Dissipativity of Runge-Kutta methods in Hilbert spaces (Q678211)
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English | Dissipativity of Runge-Kutta methods in Hilbert spaces |
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Dissipativity of Runge-Kutta methods in Hilbert spaces (English)
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12 October 1997
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Let \(H\) be a complex Hilbert space with inner product \({\langle \cdot, \cdot \rangle}_H\) and norm \({|\cdot |}_H\), and \(W\) a dense, continuously imbedded Hilbert subspace of \(H\). The paper considers Runge-Kutta methods applied to the initial value problem \(u_t = f(u)\) where \(f:W\to H\) is a locally Lipschitz continuous function which satisfies, with certain constants \(\alpha \geq 0\) and \(\beta > 0\), the dissipativity condition \(\text{Re} {\langle f(w), w \rangle}_H \leq \alpha - \beta {|w |}_H^2\) for all \(w \in W\). It is shown that strong \(A\)-stability is necessary to ensure the dissipativity of the Runge-Kutta method while algebraic stability together with \(R(\infty) < 1\) is a sufficient condition in the case of \(DJ\)-irreducible methods. This extends earlier work of \textit{K. Burrage} and \textit{J. C. Butcher} [SIAM J. Num. Anal. 16, 46-57 (1979; Zbl 0396.65043); BIT 20, 185-203 (1980; Zbl 0431.65051)] and of \textit{A. R. Humphries} and \textit{A. M. Stuart} [SIAM J. Num. Anal. 31, No. 5, 1452-1485 (1994; Zbl 0807.34057)], and others.
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Runge-Kutta methods
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nonlinear stability
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dissipativity
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Hilbert space
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initial value problem
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strong \(A\)-stability
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algebraic stability
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