Symmetric Runge-Kutta methods and their stability

被引:6
|
作者
Kulikov, GY [1 ]
机构
[1] Ulyanovsk State Univ, Ulyanovsk 432970, Russia
基金
俄罗斯基础研究基金会;
关键词
D O I
10.1515/156939803322008182
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we find and study the class of symmetric methods among the Runge-Kutta formulae. It is shown that the explicit Runge-Kutta methods cannot be symmetric. We also define the conditions which coefficients in the implicit Runge-Kutta method should satisfy for it to be symmetric. Particular attention has been given to the study of stability properties in the symmetric Runge-Kutta formulae. It is proved that in some cases the notions of absolute and algebraic stability for the given class of numerical methods coincide. Besides, we find a restriction to the order of stable symmetric methods among the diagonally implicit Runge-Kutta formulae. Finally, we give full characteristics of all algebraically stable symmetric Runge-Kutta methods in terms of a transformed matrix of coefficients.
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页码:13 / 41
页数:29
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