Global dissipativity for A-stable methods

被引:53
作者
Hill, AT
机构
[1] School of Mathematical Sciences, University of Bath, Bath BA2 7AY, Claverton Down
关键词
multistep methods; G-stability; dissipativity;
D O I
10.1137/S0036142994270971
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper concerns the discretization of the initial value problem u(t) = f(u (i) f:C-N --> C-N, Re(f(u), u) less than or equal to a - b\u\(2), a greater than or equal to 0, b > 0 for all u epsilon CN; (ii) f:C-N --> C-N, Re(f(u), u) < 0 for u epsilon C-N\B(0, R) and R > 0; (iii) f:W --> H, Re(f(w)(H) less than or equal to a - b\w\(2)(H), a greater than or equal to 0, b > 0 for all w epsilon W for complex Hilbert spaces W subset of or equal to H. Dahlquist's G-stability theory is used to show that linear multistep and one-leg methods yield dissipative discretizations for all f satisfying (i) if and only if the method (rho,sigma) is A-stable. Extensions of G-stability theory are made to find necessary and sufficient conditions on (rho,sigma) for similar properties to hold in cases (ii) and (iii). In every case, conditions are found for the strict contractivity of solutions for large initial data, and bounds for the asymptotic rate of decay are calculated in cases (i) and (iii).
引用
收藏
页码:119 / 142
页数:24
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