A necessary condition for non oscillatory and positivity preserving time-integration schemes

Published in arXiv preprint, 2022

Recommended citation: T. Izgin, P. Öffner and D. Torlo. "A necessary condition for non oscillatory and positivity preserving time-integration schemes." (2022) arXiv preprint, arXiv:2211.08905. https://arxiv.org/abs/2211.08905

This is a work in collaboration with Thomas Izgin and Philipp Öffner .

Modified Patankar (MP) schemes are conservative, linear implicit and unconditionally positivity preserving time-integration schemes constructed for production-destruction systems. For such schemes, a classical stability analysis does not yield any information about the performance. Recently, two different techniques have been proposed to investigate the properties of MP schemes. In Izgin et al. ESAIM: M2AN, 56 (2022), inspired from dynamical systems, the Lyapunov stability properties of such schemes have been investigated, while in Torlo et al. Appl. Numer. Math., 182 (2022) their oscillatory behaviour has been studied. In this work, we investigate the connection between the oscillatory behaviour and the Lyapunov stability and we prove that a condition on the Lyapunov stability function is necessary to avoid oscillations. We verify our theoretical result on several numerical tests.

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