SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Contributed Talk

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Rational functions with maximal radius of absolute monotonicity

L. Lóczi and D.I. Ketcheson

We study the radius of absolute monotonicity $R$ of rational functions with numerator and denominator of degree $s$ that approximate the exponential function to order $p$. Such functions arise in the application of implicit $s$-stage, order $p$ Runge-Kutta methods for initial value problems, and the radius of absolute monotonicity governs the numerical preservation of properties like positivity and maximum-norm contractivity. We construct a function with $p=2$ and $R>2s$, disproving a conjecture of van de Griend and Kraaijevanger. We determine the maximum attainable radius for functions in several one-parameter families of rational functions, and we prove earlier conjectured optimal radii in some families with 2 or 3 parameters. Our results also prove the optimality of some strong stability preserving implicit and singly diagonally implicit Runge-Kutta methods. Whereas previous results in this area were primarily numerical, we give all constants as exact algebraic numbers.

Organized by         Universidad de Valladolid     IMUVA