Spectral analysis of implicit 2 stage block Runge-Kutta preconditioners

Abstract

We analyze the recently introduced family of preconditioners in [15] for the stage equations of implicit Runge-Kutta methods for two stage methods. We give explicit formulas for the eigenvalues and eigenvectors of the preconditioned systems for a general method and use these to give explicit convergence estimates of preconditioned GMRES for some common choices of the implicit Runge-Kutta methods. This analysis also allows us to qualitatively predict and explain the main observed features of the GMRES convergence behavior, not only bound it. We illustrate our analysis with numerical experiments. We also consider the direction of numerical optimization for improving the preconditioners performance, as suggested in [15]. We consider two different ways – both distinct to the one introduced in [15] – and numerically optimize these, using the explicit bounds obtained beforehand.