1.II.38C

Numerical Analysis | Part II, 2007

(a) For a numerical method to solve y=f(t,y)y^{\prime}=f(t, y), define the linear stability domain and state when such a method is A-stable.

(b) Determine all values of the real parameter aa for which the Runge-Kutta method

k1=f(tn+(12a)h,yn+h[14k1+(14a)k2])k2=f(tn+(12+a)h,yn+h[(14+a)k1+14k2])yn+1=yn+12h(k1+k2)\begin{aligned} k_{1} &=f\left(t_{n}+\left(\frac{1}{2}-a\right) h, y_{n}+h\left[\frac{1}{4} k_{1}+\left(\frac{1}{4}-a\right) k_{2}\right]\right) \\ k_{2} &=f\left(t_{n}+\left(\frac{1}{2}+a\right) h, y_{n}+h\left[\left(\frac{1}{4}+a\right) k_{1}+\frac{1}{4} k_{2}\right]\right) \\ y_{n+1} &=y_{n}+\frac{1}{2} h\left(k_{1}+k_{2}\right) \end{aligned}

is A-stable.

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