Polynomial Inequalities and Optimal Stability of Numerical Integrators
Luke Shaw
ẋ=f(x) 的数值集成器称为稳定,如果应用于 1D Dahlquist 测试方程 ẋ=λ x,λ∈C 与固定时间步 h>0,数值求解保持边界,因为步数倾向于无穷大。 众所周知,任何明确的集成商都不得在λ的某些限制之外保持稳定。 此外,这些稳定性限制仅对某些特定集成商(每种情况不同)都严格,然后可以称为“最佳稳定”。 这种最佳稳定性结果通常使用复杂分析的复杂技术进行验证,从而证明相当深奥。 在这篇文章中,我们追求一种替代方法,利用与伯恩斯坦和马尔科夫兄弟的不平等对多项式的联系。 这大大简化了证明,并提供了一个框架,统一了所获得的不同结果。
A numerical integrator for ẋ=f(x) is called stable if, when applied to the 1D Dahlquist test equation ẋ=λ x,λ∈ℂ with fixed timestep h>0, the numerical solution remains bounded as the number of steps tends to infinity. It is well known that no explicit integrator may remain stable beyond certain limits in λ. Furthermore, these stability limits are only tight for certain specific integrators (different in each case), which may then be called `optimally stable'. Such optimal stability results are t...