4.5. Stability exercises#

Answer the following exercises based on the content from this chapter. The solutions can be found in the appendices.

Exercise 4.1

Determine the stability function of the following Runge-Kutta method

\[\begin{split} \begin{array}{c|ccccc} 0 & & & & & \\ 1/4 & 1/4 & & & & \\ 1/2 & 1/2 & 0 & & & \\ 3/4 & 0 & 1/2 & 1/4 & & \\ 0 & 0 & 1/6 & -1/3 & 1/6 & \\ \hline & -1 & 2/3 & -1/3 & 2/3 & 1 \end{array} \end{split}\]

Exercise 4.2

Determine the stability function of the following Runge-Kutta method. Is this an A-stable method?

\[\begin{split} \begin{array}{c|cc} 1/4 & 7/24 & -1/24\\ 3/4 & 13/24 & 5/24\\ \hline & 1/2 & 1/2 \end{array} \end{split}\]

Exercise 4.3

Plot the region of absolute stability for the following Runge-Kutta method.

\[\begin{split} \begin{array}{c|cc} 1/3 & 1/3 & 0\\ 1 & 1 & 0\\ \hline & 3/4 & 1/4 \end{array} \end{split}\]

Exercise 4.4

Calculate the stiffness ratio for the following system of ODEs.

\[\begin{align*} y_1' &= -80.6 y_1 + 119.4 y_2,\\ y_2' &= 79.6 y_1 - 120.4 y_2. \end{align*}\]

What are the maximum step lengths that the Euler method is stable for solving each equation?