On the Stability of Unconditionally Positive and Linear Invariants Preserving Time Integration Schemes

DOI10.1137/22M1480318MaRDI QIDQ5058131zbMATH OpenOpenAlexFDO

Authors Thomas Izgin, Stefan Kopecz, Andreas Meister

Publication date 2 December 2022

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.11649

zbMATH Keywords

center manifold theorem for mapslinear invariantsmodified Patankar-Runge-Kutta schemesnonhyperbolic fixed pointsproduction-destruction systemsstability analysisunconditionally positive and conservative schemes

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Abstract: Higher-order time integration methods that unconditionally preserve the positivity and linear invariants of the underlying differential equation system cannot belong to the class of general linear methods. This poses a major challenge for the stability analysis of such methods since the new iterate depends nonlinearly on the current iterate. Moreover, for linear systems, the existence of linear invariants is always associated with zero eigenvalues, so that steady states of the continuous problem become non-hyperbolic fixed points of the numerical time integration scheme. Altogether, the stability analysis of such methods requires the investigation of non-hyperbolic fixed points for general nonlinear iterations. Based on the center manifold theory for maps we present a theorem for the analysis of the stability of non-hyperbolic fixed points of time integration schemes applied to problems whose steady states form a subspace. This theorem provides sufficient conditions for both the stability of the method and the local convergence of the iterates to the steady state of the underlying initial value problem. This theorem is then used to prove the unconditional stability of the MPRK22($alpha$)-family of modified Patankar-Runge-Kutta schemes when applied to arbitrary positive and conservative linear systems of differential equations. The theoretical results are confirmed by numerical experiments.

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Cited in

(15)

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