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A self-adjoint heat spectrum gives a long RKC1 stability step

Example

Consider the self-adjoint heat-mode matrix A=diag⁡(−1,−200) with one step of length h=1/2. Compare one s=8 RKC1 step with explicit Euler stability on the same eigenmodes. This is only a stability-work comparison; it makes no accuracy claim.

Facts & Assumptions

Given: The displayed real diagonal matrix, the step size, and the RKC1 and Euler stability results.

[F1]

First-order stabilized explicit Runge–Kutta–Chebyshev step: RKC1 with s stages has the scalar polynomial Ts(1+z/s2) and uses s stage evaluations.

[F2]

RKC stability polynomials and certified negative-real intervals: for self-adjoint nonpositive A, RKC1 is nonexpansive when hρ≤2s2; its scalar real stability interval is [−2s2,0].

[F3]

Orders and scalar stability functions of Euler, midpoint, and classical RK4: explicit Euler has factor 1+z and negative-real stability interval [−2,0].

Verification

1.1F2givenalgebra

The eigenvalues of A are −1 and −200, so ρ=200 and hρ=100. For s=8, the certified RKC1 bound is 2s2=128, hence the full step is stable on both eigenmodes and the matrix update is nonexpansive.

2.1F1givenstep 1.1algebra

The corresponding RKC1 scalar arguments are z=−1/2 and z=−100; the latter maps to 1+z/s2=−9/16∈[−1,1]. The first-order recurrence uses eight stage evaluations for this step.

3.1F3step 1.1algebra∎

For Euler on the −200 mode, one step of length 1/2 has z=−100 and factor 1+z=−99, whose absolute value exceeds one. If Euler instead divides the same time interval into m equal substeps, stability on that mode requires (h/m)200≤2, hence m≥50. For m≥50, the Euler argument on the −1 mode has magnitude h/m=1/(2m)≤1/100≤2, so both modes are stable. Thus the eight-stage RKC1 step uses fewer right-hand-side evaluations than stable Euler substepping for this spectrum, without implying comparable accuracy.

Depends on

Used by

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