On the Dynamics of First and Second Order GeCo and gBBKS Schemes

TL;DR

This paper analyzes the stability properties of gBBKS and GeCo numerical schemes, demonstrating their stability domains, convergence, and behavior on linear problems through theoretical analysis and numerical validation.

Contribution

It provides a stability analysis for nonstandard gBBKS and GeCo schemes, including spectral stability criteria and convergence guarantees, extending understanding beyond linear problems.

Findings

Stability domain of gBBKS schemes matches that of underlying Runge--Kutta methods.

First order GeCo scheme stabilizes steady states for all step sizes.

Second order GeCo scheme has a bounded stability region.

Abstract

In this paper we investigate the stability properties of the so-called gBBKS and GeCo methods, which belong to the class of nonstandard schemes and preserve the positivity as well as all linear invariants of the underlying system of ordinary differential equations for any step size. A stability investigation for these methods, which are outside the class of general linear methods, is challenging since the iterates are always generated by a nonlinear map even for linear problems. Recently, a stability theorem was derived presenting criteria for understanding such schemes. For the analysis, the schemes are applied to general linear equations and proven to be generated by $\mathcal C^1$-maps with locally Lipschitz continuous first derivatives. As a result, the above mentioned stability theorem can be applied to investigate the Lyapunov stability of non-hyperbolic fixed points of the numerical method by analyzing the spectrum of the corresponding Jacobian of the generating map. In addition, if a fixed point is proven to be stable, the theorem guarantees the local convergence of the iterates towards it. In the case of first and second order gBBKS schemes the stability domain coincides with that of the underlying Runge--Kutta method. Furthermore, while the first order GeCo scheme converts steady states to stable fixed points for all step sizes and all linear test problems of finite size, the second order GeCo scheme has a bounded stability region for the considered test problems. Finally, all theoretical predictions from the stability analysis are validated numerically.