Convergence Of Runge-Kutta Methods Research Articles

On the convergence of Runge-Kutta methods for stiff non linear differential equations

This paper studies the convergence properties of general Runge–Kutta methods when applied to the numerical solution of a special class of stiff non linear initial value problems. It is proved that under weaker assumptions on the coefficients of a Runge–Kutta method than in the standard theory of B-convergence, it is possible to ensure the convergence of the method for stiff non linear systems belonging to the above mentioned class. Thus, it is shown that some methods which are not algebraically stable, like the Lobatto IIIA or A-stable SIRK methods, are convergent for the class of stiff problems under consideration. Finally, some results on the existence and uniqueness of the Runge–Kutta solution are also presented.

Nonlinear stability and D-convergence of Runge-Kutta methods for delay differential equations

This paper deals with the stability and convergence of Runge-Kutta methods with the Lagrangian interpolation (RKLMs) for nonlinear delay differential equations (DDEs). Some new concepts, such as strong algebraic stability, GDN-stability and D-convergence, are introduced. We show that strong algebraic stability of a RKM for ODEs implies GDN-stability of the corresponding RKLM for DDEs, and that a strongly algebraically stable and diagonally stable RKM with order p, together with a Lagrangian interpolation of order q, leads a D-convergent RKLM of order min{ p, q + 1}.