Abstract
The goal of this paper is to present some new results and to give insight and guidelines on the application of nonlinear dynamics theory to the better understanding of asymptotic numerical solutions and nonlinear instability in finite difference methods for nonlinear differential equations that display genuinely nonlinear behavior. Our hope is to reach researchers in the fields of computational sciences and, in particular, computational fluid dynamics (CFD). Although the study of nonlinear dynamics and chaotic dynamics for nonlinear differential equations and for nonlinear discrete maps (nonlinear difference equations) have independently flourished for the last decade, there are very few investigators addressing the issue on the connection between the nonlinear dynamical behavior of the continuous systems and the corresponding nonlinear discrete map resulting from finite-difference discretizations. This issue is especially vital for computational sciences since nonlinear differential equations in applied sciences can rarely be solved in closed form and it is often necessary to replace them by finite dimensional nonlinear discrete maps. It is important to realize that these nonlinear discrete maps can exhibit a much richer range of dynamical behavior than their continuum counterparts. Furthermore, it is important to ask what happens when linear stability in numerical integrations breaks down for problems with genuinely nonlinear behavior. Here our objective is neither to provide theory nor to illustrate with realistic examples the connection of the dynamical behavior of practical fluid dynamics equations with their discretized counterparts, but rather to give insight into the nonlinear features unconventional to this type of study and to concentrate on the fundamental ideas.
Staff Scientist, Fluid Dynamics Division.
Lecturer, Department of Mathematics.
Senior Lecturer, Department of Mathematical Sciences.
Preview
Unable to display preview. Download preview PDF.
References
NASA Computational Fluid Dynamics Conference, NASA Conference Publication 10038, Vol. 1 and 2, March 7–9, 1989.
R.L. Devaney, An Introduction to Chaotic Dynamical Systems, Addison Wesley, New York, 1987.
R.Seydel, From Equilibrium to Chaos, Elsevier, New York, 1988.
J. Guckenheimer and P. Holmes, Nonlinear Oscillations, Dynamical Systems, and Bifurcations of Vector Fields, Springer-Verlag, New York, 1983.
J.M.T. Thompson and H.B. Stewart, Nonlinear Dynamics and Chaos, John Wiley, New York, 1986.
C.S. Hsu, Cell-to-Cell Mapping, Springer-Verlag, New York, 1987.
M. Kubicek and M. Marek, Computational Methods in Bifurcation Theory and Dissipative Structures, Springer-Verlag, New York, 1983.
T.S. Parker and L.O. Chua, Practical Numerical Algorithms for Chaotic Systems, Springer-Verlag, New York, 1989.
E. A. Jackson, Perspectives of Nonlinear Dynamics, Cambridge, Cambridge, 1989.
E. Beltrami, Mathematics for Dynamic Modeling, Academic Press, Orlando, 1987.
R.M. May, J. Theoret. Biol., Vol. 51, 1975, pp. 511–524.
H.C. Yee, Ph.D. Dissertation, University of Calif., Berkeley, Calif., USA, 1975.
C.S. Hsu, Advances in Applied Mechanics, Academic Press, New York, Vol. 17, 1977, pp. 245–301.
A.M. Panov, Uch. Zap. Ural. Gos. Univ. vyp, Vol. 19, 1956, pp. 89–99.
O. Perron, J. Reine Angew. Math. Vol. 161, 1929, pp. 41–64.
C.S. Hsu, H.C. Yee and W.H. Cheng, J. Appl. Mech., Vol. 44, pp., 1977, pp. 147–153.
C.S. Hsu, H.C. Yee and W.H. Cheng, J. Sound Vib., Vol. 50, 1977, pp. 95–116.
R.M. May, Nature, Vol. 261, 1976, pp. 459–467.
R.M. May, Science, Vol. 186, No. 15, 1974, pp. 645–647.
T.Y. Li and J.A. Yorke, Am. Math. Monthly, Vol. 82, 1975, pp. 985–992.
E.N. Lorenz, Tellus, Vol. 16, 1964, pp. 1–11.
M.J. Feigenbaum, J. Stat. Phys., Vol. 19, 1978, pp. 25–52.
C.S. Hsu and H.C. Yee, J. Appl. Mech., Vol. 44, 1975, pp. 870–876.
S. Ushiki, Physica 4D, 1982, pp. 407–424.
F. Brezzi, S. Ushike and H. Fujii, Numerical Methods for Bifurcation Problems, T. Kupper, H.D. Mittleman and H. Weber eds., Birkhauser-Verlag, Boston, 1984.
R. Schreiber and H.B. Keller, J. Comput. Phys., Vol. 49, No. 1, 1983.
W.J. Beyn and E.J. Doedel, SIAM J. Sci. Statist. Comput., Vol. 2, 1981, pp. 107–120.
R.B. Kellogg, G.R. Shubin, and A.B. Stephens, SIAM J. Numer. Anal. Vol. 17, No. 6, 1980, pp. 733–739.
A.B. Stephens and G.R. Shubin, SIAM J. Sci. Statist Comput., Vol. 2, 1981, pp. 404–415.
G.R. Shubin, A.B. Stephens and H.M. Glaz, J. Comput. Phys., Vol. 39, 1981, pp. 364–374.
