Error bounding functions for Runge-Kutta methods (Q1121647): Difference between revisions
From MaRDI portal
Latest revision as of 15:39, 19 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Error bounding functions for Runge-Kutta methods |
scientific article |
Statements
Error bounding functions for Runge-Kutta methods (English)
0 references
1989
0 references
This paper deals with Runge-Kutta methods applied to stiff differential equations. Consider \(x'(t)=f(t,x(t)),\) where f: \({\mathbb{R}}\times {\mathbb{R}}^ n\to {\mathbb{R}}^ n\) fulfills the one-sided Lipschitz condition \(<f(t,u)- f(t,v),u-v>\leq \lambda \| u-v\|^ 2\) for all \(u,v\in {\mathbb{R}}^ n\), \(t\in {\mathbb{R}}\), then two solutions u and v with the initial values \(u(t_ 0)=\mu\) and \(v(t_ 0)=\nu\) satisfy \(\| u(t_ 0+h)-v(t_ 0+h)\| \leq e^{\ell}\| \mu -\nu \| \quad (\ell =h\lambda).\) The numerical approximations y to \(u(t_ 0+h)\) and z to \(v(t_ 0+h)\) satisfy \(\| y-z\| \leq \phi (\ell)\| \mu -\nu \|,\) where \(\phi\) (\(\ell)\) reflects stability properties. On the other hand there exist algebraic conditions which guarantee stability properties. The author reviews the algebraic conditions associated with error bounding functions and presents a result of relevance to B-convergence theory. In particular, the algebraic condition for C-stability is obtained. The problem of deriving sharp error bounds is examined and examples are given.
0 references
algebraic stability
0 references
Runge-Kutta methods
0 references
stiff differential equations
0 references
B-convergence
0 references
C-stability
0 references
error bounds
0 references
0 references