Positivity for explicit two-step methods in linear multistep and one-leg form

DOI10.1007/S10543-006-0104-XMaRDI QIDQ855277zbMATH OpenOpenAlexFDO

Authors N. N. Pham Thi, B. P. Sommeijer, Willem Hundsdorfer

Publication date 5 January 2007

Published in BIT (Search for Journal in Brave)

Full work available at URL https://ir.cwi.nl/pub/10925

zbMATH Keywords

explicit two step methodspreservation of positivitytwo-step one-leg methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Review text

This paper is concerned with the preservation of the positivity of solutions of differential systems when they are integrated numerically by means of explicit linear two step methods. In the first part of the paper the authors consider the one parameter family of explicit linear two-step methods with second order accuracy given by \( w_{n+2}= \sum_{j=0}^1 [ - \alpha_j w_{n+j} + \beta_j \Delta t f_{n+j}]\) where \( f_{n+j}= f(w_{n+j})\), \( \alpha_0= 1 - \xi\), \( \alpha_1= \xi -2 \), \( \beta_j = (\xi/2)+ (-1)^{j+1}\) and \(\xi\) is a free parameter. Assuming that there exist some positive \( h^* >0\) such that \( v + \Delta t f(v) \geq 0\) for all \( v>0\) and \( 0 < h \leq h^*\) and that \( w_0>0\) and \(w_1\) is obtained by the forward Euler method, they prove that the above explicit two-step method preserves the positivity for positive step sizes such that \( \Delta t \leq \gamma (\xi ) h^*\) with some \(\gamma\)-function. A study of this function shows that the optimal method is obtained for \( \xi =2/3\) and then \( \gamma (2/3)= 1/2\). In the second part of the paper the same approach is applied to two-step one leg methods obtaining slightly larger bounds than in the case of linear multistep methods.

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Cites work

• scientific article; zbMATH DE number 1967777 (Why is no real title available?)
• Monotonicity-Preserving Linear Multistep Methods
• On monotonicity and boundedness properties of linear multistep methods
• Partially implicit BDF2 blends for convection-dominated flows
• Strong stability-preserving high-order time discretization methods
• Total-Variation-Diminishing Time Discretizations

Cited in

(8)

• Positivity for convective semi-discretizations
• Efficient integration of strangeness-free non-stiff differential-algebraic equations by half-explicit methods
• Qualitatively stability of nonstandard 2-stage explicit Runge-Kutta methods of order two
• On one test for the switching separability of graphs modulo q
• scientific article; zbMATH DE number 641631 (Why is no real title available?)
• Comparison of boundedness and monotonicity properties of one-leg and linear multistep methods
• Positivity of exponential multistep methods
• An improvement on the positivity results for 2-stage explicit Runge-Kutta methods

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