English

Algebraic criteria for A-stability of peer two-step methods

Numerical Analysis 2015-06-19 v1

Abstract

A new criterion for A-stability of peer two-step methods is presented which is verifiable exactly in exact arithmetic by checking semi-definiteness of a certain test matrix. It depends on the existence of two positive definite weight matrices for a given method. Although the initial approach is different using properties of the numerical radius the criterion itself resembles the one from algebraic stability of General Linear Methods. Known numerical algorithms for the computation of the unknown weight matrices suffer from rank deficiencies of the test matrix. For ss-stage peer methods of order s1s-1 this rank defect is identified with an explicit block diagonal decomposition of the test matrix in trivial and definite blocks. In the design of methods its coefficients are unknown and an explicit parametrization of A-stable peer methods of order s1s-1 is presented with a weight matrix as parameter. This leads to a general existence result for any number of stages. The restrictions for efficient L-stable peer methods like diagonally-implicit and parallel ones are also discussed and such methods with 33 and 44 stages are constructed.

Keywords

Cite

@article{arxiv.1506.05738,
  title  = {Algebraic criteria for A-stability of peer two-step methods},
  author = {Bernhard A. Schmitt},
  journal= {arXiv preprint arXiv:1506.05738},
  year   = {2015}
}
R2 v1 2026-06-22T09:56:06.166Z