High orderP-stable formulae for the numerical integration of periodic initial value problems

Summary Recently there has been considerable interest in the approximate numerical integration of the special initial value problemy=f(x, y) for cases where it is known in advance that the required solution is periodic. The well known class of Störmer-Cowell methods with stepnumber greater than 2 exhibit orbital instability and so are often unsuitable for the integration of such problems. An appropriate stability requirement for the numerical integration of periodic problems is that ofP-stability. However Lambert and Watson have shown that aP-stable linear multistep method cannot have an order of accuracy greater than 2. In the present paper a class of 2-step methods of Runge-Kutta type is discussed for the numerical solution of periodic initial value problems.P-stable formulae with orders up to 6 are derived and these are shown to compare favourably with existing methods.     

A criterion forP-stability properties of Runge-Kutta methods

P-stability is an analogous stability property toA-stability with respect to delay differential equations. It is defined by using a scalar test equation similar to the usual test equation ofA-stability. EveryP-stable method isA-stable, but anA-stable method is not necessarilyP-stable. We considerP-stability of Runge-Kutta (RK) methods and its variation which was originally introduced for multistep methods by Bickart, and derive a sufficient condition for an RK method to have the stability properties on the basis of an algebraic characterization ofA-stable RK methods recently obtained by Schere and Müller. By making use of the condition we clarify stability properties of some SIRK and SDIRK methods, which are easier to implement than fully implicit methods, applied to delay differential equations.     

EfficientP-stable methods for periodic initial value problems

Efficient families ofP-stable formulae are developed for the numerical integration of periodic initial value problems where the required solution has an unknown period. Formulae of orders 4 and 6 requiring respectively 2 and 4 function evaluations per step are derived and some numerical results are given.     

Phase properties of high order,almostP-stable formulae

Cash [3] and Chawla [4] derive families of two-step, symmetric,P-stable (hybrid) methods for solving periodic initial value problems numerically. Chawla demonstrates the existence of a family of fourth order methods while Cash derives both fourth order and sixth order methods. In this paper, we demonstrate that these methods, which are dependent on certain free parameters, havein phase particular solutions. We consider more general families of 2-step symmetric methods, including those derived by Cash and Chawla, and show that some members of these families have higher order phase lag and are almostP-stable. We also consider how the free parameters can be chosen so as to lead to an efficient implementation of the fourth order methods for large periodic systems.Most of this work was carried out while the author was at the Department of Computer Studies, University of Leeds, Leeds, England.     

Characterization of allA-stable methods of order 2m-4

The characterization ofA-stable methods is often considered as a very difficult task (see e.g. [1]). In recent years, simple proofs have been found for methods of orderp2m-2 (see [2], [3], [7]). In this paper, we characterize theA-acceptable approximations of orderp 2m-4 and apply the result to 12-parameter families of implicit Runge-Kutta methods.     

A-stable block implicit one-step methods

A class of methods for solving the initial value problem for ordinary differential equations is studied. We developr-block implicit one-step methods which compute a block ofr new values simultaneously with each step of application. These methods are examined for the property ofA-stability. A sub-class of formulas is derived which is related to Newton-Cotes quadrature and it is shown that for block sizesr=1,2,..., 8 these methods areA-stable while those forr=9,10 are not. We constructA-stable formulas having arbitrarily high orders of accuracy, even stiffly (strongly)A-stable formulas.     

Efficient sixth order methods for nonlinear oscillation problems

A class of two-step (hybrid) methods is considered for solving pure oscillation second order initial value problems. The nonlinear system, which results on applying methods of this type to a nonlinear differential system, may be solved using a modified Newton iteration scheme. From this class the author has derived methods which are fourth order accurate,P-stable, require only two (new) function evaluations per iteration and have a true real perfect square iteration matrix. Now, we propose an extension to sixth order,P-stable methods which require only three (new) function evaluations per iteration and for which the iteration matrix is a true realperfect cube. This implies that at most one real matrix must be factorised at each step. These methods have been implemented in a new variable step, local error controlling code.     

A family of numerical methods for diffusion and reaction–diffusion equations

A family of methods is developed for the numerical solution of second-order parabolic partial differential equations in one space dimension. The methods are second-, third-, or fourth-order accurate in time; five of them are seen to be L₀-stable in the sense of Gourlay and Morris, while the sixth is seen to be A₀-stable, The methods are tested on four problems from the literature, three diffusion problems and one reaction–diffusion problem.     

Hybrid numerical methods for periodic initial value problems involving second-order differential equations

Computer simulation of problems in celestial mechanics often leads to the numerical solution of the system of second-order initial value problems with periodic solutions. When conventional methods are applied to obtain the solution, the time increment must be limited to a value of the order of the reciprocal of the frequency of the periodic solution.In this paper hybrid methods of orders four and six which are P-stable are developed. Further, the adaptive hybrid methods of polynomial order four and trigonometric order one have also been discussed. The numerical results for the undamped Duffing equation with a forced harmonic function are listed.     

