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course course_year question_number tags title year
Numerical Analysis
IB
61
IB
2014
Numerical Analysis
Paper 3, Section II, C
2014

A Runge-Kutta scheme is given by

$$k_{1}=h f\left(y_{n}\right), \quad k_{2}=h f\left(y_{n}+\left[(1-a) k_{1}+a k_{2}\right]\right), \quad y_{n+1}=y_{n}+\frac{1}{2}\left(k_{1}+k_{2}\right)$$

for the solution of an autonomous differential equation $y^{\prime}=f(y)$, where $a$ is a real parameter. What is the order of the scheme? Identify all values of $a$ for which the scheme is A-stable. Determine the linear stability domain for this range.