Numerical evaluation of the evans function by Magnus integration

Nairo D. Aparicio, S. J A Malham, Marcel Oliver

Research output: Contribution to journalArticle

15 Citations (Scopus)

Abstract

We use Magnus methods to compute the Evans function for spectral problems as arise when determining the linear stability of travelling wave solutions to reaction-diffusion and related partial differential equations. In a typical application scenario, we need to repeatedly sample the solution to a system of linear non-autonomous ordinary differential equations for different values of one or more parameters as we detect and locate the zeros of the Evans function in the right half of the complex plane. In this situation, a substantial portion of the computational effort-the numerical evaluation of the iterated integrals which appear in the Magnus series-can be performed independent of the parameters and hence needs to be done only once. More importantly, for any given tolerance Magnus integrators possess lower bounds on the step size which are uniform across large regions of parameter space and which can be estimated a priori. We demonstrate, analytically as well as through numerical experiment, that these features render Magnus integrators extremely robust and, depending on the regime of interest, efficient in comparison with standard ODE solvers. © Springer 2005.

Original languageEnglish
Pages (from-to)219-258
Number of pages40
JournalBIT Numerical Mathematics
Volume45
Issue number2
DOIs
Publication statusPublished - Jun 2005

Keywords

  • Evans function
  • Magnus expansion
  • Neumann expansion

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