Unconditionally Strong Stability Preserving Extensions of the TR-BDF2 Method

We analyze monotonicity, strong stability and positivity of the TR-BDF2 method, interpreting these properties in the framework of absolute monotonicity. The radius of absolute monotonicity is computed and it is shown that the parameter value which makes the method L-stable is also the value which maximizes the radius of monotonicity. In order to achieve unconditional monotonicity, hybrid variants of TR-BDF2 are proposed, that reduce the formal order of accuracy, while keeping the native L-stability property, which is useful for the application to stiff problems. Numerical experiments compare these different hybridization strategies to other methods used in stiff and mildly stiff problems. The results show that the proposed strategies provide a good compromise between accuracy and robustness at high CFL numbers, without suffering from the limitations of alternative approaches already available in literature.