, 103 min read

Rubin's 4-th Order Method is Neither A-stable Nor D-stable

Original post is here eklausmeier.goip.de/blog/2026/02-01-rubin-4-th-order-method-is-neither-a-stable-nor-d-stable.


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This is in continuation of:

  1. Stability Regions for BDF and Tendler's Formulas
  2. Stability Regions for Tischer's Formulas

We analyze below method from Rubin, see his Fig. 4.2. Also see Weitere zyklische und blockimplizite lineare Mehrschritt-Verfahren.

$$ \begin{array}{r|rr} p=4 && 1 & 2\cr%R4A \hline -1 && 0 & 56\cr 0 && 24 & -72\cr 1 && -24 & 0\cr 2 && 0 & 16\cr \hline -1 && 1 & -21\cr 0 && -13 & -39\cr 1 && -13 & 33\cr 2 && 1 & 3\cr \hline c_{5i} && 0.0153 & 0.08125\cr \end{array} $$

The error constant is

$$ c_{p+1} = \frac{1}{\alpha_{i}\,(p+1)!} \sum_{i=0}^k\bigl(\alpha_ii^{p+1}-(p+1)\beta_ii^p\bigr). $$

The stability polynomial has roots at 1 and 3.5, and therefore by definition is not D-stable. By a continuity argument it can hence not be A-stable. I.e., in the vicinity of zero its roots are less than one in magnitude, by definition of A-stability. But at exactly zero the zero jumps to 3.5. That cannot be.

Rubin1, p=4, k=2, l=2
            0.0000        56.0000
           24.0000       -72.0000
          -24.0000         0.0000
            0.0000        16.0000
            1.0000       -21.0000
          -13.0000       -39.0000
          -13.0000        33.0000
            1.0000         3.0000
rho_0       0.000000000           0.000000000
rho_1      -0.000000000           0.000000000
rho_2      -0.000000000           0.000000000
rho_3      -0.000000000           0.000000000
rho_4      -0.000000000           0.000000000
rho_5       0.015277778           0.081250000  <-----

1. Stability region.

Below is the output of:

stabregion2 -f Rubin1 -oj -r600

Just looking at this stability region one could assume that the method is A-stable.

Truth is, it is not.

2. Stability mountain.

Below is the output of:

stabregion2 -f Rubin1 -o3 -r600 -L29

Rubin1 stability mountain.