|
Talk abstract:
Asymptotic expansions versus backward analysis
for numerical integrators
Ernst Hairer, University of Geneva
We consider numerical methods for solving ordinary differential
equations. Asymptotic expansions of the global error (Henrici 1962,
Gragg 1964, Stetter 1973, ...) on the one hand, and backward
error analysis (Feng Kang 1991, Sanz-Serna 1992, Yoshida 1993, ...)
on the other hand, both have as objective a better understanding
of the global error of integration methods.
On a formal level both approaches yield equivalent representations
of the numerical solution, but as soon as rigorous estimates are
desired, the results are completely different. The reason is that
in the theory of asymptotic expansions the diverging series are
truncated in the space of solutions, whereas in the theory of
backward error analysis the series are truncated in the space of
vector fields. Due to its good approximation properties, backward
error analysis gives new insight into numerical methods for a
variety of problems: long-time integration of Hamiltonian or
reversible differential equations (conservation of energy and of
KAM tori), asymptotically stable periodic orbits, Hopf bifurcation,
invariant tori of dissipatively perturbed Hamiltonian systems.
The theoretical results will be illustrated with several examples.
Back to Workshop Schedule
|