable.