Exact optimal values of step-size coefficients for boundedness of linear multistep methods

DOI10.1007/S11075-017-0354-5MaRDI QIDQ1744041zbMATH OpenOpenAlexFDO

Authors Lajos Lóczi

Publication date 16 April 2018

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.07858

zbMATH Keywords

linear multistep methodsBDFAdam-Bashforthstep-size coefficientstrong stability preservation

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Abstract: Linear multistep methods (LMMs) applied to approximate the solution of initial value problems---typically arising from method-of-lines semidiscretizations of partial differential equations---are often required to have certain monotonicity or boundedness properties (e.g. strong-stability-preserving, total-variation-diminishing or total-variation-boundedness properties). These properties can be guaranteed by imposing step-size restrictions on the methods. To qualitatively describe the step-size restrictions, one introduces the concept of step-size coefficient for monotonicity (SCM, also referred to as the strong-stability-preserving (SSP) coefficient) or its generalization, the step-size coefficient for boundedness (SCB). A LMM with larger SCM or SCB is more efficient, and the computation of the maximum SCM for a particular LMM is now straightforward. However, it is more challenging to decide whether a positive SCB exists, or determine if a given positive number is a SCB. Theorems involving sign conditions on certain linear recursions associated to the LMM have been proposed in the literature that allow us to answer the above questions: the difficulty with these theorems is that there are in general infinitely many sign conditions to be verified. In this work we present methods to rigorously check the sign conditions. As an illustration, we confirm some recent numerical investigations concerning the existence of SCBs in the BDF and in the extrapolated BDF (EBDF) families. As a stronger result, we determine the optimal values of the SCBs as exact algebraic numbers in the BDF family (with $1lekle6$ steps) and in the Adams--Bashforth family (with $1lekle3$ steps).

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Cited in

(7)

• scientific article; zbMATH DE number 4039165 (Why is no real title available?)
• The existence of stepsize-coefficients for boundedness of linear multistep methods
• scientific article; zbMATH DE number 409754 (Why is no real title available?)
• Optimal subsets in the stability regions of multistep methods
• Stepsize Conditions for Boundedness in Numerical Initial Value Problems
• Numerical aspects of the coefficient computation for LMMs
• scientific article; zbMATH DE number 4109995 (Why is no real title available?)

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