Scientific article
English

On Error Growth Functions of Runge-Kutta Methods

Published inApplied numerical mathematics, vol. 22, no. 1-3, p. 205-216
Publication date1996
Abstract

This paper studies estimates of the form $| y_1 -widehat y_1 | le arphi (hu )|y_0-widehat y_0|$, where $y_1,widehat y_1$ are the numerical solutions of a Runge-Kutta method applied to a stiff differential equation satisfying a one-sided Lipschitz condition (with constant $u$). An explicit formula for the optimal function $arphi (x)$ is given, and it is shown to be superexponential, i.e., $arphi (x_1) arphi (x_2) le arphi (x_1+x_2)$ if $x_1$ and $x_2$ have the same sign. As a consequence, results on asymptotic stability are obtained. Furthermore, upper bounds for $arphi (x)$ are presented that can be easily computed from the coefficients of the method.

Keywords
  • Runge-Kutta methods
  • Error growth functions
  • Stiff differential equations
  • B-stability
  • Asymptotic stability
  • Superexponential functions
Citation (ISO format)
HAIRER, Ernst, ZENNARO, Marino. On Error Growth Functions of Runge-Kutta Methods. In: Applied numerical mathematics, 1996, vol. 22, n° 1-3, p. 205–216. doi: 10.1016/S0168-9274(96)00032-3
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ISSN of the journal0168-9274
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