On rigorous modified equations for discretizations of ODEs
Per Christian Moan
Abstract:
We construct in a novel way the modified vector field
used in backward error analysis of discretizations of ODEs. In addition to giving improvements
of known results, the new result includes a small, analytic time-dependent
perturbation so that the the flow of the modified vector field exactly
reproduces the numerical approximations produced by one-step methods.
This simplifies analysis of resonance effects prevalent in conservative discretizations, and
also paves the way to easy proofs of stability results such as the KAM
theorem, which previously was proved by ad-hoc methods for numerical methods.
Submitted by pcmoan@math.uio.no on 09/09/2005 13:41:01
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