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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 of its system matrix satisfies , then the forward Euler step preserves nonnegative compartment values.
Witness
Use state domain and two compartments with and all other transfers zero. The exact system is , . From the nonnegative initial state , take the forward Euler step . The step is in the absolute-stability interval for the negative scalar eigenvalue , yet its first component is negative.
Facts & Assumptions
Given: The stated two-compartment transfer system, initial state , and .
Finite conservative production destruction systems: paired internal rates give a finite conservative PDS.
Orders and scalar stability functions of Euler, midpoint, and classical RK4: forward Euler has stability function and has uniform local order at least one under the stated smooth compact-tube hypotheses.
Forward Euler has the closed unit disk centered at −1 as its absolute-stability region: on , forward Euler is absolutely stable exactly when .
Refutation
The rates satisfy and all other pair rates vanish, so [F1] gives and with conserved sum .
Forward Euler gives , so the first concentration is negative even though the sum remains .
The system matrix is lower triangular with eigenvalues and . For , [F3] gives absolute stability because ; for , [F2] gives multiplier . Thus for both eigenvalues even though step 2.1 has a negative component.
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.
Depends on
Used by
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Dependency tree · two levels
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