Phase space error control with variable time-stepping algorithms applied to the forward Euler method for autonomous dynamical systems

Abstract

We consider a phase space stability error control for numerical simulation of dynamical systems. Standard adaptive algorithm used to solve the linear systems perform well during the finite time of integration with fixed initial condition and performs poorly in three areas. To overcome the difficulties faced the Phase Space Error control criterion was introduced. A new error control was introduced by R. Vigneswaran and Tony Humbries which is generalization of the error control first proposed by some other researchers. For linear systems with a stable hyperbolic fixed point, this error control gives a numerical solution which is forced to converge to the fixed point. In earlier, it was analyzed only for forward Euler method applied to the linear system whose coefficient matrix has real negative eigenvalues. In this paper we analyze forward Euler method applied to the linear system whose coefficient matrix has complex eigenvalues with negative large real parts. Some theoretical results are obtained and numerical results are given.