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Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 341 / 2 / c

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 341 2
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c
For algebraic stability of a Runge-Kutta method, the weights must be nonnegative and
M=BA+ATB−bbT,B=diag(b),
(1)
must be a positive semidefinite matrix. Here all weights are positive, but direct calculation gives
M=361​​−110​10−1​0−11​​.
(2)
In particular e1T​Me1​=−1/36<0; equivalently, its eigenvalues are 0,±3​/36. Therefore the method is not algebraically stable. This does not contradict its A-stability: algebraic stability is a stronger condition designed to guarantee nonlinear B-stability through the Runge-Kutta contractivity identity.

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