Stepsize Restrictions for Boundedness and Monotonicity of Multistep Methods

نویسندگان

  • Willem Hundsdorfer
  • A. Mozartova
  • M. N. Spijker
چکیده

In this paper nonlinear monotonicity and boundedness properties are analyzed for linear multistep methods. We focus on methods which satisfy a weaker boundedness condition than strict monotonicity for arbitrary starting values. In this way, many linear multistep methods of practical interest are included in the theory. Moreover, it will be shown that for such methods monotonicity can still be valid with suitable Runge-Kutta starting procedures. Restrictions on the stepsizes are derived that are not only sufficient but also necessary for these boundedness and monotonicity properties.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stepsize Conditions for Boundedness in Numerical Initial Value Problems

For Runge-Kutta methods (RKMs), linear multistep methods (LMMs) and classes of general linear methods (GLMs) much attention has been paid, in the literature, to special nonlinear stability requirements indicated by the terms total-variation-diminishing (TVD), strong stability preserving (SSP) and monotonicity. Stepsize conditions, guaranteeing these properties, were derived by Shu & Osher [J. C...

متن کامل

High-order linear multistep methods with general monotonicity and boundedness properties

We consider linear multistep methods that possess general monotonicity and boundedness properties. Strict monotonicity, in terms of arbitrary starting values for the multistep schemes, is only valid for a small class of methods, under very stringent step size restrictions. This makes them uncompetitive with the strong-stability-preserving (SSP) Runge– Kutta methods. By relaxing these strict mon...

متن کامل

On monotonicity and boundedness properties of linear multistep methods

In this paper an analysis is provided of nonlinear monotonicity and boundedness properties for linear multistep methods. Instead of strict monotonicity for arbitrary starting values we shall focus on generalized monotonicity or boundedness with Runge-Kutta starting procedures. This allows many multistep methods of practical interest to be included in the theory. In a related manner, we also con...

متن کامل

Stability and boundedness in the numerical solution of initial value problems

This paper concerns the theoretical analysis of step-by-step methods for solving initial value problems in ordinary and partial differential equations. The main theorem of the paper answers a natural question arising in the linear stability analysis of such methods. It guarantees a (strong) version of numerical stability – under a stepsize restriction related to the stability region of the nume...

متن کامل

Boundedness and strong stability of Runge-Kutta methods

In the literature, much attention has been paid to Runge-Kutta methods (RKMs) satisfying special nonlinear stability requirements indicated by the terms total-variation-diminishing (TVD), strong stability preserving (SSP) and monotonicity. Stepsize conditions, guaranteeing these properties, were derived by Shu and Osher [J. Comput. Phys., 77 (1988) pp. 439-471] and in numerous subsequent papers...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • J. Sci. Comput.

دوره 50  شماره 

صفحات  -

تاریخ انتشار 2012