MathSciDoc: An Archive for Mathematician ∫

In this paper, we analyze the stability of the fourth order Runge-Kutta method for integrating semi-discrete approximations of time-dependent partial differential equations. Our study focuses on linear problems and covers general semi-bounded spatial discretizations. A counter example is given to show that the classical four-stage fourth order Runge-Kutta method can not preserve the one-step strong stability, even though the ordinary differential equation system is energy-decaying. But with an energy argument, we show that the strong stability property holds in two steps under an appropriate time step constraint. Based on this fact, the stability extends to general well-posed linear systems. As an application, we utilize the results to examine the stability of the fourth order Runge-Kutta approximations of several specific method of lines schemes for hyperbolic problems, including the spectral Galerkin method and the discontinuous Galerkin method.

Stability analysis; Runge-Kutta method; method of lines; spectral Galerkin method; discontinuous Galerkin method