Calculations - absolute stability

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SUMMARY

The discussion focuses on determining the step size \( h \) for the Runge-Kutta method to achieve absolute stability when applied to the system of differential equations \( y_1'=-80y_1+20y_2 \) and \( y_2'=20y_1-80y_2 \). The order of accuracy for the given method is established as 2, and the region of absolute stability is defined as \( S=\{ z \in \mathbb{C}: |\frac{z^2}{2}+z+1|<1\} \). The stability function \( r(z) \) is provided, which is essential for analyzing the stability of the numerical method.

PREREQUISITES
  • Understanding of Runge-Kutta methods
  • Familiarity with concepts of absolute stability in numerical analysis
  • Knowledge of stability functions and their derivation
  • Basic proficiency in complex analysis
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  • Research the derivation of the stability function \( r(z) \) for different Runge-Kutta methods
  • Explore numerical methods for solving systems of ordinary differential equations (ODEs)
  • Study the implications of the region of absolute stability on step size selection
  • Learn about the application of the Runge-Kutta method in practical scenarios, particularly in control systems
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Mathematicians, numerical analysts, and engineers involved in computational methods for differential equations, particularly those focusing on stability analysis and numerical simulations.

evinda
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Hello! (Wave) The following Runge-Kutta method is given.

$$ \begin{array}{c|ccccc}
\tau_1 =0 & a_{11}=0 & a_{12} = 0\\
\tau_2 =\frac{5}{2} & a_{21} = \frac{5}{2} & a_{22} = 0\\
\hline
& b_1 = \frac{4}{5} & b_2 = \frac{1}{5} & \
\end{array} $$

I have to determine the order of accuracy and I found that it is $2$.


Then if the method is applied at the system $\\y_1'=-80y_1+20y_2 \\
y_2'=20y_1-80y_2$ what $h$ should we take so that the calculations get done with absolute stability?

How can we find such an $ h$?
I found that the region of absolute stability is $S=\{ z \in \mathbb{C}: |\frac{z^2}{2}+z+1|<1\}$. Does this help?
 
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Hi! (Mmm)

What do your notes say absolute stability is exactly? And how to find it? (Wondering)

Wiki says that the stability function $r$ is:
$$r(z) = 1 + z b^T (I-zA)^{-1} e = \frac{\det(I-zA+zeb^T)}{\det(I-zA)}$$
where $e$ stands for the vector of ones, and $b^T$ is the bottom row of the tableau. (Thinking)
 

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