On Lyapunov stability of positive and conservative time integrators and application to second order modified Patankar-Runge-Kutta schemes

DOI10.1051/M2AN/2022031MaRDI QIDQ5086979zbMATHOpenAlexFDO

Authors Thomas Izgin, Stefan Kopecz, Andreas Meister

Publication date 8 July 2022

Published in ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.01099

zbMATH Keywords

Lyapunov stability analysismodified Patankar-Runge-Kutta schemescenter manifold theorem for mapsproduction-destruction systemsunconditionally positive and conservative schemes

Mathematics Subject Classification ID

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: Since almost twenty years, modified Patankar--Runge--Kutta (MPRK) methods have proven to be efficient and robust numerical schemes that preserve positivity and conservativity of the production-destruction system irrespectively of the time step size chosen. Due to these advantageous properties they are used for a wide variety of applications. Nevertheless, until now, an analytic investigation of the stability of MPRK schemes is still missing, since the usual approach by means of Dahlquist's equation is not feasible. Therefore, we consider a positive and conservative 2D test problem and provide statements usable for a stability analysis of general positive and conservative time integrator schemes based on the center manifold theory. We use this approach to investigate the Lyapunov stability of the second order MPRK22($alpha$) and MPRK22ncs($alpha$) schemes. We prove that MPRK22($alpha$) schemes are unconditionally stable and derive the stability regions of MPRK22ncs($alpha$) schemes. Finally, numerical experiments are presented, which confirm the theoretical results.

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Cited in

(11)

• On the dynamics of first and second order GeCo and gBBKS schemes
• An arbitrary high order and positivity preserving method for the shallow water equations
• Issues with positivity-preserving Patankar-type schemes
• On the non-global linear stability and spurious fixed points of MPRK schemes with negative RK parameters
• A necessary condition for non-oscillatory and positivity preserving time-integration schemes
• Extension of modified Patankar-Runge-Kutta schemes to nonautonomous production-destruction systems based on Oliver's approach
• On order conditions for modified Patankar-Runge-Kutta schemes
• On the stability of strong-stability-preserving modified Patankar–Runge–Kutta schemes
• On the Stability of Unconditionally Positive and Linear Invariants Preserving Time Integration Schemes
• Unconditionally positive and conservative third order modified Patankar-Runge-Kutta discretizations of production-destruction systems
• A study of the local dynamics of modified Patankar DeC and higher order modified Patankar–RK methods

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