Nonlinear stability of general linear methods (Q2498091): Difference between revisions

This paper extends the results of the important paper by \textit{J. C. Butcher} [The equivalence of algebraic stability and \(AN\)-stability, BIT 27, 510--533 (1987; Zbl 0637.65083)], and by \textit{G. Dahlquist} [\(G\)-stability is equivalent to \(A\)-stability, BIT 18, 384--401 (1978; Zbl 0413.65057)]. It investigates algebraic stability and stability in closed disk regions of the complex plane of general linear methods (GLMs) and one-leg methods for ordinary differential equations (ODEs). The strenghts of the paper are: 1. The development of new criteria for algebraic stability of GLMs, which provide almost complete characterization of such methods. This is the content of Section 2 with the main result given in Therem 3. 2. The formulation of new criteria for nonlinear stability in closed disks in the complex plane and near \(\mathbb Z= 0\). These results are mainly concerned with the class of one-leg methods reformulated as GLMs. This is the subject of Section 3 with the main results given in Theorem 4 and Theorem 5. These criteria are then used to reconfirm the known stability or instability properties of many classical methods for ODEs. This is the subject of Section 4. Section 5 is an appendix where the relationship between the Nyquist function \(N(\zeta)\) and the \(AN\)-stability function \(L(Z)\) and \(A\)-stability function \(R(z)\) is investigated. The main result of this section is Theorem 9 which shows that for one-leg methods \(N(\zeta)= \sigma(\zeta)/\rho(\zeta)\), where \(\rho(\zeta)\) and \(\sigma(\zeta)\) are characteristic polynomials of the undelying linear multistep method. The new criteria developed in this paper may aid the search for highly stable GLMs for ODEs.