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BIT Numerical Mathematics

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19-04-2019

New stability results for explicit Runge–Kutta methods

Author: Rachid Ait-Haddou

Published in: BIT Numerical Mathematics | Issue 3/2019

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Abstract

The theory of polar forms of polynomials is used to provide sharp bounds on the radius of the largest possible disc (absolute stability radius), and on the length of the largest possible real interval (parabolic stability radius), to be inscribed in the stability region of an explicit Runge–Kutta method. The bounds on the absolute stability radius are derived as a consequence of Walsh’s coincidence theorem, while the bounds on the parabolic stability radius are achieved by using Lubinsky–Ziegler’s inequality on the coefficients of polynomials expressed in the Bernstein bases and by appealing to a generalized variation diminishing property of Bézier curves. We also derive inequalities between the absolute stability radii of methods with different orders and number of stages.

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Title: New stability results for explicit Runge–Kutta methods
Author: Rachid Ait-Haddou
Publication date: 19-04-2019
Publisher: Springer Netherlands
Published in: BIT Numerical Mathematics / Issue 3/2019
Print ISSN: 0006-3835
Electronic ISSN: 1572-9125
DOI: https://doi.org/10.1007/s10543-019-00752-9

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