Runge-Kuta method外文电子书籍.pdf

10 Runge-Kutta Methods–II Absolute Stability 10.1 Absolute Stability of RK Methods The notion of absolute stability developed in Chapter 6 for LMMs is equally relevant to RK methods. Applying an RK method to the linear ODE x (t) = λx(t) with (λ) 0, absolute stability requires that xn → 0 as n → ∞. We begin with the most general two-stage, second-order RK method dis- cussed in Section 9.4. Example 10.1 Investigate the absolute stability of the RK method with Butcher array 0 0 a a 0 a = 1/(2θ). 1 − θ θ Applying this method to the solution of the ODE x (t) = λx(t) and writing D.F. Griffiths, D.J. Higham, Numerical Methods for Ordinary Differential Equations, Springer Undergraduate Mathematics Series, DOI 10.1007/978-0-85729-148-6_10, © Springer-Verlag London Limited 2010 136 10. Runge-Kutta Methods–II Absolute Stability 1 h = λh, we find that hk1 = hf (tn , xn ) = hλxn = hxn , hk = hf (t + ah, x + ahk ), 2 n n 1 = h(x + ahk ) = h(1 + ah)x . n 1 n Hence, xn+1 = xn + (1 − θ)hk1 + θhk2 = 1 + h(1 + θah) xn and, since aθ = 1 , it follows that 2