Analysis of error growth via stability regions in numerical initial value problems

DOI10.1023/A:1026043920914MaRDI QIDQ1415406zbMATH OpenOpenAlexFDO

Authors Karel J. in 't Hout, Marc N. Spijker

Publication date 4 December 2003

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1026043920914

zbMATH Keywords

\(\varepsilon\)-pseudospectrumerror growthinitial value problemsKreiss resolvent conditionlinear multistep formulasRunge-Kutta methodsstability estimatesstability region

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

The paper concerns the theoretical analysis of numerical methods for solving initial value problems (one-step methods including Runge-Kutta methods and linear multistep methods). The investigations are focussing on the solution of a system of linear ordinary differential equations with initial conditions. The purpose of this paper is to address the natural question of whether the stability estimates for some numerical methods can be improved. The authors show that some of these estimates can be substantially sharpened and extended (for linear multistep formulas), whereas others are best possible (for Runge-Kutta and other one-step methods). The tool used systematically by the authors is the so called ``Kreiss resolvent condition with respect to the stability region.

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