Evaluating the evans function: Order reduction in numerical methods

We consider the numerical evaluation of the Evans function, a Wronskian-like determinant that arises in the study of the stability of travelling waves. Constructing the Evans function involves matching the solutions of a linear ordinary differential equation depending on the spectral parameter. The problem becomes stiff as the spectral parameter grows. Consequently, the Gauss-Legendre method has previously been used for such problems; however more recently, methods based on the Magnus expansion have been proposed. Here we extensively examine the stiff regime for a general scalar Schrödinger operator. We show that although the fourth-order Magnus method suffers from order reduction, a fortunate cancellation when computing the Evans matching function means that fourth-order convergence in the end result is preserved. The Gauss-Legendre method does not suffer from order reduction, but it does not experience the cancellation either, and thus it has the same order of convergence in the end result. Finally we discuss the relative merits of both methods as spectral tools. © 2007 American Mathematical Society.