Linear Stability of Partitioned Runge-Kutta Methods

  • Authors:
  • R. I. McLachlan;Y. Sun;P. S. P. Tse

  • Affiliations:
  • r.mclachlan@massey.ac.nz;sunyj@lsec.cc.ac.cn and ptse@lsec.cc.ac.cn;-

  • Venue:
  • SIAM Journal on Numerical Analysis
  • Year:
  • 2011

Quantified Score

Hi-index 0.00

Visualization

Abstract

We study the linear stability of partitioned Runge-Kutta (PRK) methods applied to linear separable Hamiltonian ODEs and to the semidiscretization of certain Hamiltonian PDEs. We extend the work of Jay and Petzold [Highly Oscillatory Systems and Periodic Stability, Preprint 95-015, Army High Performance Computing Research Center, Stanford, CA, 1995] by presenting simplified expressions of the trace of the stability matrix, ${tr}M_s$, for the Lobatto IIIA-IIIB family of symplectic PRK methods. By making the connection to Padé approximants and continued fractions, we study the asymptotic behavior of ${tr}M_s(\omega)$ as a function of the frequency $\omega$ and stage number $s$.