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ARS(2,2,2) amplification on a two-cell reaction-diffusion grid

Example

Consider the two-cell no-flux graph diffusion matrix L=(−111−1) and the linear reaction-diffusion semidiscretization y′=ρy+DLy with reaction rate ρ=1, diffusion coefficient D=10. Treat reaction explicitly and diffusion implicitly in The ARS(2,2,2) additive tableau and its three stages. The constant mode has amplification 221/200>1, matching its reaction growth. With step h=1/10, the nonconstant mode has amplification R(1/10,−2)=661/200−(11/5)211−62, which lies strictly between 0 and 9/80. This is a two-mode scalar calculation for a finite grid; it makes no nonnormal-matrix or PDE stability assertion.

Facts & Assumptions

Given: The matrix L, reaction rate, diffusion coefficient, step size, and the ARS(2,2,2) tableau.

[F1]

The ARS(2,2,2) additive tableau and its three stages: the explicit component is evaluated in the explicit tableau and the diffusion component is solved in the diagonally implicit tableau.

[F2]

The ARS(2,2,2) bivariate scalar stability function: for scalar eigenvalues za,zb with 1−γzb≠0, the ARS amplification is the stated rational function R(za,zb).

[F3]

The ARS(2,2,2) coefficients satisfy the coupled second-order identities: γ=1−1/2, 1−2γ=2−1, and 1/2−γ2=2−1.

[F4]

Rectangular matrix multiplication and the identity matrix In, including zero-sized shapes: matrix multiplication is evaluated entrywise by row-by-column multiplication.

Proof

1.1F4algebra

Direct multiplication gives Lv0=0 for v0=(1,1)T and Lv1=−2v1 for v1=(1,−1)T. These vectors are linearly independent, so they form a basis of R2 and diagonalize both a(y)=y and b(y)=10Ly.

2.1F1F2F3step 1.1algebra

On each span Rvj, every stage equation in [F1] remains in that span. The implicit denominators are 1 on v0 and 1+20γh>0 on v1, so the stage solves are unique there. Hence [F2] applies with za=h and zb=0 or zb=−20h, respectively.

3.1F2step 2.1algebra

For v0 and h=1/10, zb=0, so [F2] gives R(1/10,0)=1+110+1200=221200>1. This mode grows under the positive reaction term.

4.1F2F3F5step 2.1algebra∎

For v1, zb=−2. Substituting [F3] into [F2] gives the displayed fraction, with denominator (1+2γ)2=(3−2)2=11−62. By [F5], 7/5<2<3/2: squaring the positive endpoints gives 49/25<2<9/4. Thus the numerator is greater than 1/200 and less than 9/40, while the denominator is greater than 2. Consequently 0<R(1/10,−2)<9/80<1.

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