Backward error analysis, a new view and further improvements

10 March 2005
Dr Per Christian Moan

When studying invariant quantities and stability of discretization schemes for time-dependent differential equations(ODEs), Backward error analysis (BEA) has proven itself an invaluable tool. Although the established results give very accurate estimates, the known results are generally given for "worst case" scenarios. By taking into account the structure of the differential equations themselves further improvements on the estimates can be established, and sharper estimates on invariant quantities and stability can be established. In the talk I will give an overview of BEA, and its applications as it stands emphasizing the shortcoming in the estimates. An alternative strategy is then proposed overcoming these shortcomings, resulting in a tool which when used in connection with results from dynamical systems theory gives a very good insight into the dynamics of discretized differential equations.

  • Computational Mathematics and Applications Seminar