Special boundedness properties in numerical initial value problems

Stepsize Conditions for Boundedness in Numerical Initial Value Problems

For Runge-Kutta methods (RKMs), linear multistep methods (LMMs) and classes of general linear methods (GLMs) much attention has been paid, in the literature, to special nonlinear stability requirements indicated by the terms total-variation-diminishing (TVD), strong stability preserving (SSP) and monotonicity. Stepsize conditions, guaranteeing these properties, were derived by Shu & Osher [J. C...

Stability and boundedness in the numerical solution of initial value problems

This paper concerns the theoretical analysis of step-by-step methods for solving initial value problems in ordinary and partial differential equations. The main theorem of the paper answers a natural question arising in the linear stability analysis of such methods. It guarantees a (strong) version of numerical stability – under a stepsize restriction related to the stability region of the nume...

Stiffness in numerical initial-value problems

This paper reviews various aspects of stiffness in the numerical solution of initial-value problems for systems of ordinary differential equations. In the literature on numerical methods for solving initial value problems the term "stiff" has been used by various authors with quite different meanings, which often causes confusion. This paper attempts to clear up this confusion by reviewing some...

Numerical Methods for Fuzzy Initial Value Problems

In this paper, fuzzy initial value problems for modelling aspects of uncertainty in dynam­ ical systems are introduced and interpreted from a probabilistic point ofview. Due to the uncertainty incorporated in the model, the behavior of dynamical systems modelIed in this way will generally not be unique. Rather, we obtain a large set of trajectories which are more or less compatible with the des...

Model Problems in Numerical Stability Theory for Initial Value Problems