On Energy Laws and Stability of Runge--Kutta Methods for Linear Seminegative Problems
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Publication:5866596
DOI10.1137/22M1472218zbMATH Open1502.65143arXiv2201.06501OpenAlexW4221156852WikidataQ114073935 ScholiaQ114073935MaRDI QIDQ5866596FDOQ5866596
Zheng Sun, Yuanzhe Wei, Kailiang Wu
Publication date: 22 September 2022
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/2201.06501
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Cited In (4)
- Diagonally implicit Runge-Kutta schemes: discrete energy-balance laws and compactness properties
- On eigenvalues of a matrix arising in energy-preserving/dissipative continuous-stage Runge-Kutta methods
- Stability of structure-aware Taylor methods for tents
- From Semidiscrete to Fully Discrete: Stability of Runge--Kutta Schemes by The Energy Method
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