Paper 4, Section II, A

Numerical Analysis
Part II, 2010

An ss-stage explicit Runge-Kutta method of order pp, with constant step size h>0h>0, is applied to the differential equation y=λy,t0y^{\prime}=\lambda y, t \geqslant 0.

(a) Prove that

yn+1=Ps(λh)yny_{n+1}=P_{s}(\lambda h) y_{n}

where PsP_{s} is a polynomial of degree ss.

(b) Prove that the order pp of any ss-stage explicit Runge-Kutta method satisfies the inequality psp \leqslant s and, for p=sp=s, write down an explicit expression for PsP_{s}.

(c) Prove that no explicit Runge-Kutta method can be A-stable.