The generalized Euler process for exponentially dominant systems

DOI10.1016/S0898-1221(04)90014-4MaRDI QIDQ1433097zbMATH OpenOpenAlexFDO

Authors Dong Won Yu

Publication date 15 June 2004

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(04)90014-4

zbMATH Keywords

\(s\)-matrix\(s\)-transformed systemcontractivityexponentially dominant systemgeneralized Euler processlogarithmic normreal canonical formRunge-Kutta algorithms

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Transformation and reduction of ordinary differential equations and systems, normal forms (34C20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Review text

Generalized Euler and Runge-Kutta algorithms are obtained for a system of exponentially dominant ordinary differential equations \(x'(t)=f(x(t))\), \(t\geq 0\), \(x(t)\in \mathbb R^n\), \(x(0) = x_n\in \mathbb R^n\) by transforming the system by change of dependent variable and applying the algorithms to the transformed system. Let the Jacobian \(J = d/dxf(0)\) be reduced to the real canonical form \(P^{-1}JP =S_0+N_0\), \(S_0\) semisimple and \(N_0\) nilpotent and let \(S=\alpha I+1/2(S_0 - S_0^T)\) where \(\alpha\) is the maximum of the real parts of the eigenvalues of \(J\). The system is transformed to a system in \(z(t) = \exp(- tS)P^{-1}x(t)\). If \(S\neq 0\) the system is exponentially dominant. Results of trials of the new method are compared to results obtained by standard methods, showing the new method to be effective.

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Cites work

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Cited in

(4)

• The G-Euler process for nonlinear autonomous systems
• scientific article; zbMATH DE number 3928240 (Why is no real title available?)
• scientific article; zbMATH DE number 1504630 (Why is no real title available?)
• Reliability of numerical solutions of the G-Euler process

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