arXiv subjects

Andrew J. Steyer

Publications and source records attributed to Andrew J. Steyer.

4 recordsLinked to original sources

arXiv2019

Test equations and linear stability of implicit-explicit general linear methods

Eigenvalue perturbation theory is applied to justify using complex-valued linear scalar test equations to characterize the stability of implicit-explicit general linear methods (IMEX GLMs) solving autonomous linear ordinary differential equations (ODEs) when the implicitly treated term is sufficiently stiff relative to the explicitly treated term. The stiff and non-stiff matrices are not assumed to be simultaneously diagonalizable or triangularizable and neither matrix is assumed to be symmetric or negative definite. The stability of IMEX GLMs solving complex-valued scalar linear ODEs displaying parabolic and hyperbolic stiffness is analyzed and related to the higher dimensional theory. The utility of the theoretical results is highlighted with a stability analysis of a family of IMEX Runge-Kutta methods solving IVPs of a linear 2D shallow-water model and a linear 1D advection-diffusion model.

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arXiv2017

A Lyapunov and Sacker-Sell spectral stability theory for one-step methods

Approximation theory for Lyapunov and Sacker-Sell spectra based upon QR techniques is used to analyze the stability of a one-step method solving a time-dependent, linear, ordinary differential equation (ODE) initial value problem in terms of the local error. Integral separation is used to characterize the conditioning of stability spectra calculations. In an approximate sense the stability of the numerical solution by a one-step method of a time-dependent linear ODE using real-valued, scalar, time-dependent, linear test equations is justified. This analysis is used to approximate exponential growth/decay rates on finite and infinite time intervals and establish global error bounds for one-step methods approximating uniformly stable trajectories of nonautonomous and nonlinear ODEs. A time-dependent stiffness indicator and a one-step method that switches between explicit and implicit Runge-Kutta methods based upon time-dependent stiffness are developed based upon the theoretical results.

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arXiv2017

Underlying one-step methods and nonautonomous stability of general linear methods

We generalize the theory of underlying one-step methods to strictly stable general linear methods (GLMs) solving nonautonomous ordinary differential equations (ODEs) that satisfy a global Lipschitz condition. We combine this theory with the Lyapunov and Sacker-Sell spectral stability theory for one-step methods developed in [34,35,36] to analyze the stability of a strictly stable GLM solving a nonautonomous linear ODE. These results are applied to develop a stability diagnostic for the solution of nonautonomous linear ODEs by strictly stable GLMs.

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arXiv2015

Non-Autonomous Inertial Manifold Reduction

Techniques are developed for decoupling dissipative differential equations. The approach considered is based upon obtaining a sufficient gap in the time dependent linear portion of the equation that corresponds to the linear variational equation. This is done using an orthogonal change of variables that has proven useful in the computation of Lyapunov to decompose the differential equation in terms of slow and fast variables. Numerically this is accomplished in our implementation using smooth, time dependent Householder reflectors. The the nonlinear decoupling transformation or inertial manifold is obtained by solving a boundary value problem (BVP) which allows for a Newton iteration as opposed to the traditional Lyapunov-Perron approach via a fixed point iteration. Finally, the efficacy of the technique is shown using some challenging examples.

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