Equilibrium attractivity of Krylov-\(W\)-methods for nonlinear stiff ODEs (Q1267029): Difference between revisions

Different assumptions on \(g\) of the autonomous problem \[ y'(t)=By(t)+g(y(t)),\;y(t_0)=y_0, \] and conditions on the Arnoldi process that imply the attractivity to equilibrium points for the numerical solution are discussed. In Section 2 the multiple Arnoldi method, a special Krylov process is described. In Section 3 the property of equilibrium attractivity of a numerical scheme is introduced and this property for the Krylov-\(W\)-method in the case of initial value problems of semilinear ordinary differential equations is established. The relevant constants for one special \(W\)-method are computed. In Section 4 a condition implying equilibrium attractivity of the simple linearly-implicit Euler scheme is presented. The analysis from Section 3 is extended in Section 5 to problems satisfying relative Lipschitz conditions. In Appendix A an example of condition verification for a quasilinear parabolic partial differential equation is presented.