On the method of modified equations. I: Asymptotic analysis of the Euler forward difference method (Q1294221)

The paper is the first of a series dealing with modified equation methods that are analyzed by means of regular and multiple scales asymptotic expansions by using the time step as the small parameter, and whose objective is the assessment of the validity of modified equations for a variety of initial and boundary value problems. [For part II see ibid. 103, No.~2-3, 141-177 (1999; reviewed below).] The technique of modified equations is applied to a non-autonomous ordinary differential equation which is solved numerically by the Euler forward scheme. Three representative equations are introduced. For linear problems with constant coefficients, the modified equation can be solved exactly. The analysis of the representative equations by asymptotic methods based on the time step as a small parameter show that the proposed method works even for time steps larger than that demanded by the linear stability of the Euler forward method. As a basis for presentation of the multiple scales technique, some nonlinear ordinary differential equations with non-uniform regular asymptotic expansions are presented. The method of multiple scales is applied to linear and nonlinear problems and to the asymptotic analysis of one representative equation of a non-autonomous linear ordinary differential equation, in order to illustrate that this method works for non-autonomous problems.