On Tue, 26 Jan 2010 12:42:58 -0600, "Vijay S. Mahadevan" <[email protected]> 
wrote:
> I'm solving a pure diffusion problem and there is no convection here.
> But I do understand that time integration makes a big difference and
> even making delt=1e-10 does not seem to help. The negativity occurs on
> the first step, the first call to nonlinear residual. When you say
> trapezoidal rule, are you talking about Implicit midpoint here because
> CN is based on the trapezoidal rule and is not L-stable (spurious
> oscillations are not damped).

Implicit midpoint is also not L-stable, it actually has exactly the same
stability function as trapezoid:

  (1 + z/2) / (1 - z/2)

Implicit Euler, BDF2, and various implicit Runge-Kutta schemes are
L-stable.  Also, if you're feeling adventurous, I'd love to hear how
your system works with TSGL (in PETSc-dev).  These are A- and L-stable
methods of order and stage order 1 through 5, with adaptive controllers
(though the adaptive controllers may not robust, they haven't had much
tuning).

For oscillations, as in hyperbolic systems and I think not the issue
here, you may need a strong stability preserving integrator.  There do
not exist SSP integrators without a CFL constraint and order greater
than 1 (implicit Euler is the only SSP method without a CFL constraint).

Jed

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