Equilibrium attractive properties of a class of multistep Runge-Kutta methods
equilibrium attractivityinitial value problemmultistep Runge-Kutta methodnumerical examplesordinary differential equation
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)
Consider the class \(F_\mu\) of initial value problems \(y'(t)=f(y)\) for \(t>0\) and \(y(0)=y_0 \in {\mathbb R}^N\), where \(f\) satisfies the one-sided Lipschitz condition \(\langle y-z,f(y)-f(z)\rangle\leq\mu\| y-z\|^2\). It is known that two solutions \(y\) and \(z\) of \(F_\mu\) with \(\mu\leq0\) are contractive, that is, \(\|y(t+h)-z(t+h)\| \leq e^{\mu t}\|y(t)-z(t)\|\leq\|y(t)-z(t)\|\) \(\forall t\), \(h\geq0\). The authors replace algebraic stability by the weaker equilibrium attractive property (EAP) that \(\|f(y(t))\|^2\) be a nonincreasing function for any solution \(y(t)\) in order to get insight into the long-time behavior of numerical methods applied to problems of class \(F_\mu\). The EAP of the following multistep Runge-Kutta method (RKM) for the class \(F_\mu\) are discussed: \(Y_i=h\sum_{j=0}^s a_{ij}f(Y_j)+\sum_{j=1}^r \alpha_j y_{n-1+j}\), \(i=0,1,\ldots,s\), and \(y_{n+r}=h\sum_{j=0}^s b_j f(Y_j)+\sum_{j=1}^r \alpha_j y_{n-1+j}\). Here \(Y_i\) is an approximation to \(y(t_n+c_i h)\). RKMs with \(r\) steps and \(s=1\) and \(s=2\) are studied. Numerical examples confirm the results.
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