Some local properties of ω-stable groups

In this note we study some local properties of-stable groups of finite Morley rank.     

Isomorphisms ofp-adic group rings

SupposeP is the ring ofp-adic integers,G is a finite group of orderp ⁿ , andPG is the group ring ofG overP. IfV _p (G) denotes the elements ofPG with coefficient sum one which are of order a power ofp, it is shown that the elements of any subgroupH ofV _p (G) are linearly independent overP, and if in additionH is of orderp ⁿ , thenPGPH. As a consequence, the lattice of normal subgroups ofG and the abelianization of the normal subgroups ofG are determined byPG.     

On a problem of A. D. Sands

Summary If a finite abelian (p, q)-group whosep-Sylow subgroup is cyclic is factorized by subsets of cardinalitiesq or a power ofp, then at least one of the factors is periodic.     

On the practical value of the notion ofBN-stability

The oldest concept of unconditional stability of numerical integration methods for ordinary differential systems is that ofA-stability. This concept is related to linear systems having constant coefficients and has been introduced by Dahlquist in 1963. More recently, since another contribution of Dahlquist in 1975, there has been much interest in unconditional stability properties of numerical integration methods when applied to non-linear dissipative systems (G-stability,BN-stability,A-contractivity). Various classes of implicit Runge-Kutta methods have already been shown to beBN-stable. However, contrary to the property ofA-stability, when implementing such a method for practical use this unconditional stability property may be lost. The present note clarifies this for a class of diagonally implicit methods and shows at the same time that Rosenbrock's method is notBN-stable.     

A- andB-stability for Runge-Kutta methods-characterizations and equivalence

Summary Using a special representation of Runge-Kutta methods (W-transformation), simple characterizations ofA-stability andB-stability have been obtained in [9, 8, 7]. In this article we will make this representation and their conclusions more transparent by considering the exact Runge-Kutta method. Finally we demonstrate by a numerical example that for difficult problemsB-stable methods are superior to methods which are onlyA-stable.Talk, presented at the conference on the occasion of the 25th anniversary of the founding ofNumerische Mathematik, TU Munich, March 19–21, 1984     

Note onA-stability of multistep multiderivative methods

Daniel and Moore [4] conjectured that anA-stable multistep method using higher derivatives cannot have an error order exceeding 2l. We confirm partly this conjecture by showing that for a large class ofA-stable methods the error order can not be 2l+1 mod 4. This extends results found in Jeltsch [13].     

Potential semi-stability ofp-adic étale cohomology

We extend the methods of Faltings and Tsuji, and prove that ifK is a field of characteristic 0 with a complete, discrete valuation, and a perfect residue field of characteristicp, then thep-adic étale cohomology of a finite typeK-scheme is potentially semi-stable. We prove a similar result for cohomology with compact support, and for cohomology with support in a closed subspace ofX. We establish a relationship between these cohomology groups, and the de Rham cohomology ofX.     

Crossed products over prime rings

In this paper we obtain necessary and sufficient conditions for the crossed productR *G to be prime or semiprime under the assumption thatR is prime. The main techniques used are the Δ-methods which reduce these questions to the finite normal subgroups ofG and a study of theX-inner automorphisms ofR which enables us to handle these finite groups. In particular we show thatR *G is semiprime ifR has characteristic 0. Furthermore, ifR has characteristicp>0, thenR *G is semiprime if and only ifR *P is semiprime for all elementary abelianp-subgroupsP of Δ⁺(G) ∩G _inn.     

Second-order,L 0-stable methods for the heat equation with time-dependent boundary conditions

A family of second-order,L ₀-stable methods is developed and analysed for the numerical solution of the simple heat equation with time-dependent boundary conditions. Methods of the family need only real arithmetic in their implementation. In a series of numerical experiments no oscillations, which are a feature of some results obtained usingA ₀-stable methods, are observed in the computed solutions. Splitting techniques for first- and second-order hyperbolic problems are also considered.Dedicated to Professor J. Crank on the occasion of his 80th birthday     

Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations

Summary GeneralizedA()-stable Runge-Kutta methods of order four with stepsize control are studied. The equations of condition for this class of semiimplicit methods are solved taking the truncation error into consideration. For application anA-stable and anA(89.3°)-stable method with small truncation error are proposed and test results for 25 stiff initial value problems for different tolerances are discussed.     

A new class of highly-stable methods:A 0-stable methods

A linear multistep method (,) is defined to beA ₀-stable if when it is applied to the equation the approximate solutionx ^h (t _n ) tends to zero ast _n for all values of the stepsizeh and all(0, ).Various properties ofA ₀-stable methods are derived. It is shown that most of the properties ofA()-stable methods are shared byA ₀-stable methods. It is proved that there existA ₀-stable methods of arbitrarily high order.Sponsored by the Office of Naval Research under Contract No.: N00014-67-A-0128-0004, and the United Kingdom Science Research Council.