Convergence of the Lambert-McLeod trajectory solver and of the celf method

Summary A trajectory problem is an initial value problemd y/dt=f(y),y(0)= where the interest lies in obtaining the curve traced by the solution (the trajectory), rather than in finding the actual correspondanc between values of the parametert and points on that curve. We prove the convergence of the Lambert-McLeod scheme for the numerical integration of trajectory problems. We also study the CELF method, an explicit procedure for the integration in time of semidiscretizations of PDEs which has some useful conservation properties. The proofs rely on the concept of restricted stability introduced by Stetter. In order to show the convergence of the methods, an idea of Strang is also employed, whereby the numerical solution is compared with a suitable perturbation of the theoretical solution, rather than with the theoretical solution itself.