<p>A numerical integrator for <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\dot{x}=f(x)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mover accent="true"> <mi>x</mi> <mo>˙</mo> </mover> <mo>=</mo> <mi>f</mi> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> is called <i>stable</i> if, when applied to the 1D Dahlquist test equation <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\dot{x}=\lambda x,\lambda \in \mathbb {C}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mover accent="true"> <mi>x</mi> <mo>˙</mo> </mover> <mo>=</mo> <mi>λ</mi> <mi>x</mi> <mo>,</mo> <mi>λ</mi> <mo>∈</mo> <mi mathvariant="double-struck">C</mi> </mrow> </math></EquationSource> </InlineEquation> with fixed timestep <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(h&gt;0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>h</mi> <mo>&gt;</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation>, 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, depending on the domain of <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\lambda \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>λ</mi> </math></EquationSource> </InlineEquation>. Furthermore, these stability limits are only tight for certain specific integrators (different for each domain), which may then be called ‘optimally stable’. Such optimal stability results are typically proven using sophisticated techniques from complex analysis, leading to rather abstruse proofs. In this article, we pursue an alternative approach, exploiting connections with the Bernstein and Markov brothers inequalities for polynomials. This simplifies the proofs greatly and, moreover, offers a simple framework which unifies the diverse results that have been obtained.</p>

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Polynomial inequalities and optimal stability of numerical integrators

  • Luke Shaw

摘要

A numerical integrator for \(\dot{x}=f(x)\) x ˙ = f ( x ) is called stable if, when applied to the 1D Dahlquist test equation \(\dot{x}=\lambda x,\lambda \in \mathbb {C}\) x ˙ = λ x , λ C with fixed timestep \(h>0\) 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, depending on the domain of \(\lambda \) λ . Furthermore, these stability limits are only tight for certain specific integrators (different for each domain), which may then be called ‘optimally stable’. Such optimal stability results are typically proven using sophisticated techniques from complex analysis, leading to rather abstruse proofs. In this article, we pursue an alternative approach, exploiting connections with the Bernstein and Markov brothers inequalities for polynomials. This simplifies the proofs greatly and, moreover, offers a simple framework which unifies the diverse results that have been obtained.