Evaluating the Evans function: Order reduction in numerical methods

DOI10.1090/S0025-5718-07-02016-9MaRDI QIDQ5429494zbMATH OpenOpenAlexWikidataFDO

Authors Jitse Niesen, Simon J. A. Malham

Publication date 30 November 2007

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0605581

zbMATH Keywords

error estimatesEvans functionGauss-Legendre methodMagnus methodnumerical examplesorder reductionreaction-diffusion equationSchrödinger operatorstabilitytravelling waves

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Abstract: We consider the numerical evaluation of the Evans function, a Wronskian-like determinant that arises in the study of the stability of travelling waves. Constructing the Evans function involves matching the solutions of a linear ordinary differential equation depending on the spectral parameter. The problem becomes stiff as the spectral parameter grows. Consequently, the Gauss--Legendre method has previously been used for such problems; however more recently, methods based on the Magnus expansion have been proposed. Here we extensively examine the stiff regime for a general scalar Schr"odinger operator. We show that although the fourth-order Magnus method suffers from order reduction, a fortunate cancellation when computing the Evans matching function means that fourth-order convergence in the end result is preserved. The Gauss--Legendre method does not suffer from order reduction, but it does not experience the cancellation either, and thus it has the same order of convergence in the end result. Finally we discuss the relative merits of both methods as spectral tools.

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Cited in

(7)

• The effect of perturbed advection on a class of solutions of a non-linear reaction-diffusion equation
• Spectral stability of one-dimensional reaction-diffusion equation with symmetric and asymmetric potential
• Numerical evaluation of the Evans function by Magnus integration
• Numerical methods for computing the Evans function
• Stability of nonlinear waves and patterns and related topics
• Finding eigenvalues of holomorphic Fredholm operator pencils using boundary value problems and contour integrals
• Generalized polar coordinates on Lie groups and numerical integrators

Describes a project that uses

Uses Software

• RODAS
• RCMS

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