Abstract
This work examines the stability of explicit Runge-Kutta methods applied to a certain linear ordinary differential equation with periodic coefficients. On this problem naïve use of the eigenvalues of the Jacobian results in misleading conclusions about stable behaviour. It is shown, however, that a valid analogue of the classical absolute stability theory can be developed. Further, using a suitable generalisation of the equilibrium theory of Hall [ACM Trans. on Math. Soft. 11 (1985), pp. 289-301], accurate predictions are made about the performance of modern, adaptive algorithms. DOI: 10.1007/BF01935018
Original language | English |
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Pages (from-to) | 88-98 |
Number of pages | 11 |
Journal | Bit numerical mathematics |
Volume | 34 |
Issue number | 1 |
DOIs | |
Publication status | Published - Mar 1994 |
Keywords / Materials (for Non-textual outputs)
- Runge-Kutta
- absolute stability
- Floquet
- equilibrium
- steady state
- numerical mathematics