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Trapezoidal rule fails B-stability

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Runge-Kutta method Implicit Runge-Kutta method Trapezoidal rule
2026-10-05  0 By others on same topic  0 Discussions Create my own version
The trapezoidal rule is A-stable but is not B-stable. For the dissipative vector field f(y)=−y3 at step size one, its uniquely defined step map T obeys T+T3/2=y−y3/2. At y=2​, T=0 and implicit differentiation gives T′=−2, so nearby states expand rather than contract. This is a concrete nonlinear obstruction, rather than merely failure of the sufficient algebraic stability criterion.

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  1. Trapezoidal rule
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  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 341 / 7 / Solution

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