On Energy Laws and Stability of Runge--Kutta Methods for Linear Seminegative Problems

TL;DR

This paper develops a comprehensive theoretical framework to analyze energy identities and stability criteria of Runge--Kutta methods applied to linear seminegative systems, enhancing understanding of their energy dissipation properties.

Contribution

It introduces a unified energy identity for RK methods, including diagonal Pade approximations, using novel combinatorial and hypergeometric series techniques.

Findings

Energy identities characterize energy dissipation in RK methods.

Unified energy identity for all diagonal Pade approximations.

Numerical examples confirm theoretical stability properties.

Abstract

This paper presents a systematic theoretical framework to derive the energy identities of general implicit and explicit Runge--Kutta (RK) methods for linear seminegative systems. It generalizes the stability analysis of explicit RK methods in [Z. Sun and C.-W. Shu, SIAM J. Numer. Anal., 57 (2019), pp. 1158-1182]. The established energy identities provide a precise characterization on whether and how the energy dissipates in the RK discretization, thereby leading to weak and strong stability criteria of RK methods. Furthermore, we discover a unified energy identity for all the diagonal Pade approximations, based on an analytical Cholesky type decomposition of a class of symmetric matrices. The structure of the matrices is very complicated, rendering the discovery of the unified energy identity and the proof of the decomposition highly challenging. Our proofs involve the construction of technical combinatorial identities and novel techniques from the theory of hypergeometric series. Our framework is motivated by a discrete analogue of integration by parts technique and a series expansion of the continuous energy law. In some special cases, our analyses establish a close connection between the continuous and discrete energy laws, enhancing our understanding of their intrinsic mechanisms. Several specific examples of implicit methods are given to illustrate the discrete energy laws. A few numerical examples further confirm the theoretical properties.