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Two-node collocation A-stability criterion (c1​+c2​≥1)

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Runge-Kutta method Implicit Runge-Kutta method Collocation Runge-Kutta method
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For distinct nodes c1​,c2​∈[0,1], the two-stage collocation Runge-Kutta method has stability function
R(z)=1−az+dz21+(1−a)z+rz2​,a=(c1​+c2​)/2,d=c1​c2​/2,r=(1−c1​)(1−c2​)/2.
(1)
The denominator has no zeros in the closed left half-plane. On the imaginary axis the denominator's squared modulus minus the numerator's is (d2−r2)y4. Thus d≥r, equivalently c1​+c2​≥1, is necessary and sufficient for A-stability, using the maximum modulus principle and the bound at infinity.

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  • Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 60 / 3 / b / Solution

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