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Design of optimal Runge-Kutta methods - FEniCS Project

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Absolute Stability<br />

For the linear equation<br />

u ′ (t) = Lu<br />

we say the solution is absolutely stable if |φ(λ∆t)| ≤ 1 for all λ ∈ σ(L).<br />

Example: Euler’s Method<br />

u n+1 = u n + ∆tF (u); φ(z) = 1 + z.<br />

−1<br />

D. Ketcheson (KAUST) 11 / 36

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