Imre Fekete

Stability concepts and their applications

The stability is one of the most basic requirement for the numerical model, which is mostly elaborated for the linear problems. In this paper we analyze the stability notions for the nonlinear problems. We show that, in case of consistency, both the N-stability and K-stability notions guarantee the convergence. Moreover, by using the N-stability we prove the convergence of the centralized Crank–Nicolson-method for the periodic initial-value transport equation. The K-stability is applied for the investigation of the forward Euler method and the θ-method for the Cauchy problem with Lipschitzian right side.

A stability approach for reaction-diffusion problems

In this paper we investigate the N-stability notion in an abstract Banach space setting. The main result is that we verify the N-stability of the implicit difference method for the periodic initial-value reaction-diffusion problem.

T-Stability of General One-Step Methods for Abstract Initial-Value Problems

In this paper we investigate the T-stability of one-step methods for initial-value problems. The main result is that we extend the classical result (the well-known Euler method) for variable step size explicit and implicit one-step methods. In addition, we give further properties for the theory of T-stability of nonlinear equations in an abstract (Banach space) setting.

Positivity for Convective Semi-discretizations

We propose a technique for investigating stability properties like positivity and forward invariance of an interval for method-of-lines discretizations, and apply the technique to study positivity preservation for a class of TVD semi-discretizations of 1D scalar hyperbolic conservation laws. This technique is a generalization of the approach suggested in Khalsaraei (J Comput Appl Math 235(1): 137–143, 2010). We give more relaxed conditions on the time-step for positivity preservation for slope-limited semi-discretizations integrated in time with explicit Runge–Kutta methods. We show that the step-size restrictions derived are sharp in a certain sense, and that many higher-order explicit Runge–Kutta methods, including the classical 4th-order method and all non-confluent methods with a negative Butcher coefficient, cannot generally maintain positivity for these semi-discretizations under any positive step size. We also apply the proposed technique to centered finite difference discretizations of scalar hyperbolic and parabolic problems.

On the zero-stability of multistep methods on smooth nonuniform grids

In order to be convergent, linear multistep methods must be zero stable. While constant step size theory was established in the 1950’s, zero stability on nonuniform grids is less well understood. Here we investigate zero stability on compact intervals and smooth nonuniform grids. In practical computations, step size control can be implemented using smooth (small) step size changes. The resulting grid

Operator semigroups for convergence analysis

\{t_n\}_{n=0}^N

N-stability of the theta-method for reaction-diffusion problems

{tn}n=0N can be modeled as the image of an equidistant grid under a smooth deformation map, i.e.,