A Shadowing Lemma Approach to Global Error Analysis for Initial Value ODEs

This is the published version, also available here: http://dx.doi.org/10.1137/0915058.The authors show that for dynamical systems that possess a type of piecewise hyperbolicity in which there is no decrease in the number of stable modes, the global error in a numerical approximation may be obtained as a reasonable magnification of the local error. In particular, under certain conditions the authors prove the existence of a trajectory on an infinite time interval of the given ordinary differential equation uniformly close to a given numerically computed orbit of the same differential equation by allowing for different initial conditions. For finite time intervals a general result is proved for obtaining a posteriori bounds on the global error based on computable quantities and on finding and bounding the norm of a right inverse of a particular matrix. Two methods for finding and bounding/estimating the norm of a right inverse are considered. One method is based upon the choice of the pseudo or generalized inverse. The other method is based upon solving multipoint boundary value problems (BVPs) with the choice of boundary conditions motivated by the piecewise hyperbolicity concept. Numerical results are presented for the logistic equation, the forced pendulum equation, and the space discretized Chafee–Infante equation

Least Squares Shadowing sensitivity analysis of chaotic limit cycle oscillations

The adjoint method, among other sensitivity analysis methods, can fail in chaotic dynamical systems. The result from these methods can be too large, often by orders of magnitude, when the result is the derivative of a long time averaged quantity. This failure is known to be caused by ill-conditioned initial value problems. This paper overcomes this failure by replacing the initial value problem with the well-conditioned "least squares shadowing (LSS) problem". The LSS problem is then linearized in our sensitivity analysis algorithm, which computes a derivative that converges to the derivative of the infinitely long time average. We demonstrate our algorithm in several dynamical systems exhibiting both periodic and chaotic oscillations.Comment: submitted to JCP in revised for

Numerical Shadowing Near Hyperbolic Trajectories

This is the published version, also available here: http://dx.doi.org/10.1137/0916068.Shadowing is a means of characterizing global errors in the numerical solution of initial value ordinary differential equations by allowing for a small perturbation in the initial condition. The method presented in this paper allows for a perturbation in the initial condition and a reparameterization of time in order to compute the shadowing distance in the neighborhood of a periodic orbit or more generally in the neighborhood of an attractor. The method is formulated for one-step methods and both a serial and parallel implementation are applied to the forced van der Pol equation, the Lorenz equation and to the approximation of a periodic orbit

Numerical Shadowing Using Componentwise Bounds and a Sharper Fixed Point Result

This is the published version, also available here: http://dx.doi.org/10.1137/S1064827599353452.Shadowing provides a means of obtaining global error bounds for approximate solutions of nonlinear differential equations with interesting dynamics, in particular, for initial value problems with positive Lyapunov exponents. Shadowing breaks down in the presence of zero Lyapunov exponents, although some results such as shadowing with rescaling of time have been obtained. Using a reformulation of the original differential equations and an improved fixed point result we take advantage of componentwise local error bounds to use relatively smaller error tolerances in nonhyperbolic and contractive directions (i.e., in directions corresponding to zero and negative Lyapunov exponents). The result is a decrease in the shadowing global error

Shadowing matching errors for wave-front-like solutions

Consider a singularly perturbed system $$\epsilon u_t=\epsilon^2 u_{xx} + f(u,x,\epsilon),\quad u\in {\Bbb R}^n,x\in{\Bbb R},t\geq 0.$$ Assume that the system has a sequence of regular and internal layers occurring alternatively along the $x$-direction. These ``multiple wave'' solutions can formally be constructed by matched asymptotic expansions. To obtain a genuine solution, we derive a {\em Spatial Shadowing Lemma} which assures the existence of an exact solution that is near the formal asymptotic series provided (1) the residual errors are small in all the layers, and (2) the matching errors are small along the lateral boundaries of the adjacent layers. The method should work on some other systems like $\epsilon u_t=-(-\epsilon^2 D_{xx})^m u+ \dots.$Comment: 52 pages in a dvi fil