On the absolute stability regions corresponding to partial sums of the exponential function

DOI10.1093/IMANUM/DRU039MaRDI QIDQ2944231zbMATH OpenOpenAlexFDO

Authors David I. Ketcheson, Lajos Lóczi, Tihamér A. Kocsis

Publication date 28 August 2015

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.0216

zbMATH Keywords

stability regionone-step schemedisc inclusionsemidisc inclusionTaylor polynomials of the exponential function

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Abstract: Certain numerical methods for initial value problems have as stability function the nth partial sum of the exponential function. We study the stability region, i.e., the set in the complex plane over which the nth partial sum has at most unit modulus. It is known that the asymptotic shape of the part of the stability region in the left half-plane is a semi-disk. We quantify this by providing disks that enclose or are enclosed by the stability region or its left half-plane part. The radius of the smallest disk centered at the origin that contains the stability region (or its portion in the left half-plane) is determined for $1lenle20$. Bounds on such radii are proved for $nge2$; these bounds are shown to be optimal in the limit $no+infty$. We prove that the stability region and its complement, restricted to the imaginary axis, consist of alternating intervals of length tending to $pi$, as $noinfty$. Finally, we prove that a semi-disk in the left half-plane with vertical boundary being the imaginary axis and centered at the origin is included in the stability region if and only if $nequiv0mod4$ or $nequiv3mod4$. The maximal radii of such semi-disks are exactly determined for $1lenle20$.

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