On implicit Runge-Kutta methods for parallel computations

Abstract

Implicit Runge-Kutta methods which are well-suited for parallel computations are characterized. It is claimed that such methods are first of all, those for which the associated rational approximation to the exponential has distinct poles, and these are called multiply explicit (MIRK) methods. Also, because of the so-called order reduction phenomenon, there is reason to require that these poles be real. Then, it is proved that a necessary condition for a q-stage, real MIRK to be A sub 0-stable with maximal order q + 1 is that q = 1, 2, 3, or 5. Nevertheless, it is shown that for every positive integer q, there exists a q-stage, real MIRK which is I-stable with order q. Finally, some useful examples of algebraically stable MIRKs are given.