Paper 1, Section II, C

Numerical Analysis | Part IB, 2017

A three-stage explicit Runge-Kutta method for solving the autonomous ordinary differential equation

dydt=f(y)\frac{d y}{d t}=f(y)

is given by

yn+1=yn+h(b1k1+b2k2+b3k3),y_{n+1}=y_{n}+h\left(b_{1} k_{1}+b_{2} k_{2}+b_{3} k_{3}\right),

where

k1=f(yn)k2=f(yn+ha1k1)k3=f(yn+h(a2k1+a3k2))\begin{aligned} &k_{1}=f\left(y_{n}\right) \\ &k_{2}=f\left(y_{n}+h a_{1} k_{1}\right) \\ &k_{3}=f\left(y_{n}+h\left(a_{2} k_{1}+a_{3} k_{2}\right)\right) \end{aligned}

and h>0h>0 is the time-step. Derive sufficient conditions on the coefficients b1,b2,b3,a1b_{1}, b_{2}, b_{3}, a_{1}, a2a_{2} and a3a_{3} for the method to be of third order.

Assuming that these conditions hold, verify that 52-\frac{5}{2} belongs to the linear stability domain of the method.

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