Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 63 / 2 / 3

For an implicit Runge-Kutta method, algebraic stability means that $b_i\ge 0$ and the symmetric matrixis positive semidefinite. Here $b_1=b_2=1/2$ and $A+A^T=e{e}^T/2$, soThe method is algebraically stable. This also explains why the property matters for nonlinear problems. If a vector field satisfies $⟨f(v)-f(w),v-w⟩\le 0$, the Runge-Kutta contractivity identity for two solutions, with stage differences $D_i$ and vector-field differences $F_i$, isThe first sum is nonpositive and the second vanishes. Thus, whenever the implicit stage equations have the relevant solutions, their updates are contractive in the Hilbert space norm.