Paper 3, Section II, C

Numerical Analysis | Part IB, 2014

A Runge-Kutta scheme is given by

k1=hf(yn),k2=hf(yn+[(1a)k1+ak2]),yn+1=yn+12(k1+k2)k_{1}=h f\left(y_{n}\right), \quad k_{2}=h f\left(y_{n}+\left[(1-a) k_{1}+a k_{2}\right]\right), \quad y_{n+1}=y_{n}+\frac{1}{2}\left(k_{1}+k_{2}\right)

for the solution of an autonomous differential equation y=f(y)y^{\prime}=f(y), where aa is a real parameter. What is the order of the scheme? Identify all values of aa for which the scheme is A-stable. Determine the linear stability domain for this range.

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