On convergence of higher order schemes for the projective integration method for stiff ordinary differential equations

• John Maclean ^[1] ; Georg A. Gottwald ^[1]
  1. [1] University of Sydney

     University of Sydney

     Australia

     
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 288, Nº 1 (November 2015), 2015, págs. 44-69
• Idioma: inglés
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• Resumen

  • We present a convergence proof for higher order implementations of the projective integration method (PI) for a class of deterministic multi-scale systems in which fast variables quickly settle on a slow manifold. The error is shown to contain contributions associated with the length of the microsolver, the numerical accuracy of the macrosolver and the distance from the slow manifold caused by the combined effect of micro- and macrosolvers, respectively. We also provide stability conditions for the PI methods under which the fast variables will not diverge from the slow manifold. We corroborate our results by numerical simulations.