A Stability Analysis of Modified Patankar-Runge-Kutta methods for a nonlinear Production-Destruction System

10/21/2022
by   Thomas Izgin, et al.
0

Modified Patankar-Runge-Kutta (MPRK) methods preserve the positivity as well as conservativity of a production-destruction system (PDS) of ordinary differential equations for all time step sizes. As a result, higher order MPRK schemes do not belong to the class of general linear methods, i.e. the iterates are generated by a nonlinear map 𝐠 even when the PDS is linear. Moreover, due to the conservativity of the method, the map 𝐠 possesses non-hyperbolic fixed points. Recently, a new theorem for the investigation of stability properties of non-hyperbolic fixed points of a nonlinear iteration map was developed. We apply this theorem to understand the stability properties of a family of second order MPRK methods when applied to a nonlinear PDS of ordinary differential equations. It is shown that the fixed points are stable for all time step sizes and members of the MPRK family. Finally, experiments are presented to numerically support the theoretical claims.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
01/25/2023

Lyapunov Stability of First and Second Order GeCo and gBBKS Schemes

In this paper we investigate the stability properties of fixed points of...
research
02/23/2022

On the Stability of Unconditionally Positive and Linear Invariants Preserving Time Integration Schemes

Higher-order time integration methods that unconditionally preserve the ...
research
02/02/2022

On Lyapunov Stability of Positive and Conservative Time Integrators and Application to Second Order Modified Patankar–Runge–Kutta Schemes

Since almost twenty years, modified Patankar–Runge–Kutta (MPRK) methods ...
research
06/21/2022

Linear multistep methods and global Richardson extrapolation

In this work, we study the application the classical Richardson extrapol...
research
05/31/2023

Stability and convergence of in time approximations of hyperbolic elastodynamics via stepwise minimization

We study step-wise time approximations of non-linear hyperbolic initial ...
research
07/03/2023

Linear multistep methods with repeated global Richardson

In this work, we further investigate the application of the well-known R...
research
07/07/2017

A Technical Note: Two-Step PECE Methods for Approximating Solutions To First- and Second-Order ODEs

Two-step predictor/corrector methods are provided to solve three classes...

Please sign up or login with your details

Forgot password? Click here to reset