Lyapunov Stability of First and Second Order GeCo and gBBKS Schemes

by   Thomas Izgin, et al.

In this paper we investigate the stability properties of fixed points of the so-called gBBKS and GeCo methods, which belong to the class of non-standard schemes and preserve the positivity as well as all linear invariants of the underlying system of ordinary differential equations for any step size. The schemes are applied to general linear test equations and proven to be generated by 𝒞^1-maps with locally Lipschitz continuous first derivatives. As a result, a recently developed stability theorem can be applied to investigate the Lyapunov stability of non-hyperbolic fixed points of the numerical method by analyzing the spectrum of the corresponding Jacobian of the generating map. In addition, if a fixed point is proven to be stable, the theorem guarantees the local convergence of the iterates towards it. In the case of first and second order gBBKS schemes the stability domain coincides with that of the underlying Runge–Kutta method. Furthermore, while the first order GeCo scheme converts steady states to stable fixed points for all step sizes and all linear test problems of finite size, the second order GeCo scheme has a bounded stability region for the considered test problems. Finally, all theoretical predictions from the stability analysis are validated numerically.


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