An -stage Runge-Kutta method for is defined by
The Butcher tableau records , and ; internal consistency usually sets , and first-order consistency requires . A strictly lower triangular gives an explicit method, while other stage dependencies generally require an implicit Runge-Kutta method. The stage solvability of an implicit Runge-Kutta method must be checked separately: if is globally Lipschitz continuous in with constant , the stage fixed-point map is a contraction in the maximum stage norm whenever . This is a sufficient small-step condition, not a restriction intrinsic to the definitions of A-stability or B-stability.
Linear stability begins with the Dahlquist test equation . Solving the stages gives
The linear stability domain consists of test values for which the stage system is well defined and . A-stability means this includes the closed left half-plane. For , this gives stability with no scalar decay-mode step restriction. For a normal matrix in , unitary diagonalization of a normal matrix reduces the norm estimate to these scalar factors. For a non-normal matrix, eigenvalues alone do not establish a uniform norm bound: eigenvector conditioning and transient amplification matter. Mesh-uniform estimates for discretized PDEs must control operator powers, not only their spectra.
Every consistent explicit Runge-Kutta method has a nonconstant polynomial stability function and therefore cannot be A-stable, since that polynomial is unbounded on the negative real axis. For example, Forward Euler method has , stability disk , and restriction for . For a pure imaginary mode , , so it is unstable for every positive step. The classical fourth-order Runge-Kutta method instead has
It is stable on the imaginary axis exactly for , an illustrative conditional stability range for oscillatory evolution.
Backward Euler method has and is A-stable. L-stability adds as in the left half-plane; backward Euler satisfies this and strongly damps unresolved rapidly decaying modes in a stiff differential equation. The implicit midpoint rule and the trapezoidal rule both have , so they are A-stable but not L-stable. They preserve the modulus of a pure imaginary test mode, but their stiff-decay limit is , leaving oscillatory numerical remnants. The three-stage Lobatto IIIA method has the fourth-order rational function found in Question 2 and likewise lacks L-stability. Thus high order and A-stability do not themselves imply efficient stiff damping.
Nonlinear stability measures differences between solutions of the same equation. A one-sided Lipschitz condition is
Differentiating the squared difference and applying the Gronwall inequality gives . A dissipative vector field has and is contractive. A B-stable method preserves this property for every positive step size for which the stages are well defined:
This includes time-dependent vector fields when dissipativity holds at each common time argument. Applying it to scalar linear dissipative fields shows that B-stability implies A-stability when the linear stages are well defined; the converse fails.
The standard sufficient theorem is algebraic stability implies B-stability, subject to stage solvability. Define and . Algebraic stability of a Runge-Kutta method means and is a positive semidefinite matrix. To prove the theorem, set , and . Expanding the output difference and using yields the Runge-Kutta contractivity identity
Dissipativity makes the first sum nonpositive, while positive semidefiniteness makes the last quadratic form nonnegative. The latter follows by factoring and writing it as a sum of squared norms of linear combinations of the . This proves the claimed contraction. It is a sufficient theorem; absence of algebraic stability is not, by itself, a proof of failure of B-stability for every representation.
Several examples make the distinctions concrete. For backward Euler, , , so : it is both L-stable and B-stable. For implicit midpoint, , , so : it is B-stable and preserves squared norms for a skew-Hermitian linear equation, but lacks stiff damping. For the two-stage Gauss--Legendre Runge-Kutta method,
the matrix vanishes as well. The collocation theorem gives order four, and its stability function is exactly the same as the three-stage Lobatto IIIA function. Yet the Gauss method is algebraically stable, whereas that Lobatto method is not. Identical scalar linear stability functions need not imply identical nonlinear stability properties.
An example combining stiff damping and nonlinear contraction is the two-stage Radau IIA method, with
Its positive weights and positive semidefinite prove B-stability; its rational function has denominator roots and, for , satisfies
Thus it is A-stable; the limit then proves L-stability. The standard Radau IIA collocation theorem gives order , here three. These properties explain its usefulness for stiff nonlinear equations.
Finally, A-stability alone does not imply B-stability. The trapezoidal rule fails B-stability even for the scalar dissipative equation . With , its step map is uniquely defined by
At , . Implicit differentiation gives
Thus nearby starting values are separated by approximately twice their original distance after one step, although the exact flow is contractive. This example and the contractivity theorem show why scalar linear analysis, stiff damping and genuinely nonlinear norm estimates answer different stability questions.