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Optimal stability for trapezoidal-backward difference split-steps

Author(s)
Dharmaraja, Sohan; Wang, Yinghui; Strang, Gilbert
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Abstract
The marginal stability of the trapezoidal method makes it dangerous to use for highly non-linear oscillations. Damping is provided by backward differences. The split-step combination (αΔt trapezoidal, (1 – α)Δt for BDF2) retains second-order accuracy. The ‘magic choice’ a = 2 – √2 allows the same Jacobian for both steps, when Newton's method solves these implicit difference equations. That choice is known to give the smallest error constant, and we prove that a = 2 – √2 also gives the largest region of linearized stability.
Date issued
2009-09
URI
http://hdl.handle.net/1721.1/80879
Department
Massachusetts Institute of Technology. Department of Mathematics
Journal
IMA Journal of Numerical Analysis
Publisher
Oxford University Press
Citation
Dharmaraja, S., Y. Wang, and G. Strang. “Optimal stability for trapezoidal-backward difference split-steps.” IMA Journal of Numerical Analysis 30, no. 1 (January 21, 2010): 141-148.
Version: Author's final manuscript
ISSN
0272-4979
1464-3642

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