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A stable forward Euler step can still make a concentration negative

Statement refuted

For every linear finite conservative PDS, if each eigenvalue λ of its system matrix satisfies ∣1+hλ∣≤1, then the forward Euler step preserves nonnegative compartment values.

Witness

Use state domain Ω=R2 and two compartments with p21=d12=y1 and all other transfers zero. The exact system is y1′=−y1, y2′=y1. From the nonnegative initial state (1,0), take the forward Euler step h=3/2. The step is in the absolute-stability interval for the negative scalar eigenvalue −1, yet its first component is negative.

Facts & Assumptions

Given: The stated two-compartment transfer system, initial state (1,0), and h=3/2.

[F1]

Finite conservative production destruction systems: paired internal rates pij=dji give a finite conservative PDS.

[F2]

Orders and scalar stability functions of Euler, midpoint, and classical RK4: forward Euler has stability function RE(z)=1+z and has uniform local order at least one under the stated smooth compact-tube hypotheses.

[F3]

Forward Euler has the closed unit disk centered at −1 as its absolute-stability region: on y′=−ρy, forward Euler is absolutely stable exactly when 0<hρ≤2.

Refutation

1.1givenF1algebra

The rates satisfy p21=d12=y1≥0 and all other pair rates vanish, so [F1] gives y1′=−y1 and y2′=y1 with conserved sum y1+y2.

2.1givenstep 1.1algebra

Forward Euler gives y1=y0+hF(y0)=(1,0)+(3/2)(−1,1)=(−1/2,3/2), so the first concentration is negative even though the sum remains 1.

3.1givenF2F3step 1.1algebra

The system matrix is lower triangular with eigenvalues −1 and 0. For λ=−1, [F3] gives absolute stability because 0<hρ=3/2<2; for λ=0, [F2] gives multiplier RE(0)=1. Thus ∣1+hλ∣≤1 for both eigenvalues even though step 2.1 has a negative component.

4.1F2step 2.1step 3.1∎

The vector field is linear and smooth, so the compact-tube hypotheses of [F2] hold locally and forward Euler has first-order local consistency. Steps 2.1 and 3.1 show that neither this accuracy order nor scalar absolute stability implies positivity preservation.

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