Convergence of the Lambert-McLeod trajectory solver and of the CELF method (Q791287): Difference between revisions

A trajectory problems is an initial value problem \(dy/dt=f(y), y(0)=y_ 0\) (y is n-dimensional) where the interest lies in obtaining the curve traced by the solution (the trajectory) rather than in finding the actual correspondance between values of the parameter t and points on that curve. The paper proves the convergence of the Lambert-McLeod scheme for the numerical integration of trajectory problems. Also studied is the CELF method, an explicit procedure for the integration in time of semidiscretizations of PDEs which has some useful conservation properties. The proofs rely on the concept of restricted stability introduced by Stetter. In order to show the convergence of the methods, an idea of Strang is also employed, whereby the numerical solution is compared with a suitable perturbation of the theoretical solution, rather than with the theoretical solution itself.