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Stability Region


The stability region, or region of absolute stability, of a numerical method for ordinary differential equations is the set of complex numbers z=hlambda for which the method does not amplify the solution of the test equation y^'=lambday. If a one-step method applied with step size h has update y_(n+1)=R(hlambda)y_n, then its stability region is

 S={z in C:|R(z)|<=1}.

For the Euler forward method, R(z)=1+z, so the stability region is the closed disk |z+1|<=1. For the Euler backward method, R(z)=1/(1-z), so it is the region |1-z|>=1. A method is A-stable if its stability region contains the entire left half-plane.


See also

A-Stability, Euler Backward Method, Euler Forward Method

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References

LeVeque, R. J. Finite Difference Methods for Ordinary and Partial Differential Equations. Philadelphia, PA: SIAM, 2007. https://doi.org/10.1137/1.9780898717839.

Cite this as:

Weisstein, Eric W. "Stability Region." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/StabilityRegion.html

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