The life-span of backward error analysis for numerical integrators (Q1360720)
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English | The life-span of backward error analysis for numerical integrators |
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The life-span of backward error analysis for numerical integrators (English)
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23 July 1997
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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.
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hyperbolic equilibrium point
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backward error analysis
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Runge-Kutta method
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perturbed differential equation
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truncated series
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periodic orbits
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Hopf bifurcation
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Hamiltonian systems
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