DYNAMICS OF LINEAR MULTISTEP METHODS FOR DELAY DIFFERENTIAL EQUATIONS

In this paper we study the relationship between the asymptotic behavior of a numerical simulation by linear multistep method and that of the true solution itself for fixed step sizes. The numerical method is viewed as a dynamical system in which the step size acts as a parameter. Numerical stability of linear multistep method for nonlinear delay differential equation is investigated and we prove that A-stable linear multistep methods are NP-stable. It is shown that a consistent zero-stable linear multistep method does not admit spurious fixed points. The existence of spurious period-two solutions in the time-step is also studied. Finally we give a simple example to illustrate instability of the spurious period-two solutions.

Theta Method Dynamics

Long-term solutions of the theta method applied to scalar nonlinear differential equations are studied in this paper. In the case where the equation has a stable steady state, lower bounds on the basin of non-oscillatory, monotonic attraction for the theta method are derived. Spurious period two solutions are then analysed. Under mild assumptions, precise results are obtained concerning the generic nature and stability of these solutions for small timesteps. Particular problem classes are studied, and direct connections are made between the existence and stability of period two solutions and the dynamics of the theta method. The analysis is extended to a wide class of semi-discretized partial differential equations. Numerical examples are given.