A study of the local dynamics of modified Patankar Dec and higher order modified Patankar-RK methods

Thomas Izgin, Philipp Offner
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引用次数: 4

Abstract

Patankar schemes have attracted increasing interest in recent years because they preserve the positivity of the analytical solution of a production-destruction system (PDS) irrespective of the chosen time step size. Although they are now of great interest, for a long time it was not clear what stability properties such schemes have. Recently a new stability approach based on Lyapunov stability with an extension of the center manifold theorem has been proposed to study the stability properties of positivity preserving time integrators. In this work, we study the stability properties of the classical modified Patankar–Runge–Kutta schemes (MPRK) and the modified Patankar Deferred Correction (MPDeC) approaches. We prove that most of the considered MPRK schemes are stable for any time step size and compute the stability function of MPDeC. We investigate its properties numerically revealing that also most MPDeC are stable irrespective of the chosen time step size. Finally, we verify our theoretical results with numerical simulations.
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修正Patankar- rk方法和高阶修正Patankar- rk方法的局部动力学研究
Patankar方案近年来引起了人们越来越多的兴趣,因为它保持了生产-破坏系统(PDS)的解析解的正性,而与所选择的时间步长无关。尽管它们现在引起了极大的兴趣,但长期以来,人们并不清楚这种方案具有什么样的稳定性。为了研究保正时间积分器的稳定性,本文提出了一种基于李雅普诺夫稳定性和中心流形定理推广的稳定性方法。本文研究了经典修正Patankar - runge - kutta格式(MPRK)和修正Patankar延迟修正(MPDeC)方法的稳定性。我们证明了大多数被考虑的MPRK方案在任何时间步长下都是稳定的,并计算了MPDeC的稳定性函数。我们对其性质进行了数值研究,表明大多数MPDeC与所选择的时间步长无关,都是稳定的。最后,用数值模拟验证了理论结果。
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来源期刊
CiteScore
2.70
自引率
5.30%
发文量
27
审稿时长
6-12 weeks
期刊介绍: M2AN publishes original research papers of high scientific quality in two areas: Mathematical Modelling, and Numerical Analysis. Mathematical Modelling comprises the development and study of a mathematical formulation of a problem. Numerical Analysis comprises the formulation and study of a numerical approximation or solution approach to a mathematically formulated problem. Papers should be of interest to researchers and practitioners that value both rigorous theoretical analysis and solid evidence of computational relevance.
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