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The generalized trapezoid algorithm provides access to three
specific timestepping methods depending on the value of :
forward Euler ( ), trapezoid rule ( ), and backward Euler ( ).
- Any method with is conditionally
A-stable; time-steps are constrained by the maximum eigenvalue of the
discretized system. Arbitrarily large time-steps will produce an
amplification matrix with entries larger than 1 in magnitude. This
can lead to incorrect exponential growth in the solution.
- The trapezoid rule ( ) is second order
accurate in time. All other values of produce first order
methods.
- Backward Euler ( ) is the only method that is both
A-stable and L-stable. With , the entries in the
amplification matrix are bounded by [0,1] (L-stable). Other
values of ( ) can produce
amplification matrices with values near -1 leading to
solutions with oscillatory behavior.
Dan Yergeau
Wed Aug 20 14:01:54 PDT 1997