One-Step Method

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Erik S. Van Vleck - One of the best experts on this subject based on the ideXlab platform.

  • A Lyapunov and Sacker–Sell spectral stability theory for One-Step Methods
    BIT Numerical Mathematics, 2018
    Co-Authors: Andrew J. Steyer, Erik S. Van Vleck
    Abstract:

    Approximation theory for Lyapunov and Sacker–Sell spectra based upon QR techniques is used to analyze the stability of a One-Step Method solving a time-dependent (nonautonomous) linear ordinary differential equation (ODE) initial value problem in terms of the local error. Integral separation is used to characterize the conditioning of stability spectra calculations. The stability of the numerical solution by a One-Step Method of a nonautonomous linear ODE using real-valued, scalar, nonautonomous linear test equations is justified. This analysis is used to approximate exponential growth/decay rates on finite and infinite time intervals and establish global error bounds for One-Step Methods approximating uniformly, exponentially stable trajectories of nonautonomous and nonlinear ODEs. A time-dependent stiffness indicator and a One-Step Method that switches between explicit and implicit Runge–Kutta Methods based upon time-dependent stiffness are developed based upon the theoretical results.

  • A Lyapunov and Sacker-Sell spectral stability theory for One-Step Methods
    arXiv: Numerical Analysis, 2015
    Co-Authors: Andrew J. Steyer, Erik S. Van Vleck
    Abstract:

    Approximation theory for Lyapunov and Sacker-Sell spectra based upon QR techniques is used to analyze the stability of a One-Step Method solving a time-dependent, linear, ordinary differential equation (ODE) initial value problem in terms of the local error. Integral separation is used to characterize the conditioning of stability spectra calculations. In an approximate sense the stability of the numerical solution by a One-Step Method of a time-dependent linear ODE using real-valued, scalar, time-dependent, linear test equations is justified. This analysis is used to approximate exponential growth/decay rates on finite and infinite time intervals and establish global error bounds for One-Step Methods approximating uniformly stable trajectories of nonautonomous and nonlinear ODEs. A time-dependent stiffness indicator and a One-Step Method that switches between explicit and implicit Runge-Kutta Methods based upon time-dependent stiffness are developed based upon the theoretical results.

Andrew J. Steyer - One of the best experts on this subject based on the ideXlab platform.

  • A Lyapunov and Sacker–Sell spectral stability theory for One-Step Methods
    BIT Numerical Mathematics, 2018
    Co-Authors: Andrew J. Steyer, Erik S. Van Vleck
    Abstract:

    Approximation theory for Lyapunov and Sacker–Sell spectra based upon QR techniques is used to analyze the stability of a One-Step Method solving a time-dependent (nonautonomous) linear ordinary differential equation (ODE) initial value problem in terms of the local error. Integral separation is used to characterize the conditioning of stability spectra calculations. The stability of the numerical solution by a One-Step Method of a nonautonomous linear ODE using real-valued, scalar, nonautonomous linear test equations is justified. This analysis is used to approximate exponential growth/decay rates on finite and infinite time intervals and establish global error bounds for One-Step Methods approximating uniformly, exponentially stable trajectories of nonautonomous and nonlinear ODEs. A time-dependent stiffness indicator and a One-Step Method that switches between explicit and implicit Runge–Kutta Methods based upon time-dependent stiffness are developed based upon the theoretical results.

  • A Lyapunov and Sacker-Sell spectral stability theory for One-Step Methods
    arXiv: Numerical Analysis, 2015
    Co-Authors: Andrew J. Steyer, Erik S. Van Vleck
    Abstract:

    Approximation theory for Lyapunov and Sacker-Sell spectra based upon QR techniques is used to analyze the stability of a One-Step Method solving a time-dependent, linear, ordinary differential equation (ODE) initial value problem in terms of the local error. Integral separation is used to characterize the conditioning of stability spectra calculations. In an approximate sense the stability of the numerical solution by a One-Step Method of a time-dependent linear ODE using real-valued, scalar, time-dependent, linear test equations is justified. This analysis is used to approximate exponential growth/decay rates on finite and infinite time intervals and establish global error bounds for One-Step Methods approximating uniformly stable trajectories of nonautonomous and nonlinear ODEs. A time-dependent stiffness indicator and a One-Step Method that switches between explicit and implicit Runge-Kutta Methods based upon time-dependent stiffness are developed based upon the theoretical results.

Narsaiah Chinthala - One of the best experts on this subject based on the ideXlab platform.

Zhiguang Guo - One of the best experts on this subject based on the ideXlab platform.

Marta Sevilla - One of the best experts on this subject based on the ideXlab platform.