Erik S. Van Vleck

Changna Lu, Weizhang Huang, Erik S. Van Vleck

The cutoff method, which cuts off the values of a function less than a given number, is studied for the numerical computation of nonnegative solutions of parabolic partial differential equations. A convergence analysis is given for a broad class of finite difference methods combined with cutoff for linear parabolic equations. Two applications are investigated, linear anisotropic diffusion problems satisfying the setting of the convergence analysis and nonlinear lubrication-type equations for which it is unclear if the convergence analysis applies. The numerical results are shown to be consistent with the theory and in good agreement with existing results in the literature. The convergence analysis and applications demonstrate that the cutoff method is an effective tool for use in the computation of nonnegative solutions. Cutoff can also be used with other discretization methods such as collocation, finite volume, finite element, and spectral methods and for the computation of positive solutions.

Yu-Min Chung, Andrew Steyer, Michael Tubbs et al.

Four types of global error for initial value problems are considered in a common framework. They include classical forward error analysis and shadowing error analysis together with extensions of both to rescaling of time. To determine the amplification of the local error that bounds the global error we present a linear analysis similar in spirit to condition number estimation for linear systems of equations. We combine these ideas with techniques for dimension reduction of differential equations via a boundary value formulation of numerical inertial manifold reduction. These global error concepts are exercised to illustrate their utility on the Lorenz equations and inertial manifold reductions of the Kuramoto-Sivashinsky equation.

Yu-Min Chung, Andrew J. Steyer, Erik S. Van Vleck

Techniques are developed for decoupling dissipative differential equations. The approach considered is based upon obtaining a sufficient gap in the time dependent linear portion of the equation that corresponds to the linear variational equation. This is done using an orthogonal change of variables that has proven useful in the computation of Lyapunov to decompose the differential equation in terms of slow and fast variables. Numerically this is accomplished in our implementation using smooth, time dependent Householder reflectors. The the nonlinear decoupling transformation or inertial manifold is obtained by solving a boundary value problem (BVP) which allows for a Newton iteration as opposed to the traditional Lyapunov-Perron approach via a fixed point iteration. Finally, the efficacy of the technique is shown using some challenging examples.

Andrew J. Steyer, Erik S. Van Vleck

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, Erik S. Van Vleck

We generalize the theory of underlying one-step methods to strictly stable general linear methods (GLMs) solving nonautonomous ordinary differential equations (ODEs) that satisfy a global Lipschitz condition. We combine this theory with the Lyapunov and Sacker-Sell spectral stability theory for one-step methods developed in [34,35,36] to analyze the stability of a strictly stable GLM solving a nonautonomous linear ODE. These results are applied to develop a stability diagnostic for the solution of nonautonomous linear ODEs by strictly stable GLMs.