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

DOI10.1007/S11075-017-0354-5zbMATH Open1410.65358arXiv1609.07858OpenAlexW2963636855MaRDI QIDQ1744041FDOQ1744041

Authors: Lajos Lóczi 

Publication date: 16 April 2018

Published in: Numerical Algorithms (Search for Journal in Brave)

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).

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

Recommendations

• The existence of stepsize-coefficients for boundedness of linear multistep methods
• Stepsize restrictions for boundedness and monotonicity of multistep methods
• On monotonicity and boundedness properties of linear multistep methods
• Special boundedness properties in numerical initial value problems
• Stepsize Conditions for Boundedness in Numerical Initial Value Problems

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)

Cites Work

• Solving ordinary differential equations. II: Stiff and differential-algebraic problems.
• Title not available (Why is that?)
• High-order linear multistep methods with general monotonicity and boundedness properties
• On monotonicity and boundedness properties of linear multistep methods
• Stepsize restrictions for boundedness and monotonicity of multistep methods
• On the positivity problem for simple linear recurrence sequences
• Positivity problems for low-order linear recurrence sequences
• Monotonicity-Preserving Linear Multistep Methods
• Special boundedness properties in numerical initial value problems
• Boundedness and strong stability of Runge-Kutta methods
• Absolute monotonicity of rational functions occurring in the numerical solution of initial value problems
• Decision problems for linear recurrence sequences
• Ultimate positivity is decidable for simple linear recurrence sequences
• The existence of stepsize-coefficients for boundedness of linear multistep methods
• One-sided power sum and cosine inequalities
• Rational functions with maximal radius of absolute monotonicity

Cited In (7)

• Title not available (Why is that?)
• The existence of stepsize-coefficients for boundedness of linear multistep methods
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

Uses Software

• RODAS

This page was built for publication: Exact optimal values of step-size coefficients for boundedness of linear multistep methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1744041)