Symmetric Runge-Kutta methods and their stability
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G. Yu. Kulikov
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.
Copyright 2003, Walter de Gruyter
Articles in the same Issue
- Parallel multilevel data structures for a nonconforming finite element problem on unstructured meshes
- Symmetric Runge-Kutta methods and their stability
- On nature and structure of atmospheric circulation anomalies in opposite seasons
- On two-sided error estimates for approximate solutions of problems in the linear theory of elasticity
Articles in the same Issue
- Parallel multilevel data structures for a nonconforming finite element problem on unstructured meshes
- Symmetric Runge-Kutta methods and their stability
- On nature and structure of atmospheric circulation anomalies in opposite seasons
- On two-sided error estimates for approximate solutions of problems in the linear theory of elasticity