Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 341 6 Solution Created 2026-10-03 Updated 2026-10-18
A Runge-Kutta method advances through stagesThe Butcher tableau records , normally with . Linear absolute stability tests the amplification of a linear decay mode; nonlinear B-stability compares distances between two solutions of a dissipative vector field. Both describe propagation of perturbations, but they impose different conditions.
For the Dahlquist test equation, elimination of stages givesThe linear stability domain consists of for which the step is defined and . Poles or singular stage systems must be excluded, even if an output formula has a formal cancellation. For a scalar test equation, the proof is : the powers are bounded exactly when . For , the update is . If is a normal matrix, unitary diagonalization of a normal matrix makes the operator norm equal to the largest scalar amplification modulus. For a diagonalizable matrix, powers are bounded by the condition number of the eigenvector matrix times the maximal scalar power. These constants must remain uniform for mesh-dependent systems. A defective unit-modulus eigenvalue can instead produce a growing Jordan block; the scalar spectral test alone does not control a general matrix.
An A-stable method accepts the entire closed left half-plane. The Explicit Euler method has and a disk of stability , so it is not A-stable. No nonconstant polynomial stability function can be A-stable, since it is unbounded on the negative real axis; this excludes all consistent explicit Runge-Kutta methods. The Backward Euler method has , and when , proving A-stability. It is also L-stable, because for large left-half-plane .
The implicit midpoint rule and the trapezoidal rule have the same scalar stability function,The identity proves A-stability. On the imaginary axis their amplification has unit modulus, and along the negative real axis it tends to . Thus neither is L-stable; very stiff decay can persist as alternating numerical values. In contrast, the two-stage Radau IIA method has , with the explicit nonnegative modulus-gap proof in question 1, and is L-stable. This illustrates why L-stability matters beyond A-stability for a stiff differential equation.
For nonlinear problems, assume a real or complex Euclidean inner product and the dissipativity hypothesisfor all relevant states at each common time. Exact solutions satisfyA B-stable Runge-Kutta method reproduces this nonexpansion of distances whenever its stages exist. Put , , and . Then . Expansion of the output squared norm, followed by substituting in its linear terms, proves the Runge-Kutta contractivity identityIf and is a positive semidefinite matrix, the first sum is nonpositive by dissipativity, and the second is nonnegative: expand each coordinate of the stage vectors to express it as a sum of nonnegative quadratic forms. These are exactly the conditions for algebraic stability of a Runge-Kutta method. Hence algebraic stability implies B-stability. Applying B-stability to the linear dissipative problem , or its two-dimensional real form, also proves A-stability whenever stages are well defined.
The Backward Euler method has , hence ; the implicit midpoint rule has , , hence . Both are algebraically stable and B-stable. For the two-stage Radau IIA method,a positive semidefinite matrix, while both weights are positive. It therefore combines third-order accuracy, B-stability, and L-stability. The distinction between stability and solvability is essential: for Lipschitz continuous , the stage map is a contraction when , so the contraction mapping theorem proves small-step unique solvability. The preceding algebraic stability proof is an estimate for existing stages; it is not a theorem asserting stage existence for arbitrary step sizes and domains.
Linear A-stability is insufficient for nonlinear B-stability. The trapezoidal rule fails B-stability, even though its scalar stability function is identical to that of the B-stable implicit midpoint rule. Its Runge-Kutta method coefficients areFailure of this sufficient algebraic stability test alone would not prove failure of B-stability. An actual counterexample does: take and . Dissipativity follows fromThe unique step map obeys , because the left-hand side is strictly increasing and onto. At , , and implicit differentiation givesNearby initial states expand in distance. This proves a true nonlinear failure rather than merely failure of a coefficient criterion.
Finally, stability of a numerical method on finite intervals connects these contractivity properties to accuracy. If a one-step map is nonexpansive and its exact one-step defect has norm at most , then the error satisfies , hence for . A Lipschitz step bound gives the same order using the discrete Gronwall inequality. For a stiff differential equation, the value of B-stability is that the propagation estimate need not grow with a large negative dissipative rate. The accuracy constant still needs appropriate smoothness and uniform derivative bounds; stability alone does not establish a mesh-uniform error order.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 341 7 Solution Created 2026-10-03 Updated 2026-10-20
An -stage Runge-Kutta method for is defined byThe 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 givesThe 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 hasIt 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 isDifferentiating 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 identityDissipativity 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, withIts positive weights and positive semidefinite prove B-stability; its rational function has denominator roots and, for , satisfiesThus 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 byAt , . Implicit differentiation givesThus 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.
Trapezoidal rule Created 2026-09-24 Updated 2026-10-14
As a quadrature rule, the trapezoidal rule replaces an integrand by the linear interpolation joining its two endpoint values:For nonnegative endpoint values, this is the area of a trapezoid; in general it is a signed area. The quadrature nodes are , each with quadrature weight . Unlike the midpoint quadrature rule, it uses endpoint samples, which can be reused between adjacent panels.
Every affine function agrees with its linear interpolation, so the trapezoidal rule integrates it exactly. On , gives . On , the polynomial instead gives , exceeding by . Its degree of precision of a quadrature rule is exactly one.
If , its signed approximation error satisfiesA convex function lies below its endpoint chord, so the trapezoidal rule overestimates its integral; a concave function gives the reverse inequality. The error formula assumes that the second derivative exists and is a continuous function throughout the closed interval.[ref]
3.5 Quadrature, subsection (i) Trapezoidal Rules. §3.5(i), equation 3.5.1 and its C² hypothesis; the source writes integral minus rule
A short derivation is the identityobtained by two integrations by parts. The nonnegative Peano kernel has integral , and the weighted mean value theorem for integrals gives the formula.The trapezoidal rule for an ordinary differential equation averages vector fields at the old and new states and is A-stable.
This time-stepping use applies the same trapezoidal rule to the integral of the derivative in an ordinary differential equation. That connection explains its place under implicit Runge-Kutta methods; its quadrature behavior and the nonlinear issue in trapezoidal rule fails B-stability concern different uses of the same endpoint averaging.