Spurios fixed points of a variable step size, variable order, predictor corrector algorithm (Q1294469)

Spurious fixed points are such fixed points which exist in the solution of the finite difference scheme approximating the given solution of an autonomous ordinary differential equation, and do not exist in the considered exact solution of the differential equation. Existence of the spurious fixed points depends on the applied scheme. The question of existence of spurious fixed points in approximate solutions obtained by schemes with constant integration step was recently discussed by other authors. In this paper the Adams-Bashforth-Moulton scheme, applied in the predictor-corrector adaptive mode, with possibility of changing the integration step (so called Shampine-Gordon scheme) is investigated. The author shows that this scheme can always create such a (local) spurious fixed point for some kind of equation. However spurious fixed points cannot exist with any error tolerance. This paper contains very rigorous discussion of the subject. A numerical example illustrates the presented results.