Many important initial value problems have the property that energy is nonincreasing in time. Energy stable methods, also referred to as strongly stable methods, guarantee the same property discretely. We investigate requirements for conditional energy stability of explicit Runge-Kutta methods for nonlinear or non-autonomous problems. We provide both necessary and sufficient conditions for energy stability over these classes of problems. Examples of conditionally energy stable schemes are constructed and an example is given in which unconditional energy stability is obtained with an explicit scheme.
IntroductionEver since the construction of numerical methods for ordinary and (time-dependent) partial differential equations (ODEs and PDEs, respectively), their stability has been an important and active topic of research. Monotonicity, meaning that the norm of the solution is bounded by its initial value, is a particularly exacting stability property. For equations, such as parabolic PDEs, that contain a significant amount of dissipation, any reasonable numerical method will typically preserve monotonicity under an appropriate time step restriction. In contrast, for non-dissipative problems such as hyperbolic PDEs (and their slightly dissipative semidiscretizations), common time discretizations may not preserve monotonicity under any finite step size.The energy method is an effective tool to get stability estimates, e.g. for hyperbolic PDEs [12,19]. Using summation by parts operators [9,34], these can be transferred efficiently to the semidiscrete level for many different kinds of schemes [11,20,21,28]. However, applying the same approach in time yields implicit methods [2,10,22,25]. Classical nonlinearly stable methods, such as algebraically stable Runge-Kutta methods, are also implicit. For hyperbolic problems, such implicit methods are usually less efficient than explicit ones. It is possible to obtain conditional energy stability with explicit methods by using modifications that go outside the class of Runge-Kutta methods; e.g. projection methods [5,6,13] and relaxation Runge-Kutta schemes [18,29].Nevertheless, it is interesting to know what can be achieved within the class of explicit Runge-Kutta methods without modifications. In this setting, results have been obtained for problems that include a certain amount of dissipation [8,16]. Recently this topic has again attracted the interest of researchers and several results (using the term strong stability) for linear, time-independent operators have been discovered [27,32,33]. Nonlinear problems have been investigated in [24], where many non-existence results for energy stable and strong stability 1 arXiv:1909.13215v1 [math.NA]