Nonlinear stability of general linear methods
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)
This paper extends the results of the important paper by \textit{J. C. Butcher} [The equivalence of algebraic stability and \(AN\)-stability, BIT 27, 510--533 (1987; Zbl 0637.65083)], and by \textit{G. Dahlquist} [\(G\)-stability is equivalent to \(A\)-stability, BIT 18, 384--401 (1978; Zbl 0413.65057)]. It investigates algebraic stability and stability in closed disk regions of the complex plane of general linear methods (GLMs) and one-leg methods for ordinary differential equations (ODEs). The strenghts of the paper are: 1. The development of new criteria for algebraic stability of GLMs, which provide almost complete characterization of such methods. This is the content of Section 2 with the main result given in Therem 3. 2. The formulation of new criteria for nonlinear stability in closed disks in the complex plane and near \(\mathbb Z= 0\). These results are mainly concerned with the class of one-leg methods reformulated as GLMs. This is the subject of Section 3 with the main results given in Theorem 4 and Theorem 5. These criteria are then used to reconfirm the known stability or instability properties of many classical methods for ODEs. This is the subject of Section 4. Section 5 is an appendix where the relationship between the Nyquist function \(N(\zeta)\) and the \(AN\)-stability function \(L(Z)\) and \(A\)-stability function \(R(z)\) is investigated. The main result of this section is Theorem 9 which shows that for one-leg methods \(N(\zeta)= \sigma(\zeta)/\rho(\zeta)\), where \(\rho(\zeta)\) and \(\sigma(\zeta)\) are characteristic polynomials of the undelying linear multistep method. The new criteria developed in this paper may aid the search for highly stable GLMs for ODEs.
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