Analysis of the Spectral Stability of the Generalized Runge–Kutta Methods Applied to Initial-Boundary-Value Problems for Equations of the Parabolic Type. I. Explicit Methods
- Siberian Division of the RAS, Khristianovich Institute of Theoretical and Applied Mechanics (Russian Federation)
We develop a general algorithm for the analysis the spectral stability of generalized multistage Runge–Kutta methods of various orders of accuracy as applied to the numerical integration with respect to time of an initial-boundary-value problem for the second-order parabolic equation. The expression for the function of spectral stability is obtained in two alternative forms: on the basis of matrix relations and in the determinant form. We study specific realizations of various generalized explicit Runge–Kutta methods and their spectral stability. It is shown that all explicit generalized Runge–Kutta methods possess the property of conditional spectral stability and the property of conditional monotonicity of the numerical solution in time whose violation leads to the appearance of false oscillations of the approximate solution. The stability function for these methods is polynomial. It is shown that the application of two-stage generalized explicit Runge–Kutta methods leads to the appearance of predictor-corrector-type schemes. In the case of nonstationary one-dimensional heat-conduction problem, on the basis of a one-stage generalized Runge–Kutta method, we obtain the classical two-layer conditionally stable explicit finite-difference scheme on a four-point template. It is demonstrated that the five-stage generalized Runge–Kutta–Merson method is characterized by the weakest condition of spectral stability as compared with all investigated explicit generalized Runge–Kutta methods.
- OSTI ID:
- 22771488
- Journal Information:
- Journal of Mathematical Sciences, Vol. 229, Issue 3; Other Information: Copyright (c) 2018 Springer Science+Business Media, LLC, part of Springer Nature; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); ISSN 1072-3374
- Country of Publication:
- United States
- Language:
- English
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