P.G. Reinhall, T.K. Caughey and D.W. Storti, Trans. of the ASME, J. Appl. Mech., 89-APM-6, 1989.
E.N. Lorenz, Physica D, Vol. 35, 1989, pp. 299–317.
A.J. Lichtenberg and M.A. Lieberman, Regular and Stochastic Motion, Appl. Math. Sci. Bd. 38, Springer-Verlag, New York, 1983.
R.H. Miller, “A Horror Story about Integration Methods,” J. Comput. Phys., to appear.
W.A. Mulder and B. van Leer, AIAA-83-1930, July 1983.
M. Prüffer, SIAM J. Appl. Math. Vol. 45, 1985, pp. 32–69.
W.-J. Beyn, SIAM J. Numer. Anal., Vol. 24, No. 5, 1987, pp. 1095–1113.
H.C. Yee, P.K. Sweby and D.F. Griffiths, “Dynamcal Approach Study of Spurious Steady-State Numerical Solutions for Nonlinear Differential Equations, Part I. The ODE Connection and Its Implications for Algorithm Development in Computational Fluid Dynamics,” submitted to J. Comput. Phys., March 1990, also NASA TM-102820, April 1990.
A.R. Mitchell and D.F. Griffiths, Report NA/88 July 1985, Department of Mathematical Sciences, University of Dundee, Scotland U.K.
A.R. Mitchell and J.C. Bruch, Jr., Numerical Methods for PDEs, Vol. 1, 1985, pp. 13–23.
A.R. Mitchell, P. John-Charles and B.D. Sleeman, Numerical Analysis Report 93, May 1986, Department of Mathematical Sciences, University of Dundee, Scotland.
V.S. Manoranjan, A.R. Mitchell, and B.D. Sleeman, J. Comput. App. Math., Vol. 11, 1984, pp. 27–37.
B.D. Sleeman, D.F. Griffiths, A.R. Mitchell and P.D. Smith, SIAM J. Sci. Stat. Comput., Vol. 9, No. 3, May 1988, pp. 543–557.
D.F. Griffiths and A.R. Mitchell, Report NA/113, Jan. 1988, Dept. Math. and Compt. Science, University of Dundee, Scotland.
A.R. Mitchell, G. Stein and M. Maritz, Comm. Appl. Num. Meth., Vol. 4, 1988, pp. 263–272.
D.F. Griffiths and A.R. Mitchell, Inst. Math. Applics., J. Num. Analy., Vol. 8, 1988, pp. 435–454.
A.R. Mitchell and S.W. Schoombie, J. Comp. Appl. Math., Vol 25, 1989, pp. 363–372.
J.M. Sanz-Serna and F. Vadillo, Proceedings Dundee, 1985, G.A. Watson and D.F. Griffiths, eds., Pitman, London.
A. Iserles, International Conference on Numerical Mathematics, Singapore, R.P. Agarwal, ed., Birkhauser, Basel, 1989.
A. Iserles and J.M. Sanz-Serna, “Equilibria of Runge-Kutta Methods,” Numerical Analysis Reports, DAMTP 1989/NA4, Univeristy of Cambridge, England, May 1989.
A. Iserles, A.T. Peplow and A.M. Stuart, “A Unified Approach to Spurious Solutions Introduced by Time Discretisation, Part 1: Basic Theory,” DAMTP 1990/NA4, Numerical Analysis Reports, University of Cambridge, March 1990.
A.M. Stuart, IMA J. Num. Anal., Vol. 9, 1989, pp. 465–486.
A. Stuart, “The Global Attractor Under Discretisation,” to appear, Proc. NATO Conference on Continuation & Bifurcation, 1989.
A. Stuart and A. Peplow, “The Dynamics of the Theta Method,” to appear, SIAM J. Sci. Stat. Comput.
A. Stuart, SIAM Review, Vol. 31, No. 2, 1989, pp. 191–220.
A. Stuart and M.S. Floater, “On the Computation of Blow-up,” submitted to the European J. Appl. Math., May 1989.
P.K. Sweby, H.C. Yee and D.F. Griffiths, “On Spurious Steady-State Solutions of Explicit Runge-Kutta Schemes,” Numerical Analysis Report 3/90, U. of Reading, March 1990, also NASA TM-102819, April 1990.
C. Grebogi E. Ott and J. Yorke, Science, Vol. 238, 1987, pp. 585–718.
S.W. McDonald, C. Grebogi E. Ott and J. Yorke, Physica 17D, 1985, pp. 125–153.
C. Grebogi E. Ott and J. Yorke, Physics 7D, 1983, pp. 181–200.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1990 Springer-Verlag
About this paper
Cite this paper
Yee, H.C., Sweby, P.K., Griffiths, D.F. (1990). A study of spurious asymptotic numerical solutions of nonlinear differential equations by the nonlinear dynamics approach. In: Morton, K.W. (eds) Twelfth International Conference on Numerical Methods in Fluid Dynamics. Lecture Notes in Physics, vol 371. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-53619-1_180
Download citation
DOI: https://doi.org/10.1007/3-540-53619-1_180
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-53619-2
Online ISBN: 978-3-540-46918-6
eBook Packages: Springer Book Archive