On error growth functions of Runge-Kutta methods
\(B\)-stabilityasymptotic stabilityerror growth functionRunge-Kutta methodstiff differential equationsuperexponential functions
Nonlinear ordinary differential equations and systems (34A34) Multiple scale methods for ordinary differential equations (34E13) 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)
The aim of this paper is to get more insight into the error growth function. Estimates of the form \(|y_1- \widehat y_1 |\leq \varphi(hv) |y_0- \widehat y_0 |\) are studied, with \(y_1, \widehat y_1\) the numerical solutions of a Runge-Kutta method applied to a stiff differential equation satisfying a one-sided Lipschitz condition (with constant \(v)\). An explicit formula for the optimal function \(\varphi(x)\) is given, and it is shown to be superexponential, i.e., \(\varphi(x_1) \varphi(x_2) \leq\varphi (x_1+ x_2)\) if \(x_1\) and \(x_2\) have the same sign. As a consequence, results on asymptotic stability of the numerical solution are obtained. Upper bounds for \(\varphi(x)\) are presented that can be easily computed from the coefficients of the method.
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