On the absolute stability regions corresponding to partial sums of the exponential function

Publication Name: IMA Journal of Numerical Analysis

Publication Date: 2015-07-01

Volume: 35

Issue: 3

Page Range: 1426-1455

Description:

Certain numerical methods for initial value problems have as stability function the nth partial sum of the exponential function. We study the stability region, that is, the set in the complex plane over which the nth partial sum has at most unit modulus. It is known that the asymptotic shape of the part of the stability region in the left half-plane is a semidisc. We quantify this by providing discs that enclose or are enclosed by the stability region or its left half-plane part. The radius of the smallest disc centred at the origin that contains the stability region (or its portion in the left half-plane) is determined for 1 ≤ n ≤ 20. Bounds on such radii are proved for n ≥ 2; these bounds are shown to be optimal in the limit n → +∞. We prove that the stability region and its complement, restricted to the imaginary axis, consist of alternating intervals of length tending to π, as n → ∞. Finally, we prove that a semidisc in the left half-plane centred at the origin and with vertical boundary lying on the imaginary axis is included in the stability region if and only if n ≡ 0 mod 4 or n ≡ 3 mod 4. The maximal radii of such semidiscs are exactly determined for 1 ≤ n ≤ 20.

Open Access: Yes

DOI: 10.1093/imanum/dru039

Authors - 3