Applying a linear multistep method to the Dahlquist test equation with produces a constant-coefficient recurrence whose modes satisfy . Absolute stability requires the resulting roots of a polynomial to lie in the unit disk, with unit-modulus roots simple. Thus multistep stability depends on every recurrence mode, rather than a single one-step stability function.
A-stability of a symmetric two-stage implicit Runge-Kutta family Created 2026-09-24 Updated 2026-09-28
For the two-stage implicit Runge-Kutta method with
the stability function is
For ,
The denominator has no zero in the closed left half-plane, so the method is A-stable for every real .
Classical fourth-order Runge-Kutta method Created 2026-10-05 Updated 2026-10-06
The classical four-stage explicit Runge-Kutta method uses
It satisfies the fourth-order conditions for a Runge-Kutta method. Its polynomial stability function excludes A-stability, while gives the imaginary-axis stability interval .
Dahlquist test equation 2026-09-28
The Dahlquist test equation is the scalar linear initial-value problem . A one-step method reduces it to , thereby defining its stability function .
Euclidean logarithmic norm Created 2026-10-06 Updated 2026-10-07
The Euclidean logarithmic norm is the largest eigenvalue of a matrix's Hermitian part. Differentiating along gives . It is the least exponent for such a bound with prefactor one, as a first-order expansion at zero shows. It equals the spectral abscissa for a normal matrix, but need not do so otherwise. A scalar rational stability function does not generally inherit a bound by its value at this real number.
The two-stage Gauss--Legendre Runge-Kutta method uses nodes , weights and coefficients , , . The Butcher order conditions give order four. Its stability function is the displayed rational function, which is A-stable. The algebraic stability matrix is zero, so positive weights also give nonlinear contractivity for dissipative vector fields.
Lobatto IIIA method 2026-10-05
A Lobatto IIIA method collocates at the Lobatto quadrature nodes, including both endpoints of the time interval. Its three-stage version has
The Butcher order conditions give order four. Its stability function is
which is A-stable but not L-stable. It is not algebraically stable: the first diagonal entry of the defining matrix is . This distinguishes linear A-stability from nonlinear algebraic stability.
L-stability Created 2026-09-28 Updated 2026-10-06
An A-stable one-step method is L-stable when its stability function also satisfies as within the left half-plane. It damps modes whose decay time is far shorter than the numerical step.