Convergence of multistep time discretizations of nonlinear dissipative evolution equations

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Abstract

Global error bounds are derived for multistep time discretizations of fully nonlinear evolution equations on infinite dimensional spaces. In contrast to earlier studies, the analysis presented here is not based on linearization procedures but on the fully nonlinear framework of logarithmic Lipschitz constants and nonlinear semigroups. The error bounds reveal how the contractive or dissipative behavior of the vector field, governing the evolution, and the properties of the multistep method influence the convergence. A multistep method which is consistent of order p is proven to be convergent of the same order when the vector field is contractive or strictly dissipative, i.e., of the same order as in the ODE-setting. In the contractive context it is sufficient to require strong zero-stability of the method, whereas strong A-stability is sufficient in the dissipative case.
Original languageEnglish
Pages (from-to)55-65
JournalSIAM Journal on Numerical Analysis
Volume44
Issue number1
DOIs
Publication statusPublished - 2006

Bibliographical note

The information about affiliations in this record was updated in December 2015.
The record was previously connected to the following departments: Numerical Analysis (011015004)

Subject classification (UKÄ)

  • Mathematics

Free keywords

  • convergence
  • stability
  • multistep methods
  • dissipative maps
  • nonlinear evolution equations
  • logarithmic Lipschitz constants

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