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

DOI10.1051/M2AN/2022031MaRDI QIDQ5086979zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

center manifold theorem for mapsLyapunov stability analysismodified Patankar-Runge-Kutta schemesproduction-destruction systemsunconditionally positive and conservative schemes

Mathematics Subject Classification ID

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)

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

(17)

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• Unconditionally positive and conservative third order modified Patankar-Runge-Kutta discretizations of production-destruction systems
• An arbitrary high order and positivity preserving method for the shallow water equations
• Issues with positivity-preserving Patankar-type schemes
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• On the existence of three-stage third-order modified Patankar-Runge-Kutta schemes
• On the Stability of Unconditionally Positive and Linear Invariants Preserving Time Integration Schemes
• On the stability of strong-stability-preserving modified Patankar–Runge–Kutta schemes
• A study of the local dynamics of modified Patankar DeC and higher order modified Patankar–RK methods
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• Modified Patankar linear multistep methods for production-destruction systems
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