DYNAMICAL-APPROACH STUDY OF SPURIOUS STEADY-STATE NUMERICAL-SOLUTIONSOF NONLINEAR DIFFERENTIAL-EQUATIONS .2. GLOBAL ASYMPTOTIC-BEHAVIOR OFTIME DISCRETIZATIONS
Hc. Yee et Pk. Sweby, DYNAMICAL-APPROACH STUDY OF SPURIOUS STEADY-STATE NUMERICAL-SOLUTIONSOF NONLINEAR DIFFERENTIAL-EQUATIONS .2. GLOBAL ASYMPTOTIC-BEHAVIOR OFTIME DISCRETIZATIONS, International journal of computational fluid dynamics, 4(3-4), 1995, pp. 219
The global asymptotic nonlinear behavior of II explicit and implicit t
ime discretizations for four 2 x 2 systems of first-order autonomous n
onlinear ordinary differential equations (ODEs) is analyzed. The objec
tives are to gain a basic understanding of the difference in the dynam
ics of numerics between the scalars and systems of nonlinear autonomou
s ODEs and to set a baseline global asymptotic solution behavior of th
ese schemes for practical computations in computational fluid dynamics
. We show how ''numerical'' basins of attraction can complement the bi
furcation diagrams in gaining more detailed global asymptotic behavior
of time discretizations for nonlinear differential equations (DEs). W
e show how in the presence of spurious asymptotes the basins of the tr
ue stable steady states can be segmented by the basins of the spurious
stable and unstable asymptotes. One major consequence of this phenome
non which is not commonly known is that this spurious behavior can res
ult in a dramatic distortion and, in most cases, a dramatic shrinkage
and segmentation of the basin of attraction of the true solution for f
inite time steps. Such distortion, shrinkage and segmentation of the n
umerical basins of attraction will occur regardless of the stability o
f the spurious asymptotes, and will occur for unconditionally stable i
mplicit linear multistep methods. In other words, for the same (common
) steady-state solution the associated basin of attraction of the DE m
ight be very different from the discretized counterparts and the numer
ical basin of attraction can be very different from numerical method t
o numerical method. The results can be used as an explanation for poss
ible causes of error, and slow convergence and nonconvergence of stead
y-state numerical solutions when using the time-dependent approach for
nonlinear hyperbolic or parabolic PDEs.