Comparing the contractivity properties of semi-implicit methods (Q912573)

In a paper by \textit{E. Hairer}, \textit{G. Bader} and \textit{C. Lubich} [ibid. 22, 211-232 (1982; Zbl 0489.65046)] the theory of the contractivity of semi-implicit methods for nonlinear stiff systems of ordinary differential equations of the form \(y'=f(x,y)\equiv Ay+g(x,y)\) was presented. They showed that for the logarithmic norm \(\mu\) of A and the classical Lipschitz constant L of g semi-implicit methods are contractive for sufficiently small stepsize provided that the methods are A stable with \(| R(\infty)| <1\) and if the problems satisfy \(-\mu /L\geq \omega^*\geq 1\). They also indicate how to compute a numerical estimate of \(\omega^*\), say \(\omega_ 0.\) The aim of this paper is to compare contractivity properties of some semi-implicit methods. Instead of running each of these methods against a benchmark of test problems the authors obtain a small set of parameters to make the comparison more directly and easily. First all the numerical values of \(\omega_ 0\) together with typical step sizes for which each method is contractive (for different values of L/(-\(\mu\))) are tabulated. Next it is shown that by being more restrictive on the class of problems considered: \(-\mu /L\geq \omega_{\inf}\geq \omega^*\), the contractivity for any stepsize can be achieved. For some Rosenbrock methods and more recently developed semi-implicit methods the values \(\omega_{\inf}\) are tabulated.