Paper 1, Section II, D

Numerical Analysis
Part IB, 2012

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

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

k1=f(tn+(12a)h,yn+(14hk1+(14a)hk2))k2=f(tn+(12+a)h,yn+((14+a)hk1+14hk2))yn+1=yn+12h(k1+k2)\begin{aligned} k_{1} &=f\left(t_{n}+\left(\frac{1}{2}-a\right) h, y_{n}+\left(\frac{1}{4} h k_{1}+\left(\frac{1}{4}-a\right) h k_{2}\right)\right) \\ k_{2} &=f\left(t_{n}+\left(\frac{1}{2}+a\right) h, y_{n}+\left(\left(\frac{1}{4}+a\right) h k_{1}+\frac{1}{4} h k_{2}\right)\right) \\ y_{n+1} &=y_{n}+\frac{1}{2} h\left(k_{1}+k_{2}\right) \end{aligned}

is A-stable.