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Trapezoidal ringing on a stiff scalar decay equation

Facts & Assumptions

Given: The scalar decay equation y′=−λy with λ>0 and h=100/λ, so λh=100.

[F1]

Scalar stability function, A-stability, and L-stability for Runge–Kutta methods: for a scalar linear test equation, a Runge–Kutta step multiplies the state by its rational stability function evaluated at z=hλODE.

[F2]

The selected two-stage SDIRK method has order two and is scalar L-stable: the SDIRK stability function is RS(z)=(1+(1−2γ)z)/(1−γz)2, γ=1−1/2, and is L-stable.

[F3]

Two-stage Radau IIA has order three and is scalar L-stable: the Radau IIA stability function is RR(z)=(1+z/3)/(1−2z/3+z2/6), and is L-stable.

[F4]

Backward Euler step equation and algebraic residual: backward Euler applied to y′=−λy has amplification factor (1+hλ)−1.

Proof

1.1F1algebra

Here the test argument is z=−λh=−100. The trapezoidal rule equation yn+1=yn+h2(−λyn−λyn+1) rearranges to the factor Rtrap(−100)=1−100/21+100/2=−4951. Thus, for y0≠0, successive trapezoidal values alternate sign, while the magnitude after each step is multiplied by 49/51≈0.961; for y0=0, every iterate remains zero.

2.1F2F3F4algebra∎

Backward Euler gives RBE(−100)=1/101≈0.00990. The proved scalar functions give RS(−100)=1−100(1−2γ)(1+100γ)2≈−0.0441,RR(−100)=1−100/31+200/3+10000/6≈−0.0186. Each L-stable method damps this stiff mode strongly at this step size; the trapezoidal factor instead changes sign and has magnitude near one. These are scalar linear-test calculations only and imply no nonlinear stability comparison.

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