An improvement on the positivity results for 2-stage explicit Runge-Kutta methods (Q711236)

The authors consider the initial value problem for a positive system (\(U_{0}> 0 \Rightarrow U(t)\geq 0\), \(t>0\)) of ordinary differential equations of type \[ U'(t)=F(t,U(t)), \quad (t\geq 0), \quad U(0)=U_{0}. \] They demand that the resulting approximations \(U_{n}\approx U(t_{n})\) with \(t_{n}=n\Delta t\) should be negative and as a numerical scheme they study the following 2-stage explicit Runge-Kutta scheme (RK2) \[ \begin{aligned} &U_{n_{1}}=U_{n}\\ &U_{n_{2}}=U_{n}+t_{n}F(t_{n},U_{n_{1}})\\ &U_{n+1}=U_{n}+\Delta t((1-\frac{1}{2\kappa})F(t_{n},U_{n_{1}})+\frac{1}{2\kappa}F(t_{n}+\kappa\Delta t,U_{n_{2}})). \end{aligned} \] If \(\kappa=1\) we have Heun's method, for \(\kappa=\tfrac{1}{2}\) we get the modified Euler method. Now let us consider \[ U_{i}'=\frac{q_{i}(U(t))}{\Delta x}(U_{i-1}(t)-U_{i}(t)),\quad i=1,2,\dots,m, \] \(q_{i}(U)\geq 0\), for all \(U\) and \(\Delta x=\frac{1}{m}\), \(U=[U_{1},U_{2},\dots,U_{m}]^{T}\), \(U_{0}=U_{m}\). One of the main results is a sufficient condition for the RK2 method applied to the above equation to be positive, namely: \[ 0\leq \Delta t\frac{q_{i}(U)}{\Delta x}\leq\gamma(\kappa), \quad \gamma(\kappa)= \begin{cases} 0, &0<x<\frac{1}{2}\\ 1, &\frac{1}{2}<x<1\\ \frac{1}{\kappa} & 1<\kappa. \end{cases} \] for all \(U\in \mathbb{R}^{m}\) and \(i=1,2,\dots,m.\) Numerical results are provided to illustrate the results.