On spurious fixed points of Runge-Kutta methods

DOI10.1006/JCPH.1996.5615MaRDI QIDQ1357361zbMATH OpenOpenAlexFDO

Authors Fernando Vadillo

Publication date 20 July 1997

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jcph.1996.5615

zbMATH Keywords

autonomous scalar differential equationsbifurcation theorydynamical systemlogistic equationRunge-Kutta methodssingularity theoryspurious fixed points

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) 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)

Review text

This paper deals with the existence and generation of spurious fixed points in the numerical integration of autonomous scalar differential equations \(u'=f(u)\) by means of Runge-Kutta methods. Since the numerical method can be written in the form \(u_{n+1}= u_n+ h\phi(u_n,h)\), where \(\phi\) is the increment function, it can be considered as a dynamical system parameterized by the time step \(h\). In this context, the author applies techniques from bifurcation theory [cf. \textit{S.-N. Chow} and \textit{J. K. Hale}, Methods of bifurcation theory (1982; Zbl 0487.47039)] and singularity theory [cf. \textit{M. Golubitsky} and \textit{D. G. Schaeffer}, Singularities and groups in bifurcation theory. Volume I (1985; Zbl 0607.35004)] to understand the generation and existence of spurious fixed points when some explicit and implicit Runge-Kutta methods are applied to the logistic equation. Thus, it is proved that all spurious fixed points of the logistic equation obtained by \textit{D. F. Griffiths}, \textit{P. K. Sweby} and \textit{H. C. Yee} [IMA J. Numer. Anal. 12, No. 3, 319-338 (1992; Zbl 0761.65056)] for some explicit Runge-Kutta methods bifurcate from the fixed points of the logistic differential equation. Further, the behaviour of some implicit methods (specially of SDIRK type) is studied by introducing the new concepts of B-, R- and BR-regularity related to the well-known concept of regularity given by \textit{A. Iserles} and \textit{S. P. Nørsett} [IMA. J. Numer. Anal. 10, No. 4, 463-488 (1990; Zbl 0712.65071)].

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• Spurios fixed points of a variable step size, variable order, predictor corrector algorithm
• Low-storage, explicit Runge-Kutta schemes for the compressible Navier-Stokes equations
• On the susceptibility of numerical methods to computational chaos and superstability
• Bifurcations of hyperbolic fixed points for explicit Runge-Kutta methods
• On spurious asymptotic numerical solutions of explicit Runge-Kutta methods
• Spurious solutions of numerical methods for initial value problems
• Numerical Dynamics of Ordinary Differential Equations with Singularity
• Does Error Control Suppress Spuriosity?
• A stable numerical method for integral epidemic models with behavioral changes in contact patterns

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