Cauchy problem for the essentially infinite-dimensional heat equation on a surface in a Hilbert space (Q4940504)

Denote by \({\mathcal F}_1\) (\({\mathcal F}_2\)) the class of monotone (sign-constant) systems of ordinary differential equations (ODEs), i.e. systems of the form \(y'(t)=f(y(t))\) with \(f:{\mathbb{C}}^m\mapsto {\mathbb{C}}^m\) satisfying the condition \({\text{Re}} (f(y(t)),y(t))<0\) (\({\text{Re}} (y(t_1),y(t_2))>0\) \(\forall t_1,t_2\in[0,T]\)) where \((\cdot ,\cdot)\) is an inner product in \({\mathbb{C}}^m\). The numerical integration method is called unconditionally monotone (unconditionally sign-constant) if for arbitrary stepsize \(h>0\) and an approximate solution \(u(t)\) the inequality \(\|u(t+h)\|\leq\|u(t)\|\) (\({\text{Re}} (u(t),u(t+h))>0\)) holds true at any consecutive grid points \(t,t+h\). It is shown that if \(b>1/16\) then for the class \({\mathcal F}_1\) the rational first-order method \[ \overline u=u+hp(r(u,f))f,\quad u=u(t),\quad \overline u=u(t+h),\quad f=f(u), \] \[ p(r)=(1+br^2)^{-1},\quad r(u,f)=h(f,f)/{\text{Re}} (f,u), \] is unconditionally monotone. For the same values of \(b\) and for the class \({\mathcal F}_2\) the second-order method \[ u(t+h)=u+0,5h[p(r(u,f))f+p(r(\overline u,\overline f))\overline f],\;\overline f=f(\overline u) \] is unconditionally sign-constant.