English

Necessary and sufficient conditions for strong stability of explicit Runge-Kutta methods

Numerical Analysis 2023-08-11 v1 Numerical Analysis

Abstract

Strong stability is a property of time integration schemes for ODEs that preserve temporal monotonicity of solutions in arbitrary (inner product) norms. It is proved that explicit Runge--Kutta schemes of order p4Np\in 4\mathbb{N} with s=ps=p stages for linear autonomous ODE systems are not strongly stable, closing an open stability question from [Z.~Sun and C.-W.~Shu, SIAM J. Numer. Anal. 57 (2019), 1158--1182]. Furthermore, for explicit Runge--Kutta methods of order pNp\in\mathbb{N} and s>ps>p stages, we prove several sufficient as well as necessary conditions for strong stability. These conditions involve both the stability function and the hypocoercivity index of the ODE system matrix. This index is a structural property combining the Hermitian and skew-Hermitian part of the system matrix.

Keywords

Cite

@article{arxiv.2308.05689,
  title  = {Necessary and sufficient conditions for strong stability of explicit Runge-Kutta methods},
  author = {Franz Achleitner and Anton Arnold and Ansgar Jüngel},
  journal= {arXiv preprint arXiv:2308.05689},
  year   = {2023}
}