On Energy Laws and Stability of Runge--Kutta Methods for Linear Seminegative Problems
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Publication:5866596
Factorization of matrices (15A23) Stability in context of PDEs (35B35) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Padé approximation (41A21)
Abstract: This paper presents a systematic theoretical framework to derive the energy identities of general implicit and explicit Runge--Kutta (RK) methods for linear seminegative systems. It generalizes the stability analysis of explicit RK methods in [Z. Sun and C.-W. Shu, SIAM J. Numer. Anal., 57 (2019), pp. 1158-1182]. The established energy identities provide a precise characterization on whether and how the energy dissipates in the RK discretization, thereby leading to weak and strong stability criteria of RK methods. Furthermore, we discover a unified energy identity for all the diagonal Pade approximations, based on an analytical Cholesky type decomposition of a class of symmetric matrices. The structure of the matrices is very complicated, rendering the discovery of the unified energy identity and the proof of the decomposition highly challenging. Our proofs involve the construction of technical combinatorial identities and novel techniques from the theory of hypergeometric series. Our framework is motivated by a discrete analogue of integration by parts technique and a series expansion of the continuous energy law. In some special cases, our analyses establish a close connection between the continuous and discrete energy laws, enhancing our understanding of their intrinsic mechanisms. Several specific examples of implicit methods are given to illustrate the discrete energy laws. A few numerical examples further confirm the theoretical properties.
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Cited in
(5)- From Semidiscrete to Fully Discrete: Stability of Runge--Kutta Schemes by The Energy Method
- On eigenvalues of a matrix arising in energy-preserving/dissipative continuous-stage Runge-Kutta methods
- Stability of structure-aware Taylor methods for tents
- Energy stability of explicit Runge-Kutta methods for nonautonomous or nonlinear problems
- Diagonally implicit Runge-Kutta schemes: discrete energy-balance laws and compactness properties
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