Algebraically stable general linear methods and the G-matrix

DOI10.1007/S10543-008-0207-7MaRDI QIDQ1014898zbMATH OpenOpenAlexFDO

Authors L. L. Hewitt, Adrian T. Hill

Publication date 29 April 2009

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10543-008-0207-7

zbMATH Keywords

algebraic stabilitydiscrete algebraic Riccati equationdissipative systemsgeneral linear methodsnumerical examplesorder conditions

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) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

The authors discuss the algebraic stability of general linear methods, which governs long-time dynamics for dissipative systems and represents a stronger requirement than A-stability. The condition is reformulated in a modified form and connected to a branch of control theory concerned with the discrete algebraic Riccati equation. It is shown that the main condition for algebraic stability can be reformulated as an equation rather than an inequality with little loss of generality. For the construction of methods, the authors propose to first impose stability and subsequently satisfy the order conditions. The theoretical results are exploited to construct several new example methods with two steps and two stages.

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Cites work

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(11)

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• Search for highly stable two-step Runge-Kutta methods
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• EFFICIENT GENERAL LINEAR METHODS OF HIGH ORDER WITH INHERENT QUADRATIC STABILITY
• Nordsieck methods with computationally verified algebraic stability
• Algebraic stability and irreducibility of second derivative methods
• G-matrices for algebraically stable general linear methods
• Algebraically stable diagonally implicit general linear methods

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