Abstract
We describe the construction of implicit two-step Runge-Kutta methods with stability properties determined by quadratic stability functions.We will aim for methods which are A-stable and L-stable and such that the coefficients matrix has a one point spectrum. Examples of methods of order up to eight are provided.
Original language | English (US) |
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Pages (from-to) | 191-218 |
Number of pages | 28 |
Journal | Journal of Scientific Computing |
Volume | 44 |
Issue number | 2 |
DOIs | |
State | Published - Aug 2010 |
Keywords
- A-stability
- Absolute stability
- L-stability
- Order conditions
- Quadratic stability polynomials
- Two-step Runge-Kutta methods
ASJC Scopus subject areas
- Software
- Theoretical Computer Science
- Numerical Analysis
- General Engineering
- Computational Theory and Mathematics
- Computational Mathematics
- Applied Mathematics