A note on contractivity in the numerical solution of initial value problems
This paper is concerned with the contractivity of numerical methods for the solution of stiff initial value problems (1) \(U'(t)=f(U(t))\), \(t>0\), \(U(0)=u_ 0\in R^ m\) where the possibly nonlinear continuous function f satisfies the condition \((f(x)-f(y),x-y)\leq -\alpha | f(x)- f(y)|^ 2\) with \(\alpha\geq 0\), where (\(\cdot,\cdot)\) is a scalar product. Given a one-step method for the solution of (1) i.e. a mapping \(u_ k\to u_{k+1}\) defined implicitly by \(P(u_ k,u_{k+1})=0,\) where P depends on the stepsize and f, the author calls the method contractive if \(| u_ 1-v_ 1| \leq | u_ 0-v_ 0|\) holds whenever \(P(u_ 1,u_ 0)=P(v_ 1,v_ 0)=0\) for all initial value problems (1) with the above assumptions. Also the method is said to be weakly contractive if \(| u_ 1-v^*| \leq | u_ 0- v|\) holds whenever \(P(u_ 1,u_ 0)=P(v^*,v)=0\) and \(f(v)=0.\) After the introduction and some remarks on the relevance of these concepts, the paper is devoted to study the relation between them for implicit Runge-Kutta methods, one-stage Rosenbrock methods and a rational Runge-Kutta method. Thus, for Runge-Kutta methods, some algebraic conditions for contractivity and weak contractivity are given, proving that contractivity is essentially stronger than weak contractivity for these methods. Similar conclusions are attained for one-stage Rosenbrock methods and the rational Runge-Kutta method.
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