Computing general companion matrices and stability regions of multirate methods
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
The aim of the paper is to determine the explicit general structure of the companion matrix for the class of semi-implicit multirate linear methods and to derive a simple set of stability conditions which are directly related to the companion matrix rather than to the characteristic polynomial. The first section represents an introduction concerning the multirate integration methods, areas of applicability, classification according to the underlying differential system to be integrated. The second section contains the stability analysis of semi-implicit multirate linear methods for a multistep discretization. The authors derive the general characterization of the companion matrix and obtain necessary and sufficient conditions that guarantee the absolute stability of the multirate linear methods. In the third section they describe a graphic method to display the stability regions by showing their boundaries in the plane. Numerical experiments are also presented to find the absolute stability regions of the forward Euler multirate (FEM) method based on full linear interpolation or zero-order interpolation. The fourth section presents a strongly coupled example of ordinary differential equations. This one can be integrated with an FEM discretization using zero-order interpolation and forward information, but it cannot be integrated with the FEM based on full linear interpolation. The last section contains the conclusions and a possible generalization of the main results of this work.
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- Applications of doubly companion matrices
- Stability Properties of Backward Euler Multirate Formulas
- Self-adjusting multi-rate Runge-Kutta methods: analysis and efficient implementation in an open source framework
- A posteriori analysis of a multirate numerical method for ordinary differential equations
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