On nonlinear difference and differential equations

A generalization of the logarithmic norm to nonlinear operators, the Dahlquist constant is introduced as a useful tool for the estimation and analysis of error propagation in general nonlinear first-order ODE's. It is a counterpart to the Lipschitz constant which has similar applications to difference equations. While Lipschitz constants can also be used for ODE's, estimates based on the Dahlquist constant always give sharper results.The analogy between difference and differential equations is investigated, and some existence and uniqueness results for nonlinear (algebraic) equations are given. We finally apply the formalism to the implicit Euler method, deriving a rigorous global error bound for stiff nonlinear problems.Dedicated to my teacher and friend, Professor Germund Dahlquist, on the occasion of his 60th birthday.     

非线性Lipschitz算子半群的渐近性质及其应用

本文对一类非线性算子半群————Lipschitz算子半群的渐近性质进行研究,刻划了非线性Lipschitz算子半群所具有的基本渐近性质（这些性质与线性算子半群所具有的基本渐近性质相一致）,证明了作为线性算子对数范数的非线性推广,Dahlquist数能用于刻划非线性Lipschitz算子半群的渐近性质.为克服Dahlquist数只对Lips-chitz算子有定义的缺点,本文引入一个全新的特征数:广义 Dahlquist数,并证明广义Dahlquist数比Dahlquist数能更为精确地刻划Lipschitz算子半群的渐近性质.作为应用,得到关于 Hopfield型神经网络全局指数稳定性的一个新结果.     

A proof of the first dahlquist barrier by order stars

Dahlquist proved that under the condition of zero-stability the order of lineark-step methods is bounded by 2[(k+2)/2]. In the present paper we provide a proof of this celebrated result by using the theory of order stars. Dedicated to Germund Dahlquist on his 60th birthday; the initial value and global maximum of our research.     

Logarithmic Norms and Nonlinear DAE Stability

Logarithmic norms are often used to estimate stability and perturbation bounds in linear ODEs. Extensions to other classes of problems such as nonlinear dynamics, DAEs and PDEs require careful modifications of the logarithmic norm. With a conceptual focus, we combine the extension to nonlinear ODEs [15] with that of matrix pencils [10] in order to treat nonlinear DAEs with a view to cover certain unbounded operators, i.e. partial differential algebraic equations. Perturbation bounds are obtained from differential inequalities for any given norm by using the relation between Dini derivatives and semi-inner products. Simple discretizations are also considered.     

Symmetric linear multistep methods

Some important early contributions of Germund Dahlquist are reviewed and their impact to recent developments in the numerical solution of ordinary differential equations is shown. This work is an elaboration of a talk presented in the Dahlquist session at the SciCADE05 conference in Nagoya. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65L06, 65P10     

Computation of periodic solutions of nonlinear odes

The paper proposes a new Gauss-Newton algorithm for the computation of periodic orbits in autonomous nonlinear ODEs. On the basis of Floquet theory, the new algorithm is shown to converge quadratically in a neighbourhood of the solution. Nontrivial examples are included.Dedicated to Germund Dahlquist, on the occasion of his 60th birthday     

The equivalence ofB-stability andA-stability

It is a well-known result of Dahlquist that the linear (A-stability) and non-linear (G-stability) stability concepts are equivalent for multistep methods in their one-leg formulation. We show to what extent this result also holds for Runge-Kutta methods. Dedicated to Germund Dahlquist on the occasion of his 60th birthday.     

On some orthogonal polynomials of interest in theoretical chemistry

Constructive methods are developed for a class of polynomials orthogonal on two symmetric intervals. An analysis is given of certain phenomena of instability in connection with nonlinear recursions. Special cases arising in the study of the diatomic linear chain are worked out explicitly. In one of these cases the associatedn-point Gauss-Christoffel quadrature formula has equal weights whenevern is even.To Germund Dahlquist on his 60th birthdayResearch supported in part by the National Science Foundation under grant MCS-7927158A1.     

