On the recent advances of spectral analysis for systems arising from fully-implicit RK methods
Michal Outrata
TL;DR
The paper addresses spectral analysis of matrices arising from fully implicit Runge-Kutta methods applied to linear time-dependent PDEs. It presents two parallel analytic frameworks—a polynomial approach based on $F_{\tau M^{-1}K}(\lambda)$ and a matrix approach based on $X_{\mu_k}$—and shows their equivalence using Kronecker-product structure and the pencil $\tau K-\mu M$. The eigenvalues of the preconditioned system $\mathcal{P}^{-1}\mathcal{A}$ organize into $s$ branches parameterized by $\mu_k$, with connections between the polynomial and matrix formulations. The work highlights implications for GMRES convergence bounds and outlines future work combining BLT theory and Schwarz-Christoffel mapping to generalize estimates to broader spatial operators.
Abstract
This work deals with two groups of spectral analysis results for matrices arising in fully implicit Runge-Kutta methods used for linear time-dependent partial differential equations. These were applied for different formulations of the same problem and used different tools to arrive at results that do not immediately coincide. We show the equivalence of the results as well as the equivalence of the approaches, unifying the two directions.
