A note on contractivity in the numerical solution of initial value problems (Q580906): Difference between revisions

This paper is concerned with the contractivity of numerical methods for the solution of stiff initial value problems (1) \(U'(t)=f(U(t))\), \(t>0\), \(U(0)=u_ 0\in R^ m\) where the possibly nonlinear continuous function f satisfies the condition \((f(x)-f(y),x-y)\leq -\alpha | f(x)- f(y)|^ 2\) with \(\alpha\geq 0\), where (\(\cdot,\cdot)\) is a scalar product. Given a one-step method for the solution of (1) i.e. a mapping \(u_ k\to u_{k+1}\) defined implicitly by \(P(u_ k,u_{k+1})=0,\) where P depends on the stepsize and f, the author calls the method contractive if \(| u_ 1-v_ 1| \leq | u_ 0-v_ 0|\) holds whenever \(P(u_ 1,u_ 0)=P(v_ 1,v_ 0)=0\) for all initial value problems (1) with the above assumptions. Also the method is said to be weakly contractive if \(| u_ 1-v^*| \leq | u_ 0- v|\) holds whenever \(P(u_ 1,u_ 0)=P(v^*,v)=0\) and \(f(v)=0.\) After the introduction and some remarks on the relevance of these concepts, the paper is devoted to study the relation between them for implicit Runge-Kutta methods, one-stage Rosenbrock methods and a rational Runge-Kutta method. Thus, for Runge-Kutta methods, some algebraic conditions for contractivity and weak contractivity are given, proving that contractivity is essentially stronger than weak contractivity for these methods. Similar conclusions are attained for one-stage Rosenbrock methods and the rational Runge-Kutta method.