
doi: 10.1007/bf01385774
We consider the existence of a unique solution to the systems of equations that arise when we apply a Runge-Kutta method to a stiff nonlinear system of differential equations \(U'=f(t,U)\), with f satisfying a one-sided Lipschitz condition with constant \(\beta\). For any given product \(\beta\) h, where h denotes the step size, we present algebraic conditions on the Runge-Kutta matrix A which are necessary and sufficient for unique solvability of the equations. As a second topic, we consider the question whether the solution to the system of equations is stable with respect to perturbations (known as BSI-stability). For this property also, necessary and sufficient conditions on A are presented.
Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations, stiff nonlinear system, Runge-Kutta matrix, 510.mathematics, Runge-Kutta method, Nonlinear ordinary differential equations and systems, unique solvability, Numerical methods for initial value problems involving ordinary differential equations, Stability and convergence of numerical methods for ordinary differential equations, BSI-stability, Article
Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations, stiff nonlinear system, Runge-Kutta matrix, 510.mathematics, Runge-Kutta method, Nonlinear ordinary differential equations and systems, unique solvability, Numerical methods for initial value problems involving ordinary differential equations, Stability and convergence of numerical methods for ordinary differential equations, BSI-stability, Article
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