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arXiv 1901.08347math.NAcs.NA
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多步方法稳定区域中的最优子集

Optimal subsets in the stability regions of multistep methods

Lajos Lóczi

AI总结:

本文利用计算机代数技术研究初值问题多步法的稳定区域,提出精确计算稳定角和稳定半径的方法,并结合Schur-Cohn型定理求解参数族中的最优稳定子集优化问题。

摘要:

在这项工作中,我们利用现代计算机代数系统中易于实现的技术,研究了初值问题的线性多步法或多导数多步法的稳定区域。在许多应用中,人们感兴趣的是: 检查复平面的给定子集(例如扇形、圆盘或抛物线)是否包含在数值方法的稳定区域内; 找到包含在给定方法稳定区域内的特定形状的最大子集; 找到多步方法参数族中稳定区域包含给定形状最大子集的数值方法。首先,我们描述了一个简单的过程,用于精确计算 $A(α)$-稳定性定义中的稳定角 $α$。作为说明,我们考虑了两个隐式多步方法的有限族:我们精确计算了 $k$ 步 BDF 方法($3\le k\le 6$)和 Enright 的 $k$ 步二阶导数多步方法($3\le k\le 7$)的稳定角。接下来,我们确定了 BDF 族中每个 $3\le k\le 6$ 的稳定半径的精确值,即复平面左半部分中最大圆盘的半径,该圆盘关于实轴对称,与虚轴相切,并位于相应方法的稳定区域内。最后,我们展示了如何使用一些具有递归性质且不依赖 RLC 方法的 Schur--Cohn 型定理,来精确求解多步方法无限参数族中的某些优化问题。作为示例,我们选择了一个隐式-显式(IMEX)方法的双参数族:我们确定了该族中具有最大稳定角的唯一方法,然后找到了同一族中稳定区域包含最大抛物线的唯一方法。

英文摘要:

In this work we study the stability regions of linear multistep or multiderivative multistep methods for initial-value problems by using techniques that are straightforward to implement in modern computer algebra systems. In many applications, one is interested in (i) checking whether a given subset of the complex plane (e.g. a sector, disk, or parabola) is included in the stability region of the numerical method, (ii) finding the largest subset of a certain shape contained in the stability region of a given method, or (iii) finding the numerical method in a parametric family of multistep methods whose stability region contains the largest subset of a given shape. First we describe a simple procedure to exactly calculate the stability angle $α$ in the definition of $A(α)$-stability. As an illustration, we consider two finite families of implicit multistep methods: we exactly compute the stability angles for the $k$-step BDF methods ($3\le k\le 6$) and for the $k$-step second-derivative multistep methods of Enright ($3\le k\le 7$). Next we determine the exact value of the stability radius in the BDF family for each $3\le k\le 6$, that is, the radius of the largest disk in the left half of the complex plane, symmetric with respect to the real axis, touching the imaginary axis and lying in the stability region of the corresponding method. Finally, we demonstrate how some Schur--Cohn-type theorems of recursive nature and not relying on the RLC method can be used to exactly solve some optimization problems within infinite parametric families of multistep methods. As an example, we choose a two-parameter family of implicit-explicit (IMEX) methods: we identify the unique method having the largest stability angle in the family, then we find the unique method in the same family whose stability region contains the largest parabola.

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