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A study of the local dynamics of modified Patankar DeC and higher order modified Patankar-RK methods. (English) Zbl 1525.65067

Summary: 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.

MSC:

65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
65L05 Numerical methods for initial value problems involving ordinary differential equations
65L20 Stability and convergence of numerical methods for ordinary differential equations

Software:

GitHub

References:

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