Numerical Analysis/stability of RK methods/Exercises

Ex:1
find the stability function for RK2 which is given by: $$ y_{n+1}=y_{n}+hf(t+\frac {h}{2},y_{n}+\frac {hf(t_n,y_n)}{2})$$

Solution: applying this method to the test equation $$ y'=\lambda y$$
 * we get $$ \begin{align}

y_{n+1} &=y_n+h \lambda y_n+\frac {(h \lambda)^2}{2}y_n \\ \Rightarrow \end{align}$$ the stability polynomial $$ \phi(z)=1+h \lambda +\frac {(h \lambda)^2}{2}$$

Ex:2
find the absolute stability region for RK2. Solution: by setting $$ z = h \lambda $$
 * $$ \Rightarrow $$ the abs.stability region is given by $$\{z\in \mathbb{C}||1+ h \lambda + \frac {(h \lambda)^2}{2}| < 1 \}$$

Ex:3
find the characteristic polynomial for RK2. Solution: it is $$ r^{i+1}=(1+z+\frac {z^2}{2})r^i$$ divide both sides of the equation by $$ r^i;r \ne 0$$ you get $$ r^{i+1}=(1+z+\frac {z^2}{2})r^i$$
 * $$ \Rightarrow \phi(r,z)=r-1+z+\frac {z^2}{2}$$

Ex:4
is RK2 stable, if it is what type of stability. Solution: you get $$ r^{i+1}=(1+z+\frac {z^2}{2})r^i$$ by setting z=0,
 * $$ \Rightarrow r=1$$
 * so the method is strongly stable since r=1, is the only root, and has a value of 1.

Ex:5
determine the stabilityfo Back Ward Euler method which is given by: $$ y_{n+1}=y_{n}+ hf(t_{n+1},y_{n+1})$$

Solution: applying this method to the test equation $$ y'=\lambda y$$
 * we get $$ \begin{align}

y_{n+1} &=\frac {1}{1-h \lambda}y_n \\ \Rightarrow &=\frac {1}{1-z}y_n; z=h\lambda\\ \end{align}$$
 * let $$ G(z)=\frac {1}{1-z}$$
 * since G(z) approaches 0, ans Re(z) approaches infinity,

then B.E.M is L-stable.