The life-span of backward error analysis for numerical integrators (Q1360720): Difference between revisions

In connection with the backward error analysis the numerical solution of an initial value problem for the system \(y'=f(y)\) is formally interpreted as the exact solution of the perturbed differential equation (1) \( y'=f(y)+hf_2(y)+h^2 f_3(y)+ \dots\), where \(h\) is the step size. The authors study the influence of truncation of the series (1) to the difference between the numerical solution and the exact solution of the perturbed ordinary differential equation. The estimates are given for the time span on which this difference remains small. There are applications to the numerical phase portrait near a hyperbolic equilibrium point, to asymptotically stable periodic orbits and Hopf bifurcation, and to energy conservation and approximation of invariant tori in Hamiltonian systems.