On symmetric Runge-Kutta methods of high order

The usual characterization of symmetry for Runge-Kutta methods is that given by Stetter. In this paper an equivalent characterization of symmetry based on theW-transformation of Hairer and Wanner is proposed. Using this characterization it is simple to show symmetry for some well-known classes of high order Runge-Kutta methods which are based on quadrature formulae. It can also be used to construct a one-parameter family of symmetric and algebraically stable Runge-Kutta methods based on Lobatto quadrature. Methods constructed in this way and presented in this paper extend the known class of implicit Runge-Kutta methods of high order.ZusammenfassungDie übliche Charakterisierung der Symmetrie für Runge-Kutta Methoden ist die von Stetter angegebene. In dieser Arbeit wird eine äquivalente Charakterisierung vorgeschlagen, die auf derW-Transformation von Hairer und Wanner beruht. Mit dieser Charakterisierung kann die Symmetrie für einige Klassen von Runge-Kutta Methoden einfach gezeigt werden. Sie kann auch dazu benützt werden, eine einparametrige Familie von symmetrischen und algebraisch stabilen Runge-Kutta Methoden, die auf der Lobatto-Quadratur beruhen, zu konstruieren. Damit kann die Klasse impliziter Runge-Kutta Methoden höherer Ordnung erweitert werden.

[1]  H. Stetter Analysis of Discretization Methods for Ordinary Differential Equations , 1973 .

[2]  William B. Gragg,et al.  On Extrapolation Algorithms for Ordinary Initial Value Problems , 1965 .

[3]  M. Crouzeix Sur laB-stabilité des méthodes de Runge-Kutta , 1979 .

[4]  J. Butcher Implicit Runge-Kutta processes , 1964 .

[5]  F. Chipman A-stable Runge-Kutta processes , 1971 .

[6]  Christoph W. Ueberhuber,et al.  The Concept of B-Convergence , 1981 .

[7]  Gerhard Wanner,et al.  A short proof on nonlinearA-stability , 1976 .

[8]  John C. Butcher,et al.  A stability property of implicit Runge-Kutta methods , 1975 .

[9]  A. Prothero,et al.  On the stability and accuracy of one-step methods for solving stiff systems of ordinary differential equations , 1974 .

[10]  Hans J. Stetter,et al.  Asymptotic expansions for the error of discretization algorithms for non-linear functional equations , 1965 .

[11]  Ernst Hairer,et al.  Algebraically Stable and Implementable Runge-Kutta Methods of High Order , 1981 .

[12]  Rudolf Scherer,et al.  Reflected and transposed Runge-Kutta methods , 1983 .

[13]  J. Butcher The Numerical Analysis of Ordinary Di erential Equa-tions , 1986 .

[14]  J. Butcher The numerical analysis of ordinary differential equations: Runge-Kutta and general linear methods , 1987 .

[15]  Ernst Hairer,et al.  Asymptotic expansions of the global error of fixed-stepsize methods , 1984 .

[16]  K. Burrage,et al.  Stability Criteria for Implicit Runge–Kutta Methods , 1979 .