The effect of quadrature on the dynamics of a discretised nonlinear integro-differential equation

M.A. Aves, P.J. Davies, D.J. Higham

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

The long-term dynamics of a discretized, nonlinear, integro-differential equation with convolution kernel are studied. For a constant time-step algorithm the existence and stability of fixed and periodic points are investigated. A systematic treatment is given, which quantifies the effect of varying the quadrature rule and integrating the kernel exactly or approximately. Special attention is paid to spurious behaviour that occurs below, or around, the 'natural' time-step that corresponds to the linear stability limit for the correct fixed point. It is shown that spurious solutions exist, and can be computed, within this linear stability range. In addition to fixed points and period two solutions, analysis is performed for a class of period three orbits that are observed to be relevant to the long-term dynamics. Finally, an adaptive algorithm, based on local error control, is studied and a simple model describing its long-term behaviour is developed.
LanguageEnglish
Pages1-20
Number of pages20
JournalApplied Numerical Mathematics
Volume32
Issue number1
DOIs
Publication statusPublished - Jan 2000

Fingerprint

Nonlinear Integro-differential Equations
Integrodifferential equations
Quadrature
Fixed point
Linear Stability
Period Two Solutions
Spurious Solutions
kernel
Periodic Points
Quadrature Rules
Error Control
Adaptive algorithms
Time Constant
Adaptive Algorithm
Convolution
Orbits
Quantify
Orbit
Range of data
Model

Keywords

  • convolution kernel
  • error control
  • linear stability
  • time-stepping
  • applied mathematics
  • computer science

Cite this

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The effect of quadrature on the dynamics of a discretised nonlinear integro-differential equation. / Aves, M.A.; Davies, P.J.; Higham, D.J.

In: Applied Numerical Mathematics, Vol. 32, No. 1, 01.2000, p. 1-20.

Research output: Contribution to journalArticle

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