Nonnormality and stochastic differential equations

A highly nonnormal Jacobian may give rise to large transients. This behaviour has been shown to have implications for (a) the relevance of linearising a nonlinear system and (b) the timestep restrictions required to keep a numerical method stable. Here, we show that nonnormality also manifests itself for stochastic differential equations. We give an example of a family of systems that is stable without noise, but can be made exponentially unstable in mean-square by a noise perturbation that shrinks to zero as the nonnormality increases. We then show via finite-time convergence theory that an Euler approximation shares the same property, giving a discrete analogue of the result. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65C30, 34F05     

A Relation Between the Weighted Logarithmic Norm of a Matrix and the Lyapunov Equation

In this note, we define a weighted logarithmic norm for any matrix. In the case when a stable matrix A is considered, we obtain the relationship between the maximal eigenvalue of a symmetric positive definite matrix H which is a solution of the Lyapunov equation and the weight H logarithmic norm of A. It can be seen that the weighted logarithmic norm of A is always a negative value in this case. Several examples illustrate the relationship.     

Dahlquist’s classical papers on stability theory

This text, which is based on the author’s talk in honour of G. Dahlquist at the SciCade05 meeting in Nagoya, describes the two classical papers from 1956 and 1963 of Dahlquist and their enormous impact on the research of decades to come; it also allows the author to present a personal testimony of his never ending admiration for the scientific and personal qualities of this great man.In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65F05, 65F07     

Thirty years of G-stability

The 1976 paper of G. Dahlquist, [13], has had a wide-ranging impact on our understanding of numerical methods for the solution of stiff differential equation systems. The present paper surveys some of the work of Dahlquist in this area. It also shows how this has led to contributions by other authors. In particular, the paper contains a review of non-linear stability for Runge–Kutta and general linear methods. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65L05, 65L06, 65L20     

An iterative Lavrentiev regularization method

This paper presents an iterative method for the computation of approximate solutions of large linear discrete ill-posed problems by Lavrentiev regularization. The method exploits the connection between Lanczos tridiagonalization and Gauss quadrature to determine inexpensively computable lower and upper bounds for certain functionals. This approach to bound functionals was first described in a paper by Dahlquist, Eisenstat, and Golub. A suitable value of the regularization parameter is determined by a modification of the discrepancy principle. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65R30, 65R32, 65F10     

Some observations on local least squares

In previous work we introduced a construction to produce biorthogonal multiresolutions from given subdivisions. The approach involved estimating the solution to a least squares problem by means of a number of smaller least squares approximations on local portions of the data. In this work we use a result by Dahlquist, et al. on the method of averages to make observational comparisons between this local least squares estimation and full least squares approximation. We have explored examples in two problem domains: data reduction and data approximation. We observe that, particularly for design matrices with a repetitive pattern of column entries, the least squares solution is often well estimated by local least squares, that the estimation rapidly improves with the size of the local least squares problems, and that the quality of the estimate is largely independent of the size of the full problem. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 93E24     

Dahlquist's first barrier for multistage multistep formulas

Dahlquist's proof of his barrier for the order of stable linear multistep methods is combined with Reimer's proof of the corresponding barrier for multistep multiderivative methods. This leads to a shortening of Reimer's original proof and gives lower bounds for the error constant. These bounds are then studied for high error order and are used to model the optimal order and stepsize selection in an idealized integration code. Dedicated to Professor Germund Dahlquist on the occasion of his sixtieth birthday.     

On the computation of highly oscillatory multivariate integrals with stationary points

We consider two types of highly oscillatory bivariate integrals with a nondegenerate stationary point. In each case we produce an asymptotic expansion and two kinds of quadrature algorithms: an asymptotic method and a Filon-type method. Our results emphasize the crucial role played by the behaviour at the stationary point and by the geometry of the boundary of the underlying domain. In memory of Germund Dahlquist (1925–2005). AMS subject classification (2000) Primary 65D32     

A note on the complexity of an algorithm for chebyshev approximation

Some remarks are given concerning the complexity of an exchange algorithm for Chebyshev Approximation.Dedicated to Germund Dahlquist on the occasion of his 60th birthday.Supported in part by NIH Grant RR01243 at the University of Washington. — The paper was revised at the Naval Postgraduate School, Monterey, California.     

Towards explicit methods for differential algebraic equations

Explicit methods have previously been proposed for parabolic PDEs and for stiff ODEs with widely separated time constants. We discuss ways in which Differential Algebraic Equations (DAEs) might be regularized so that they can be efficiently integrated by explicit methods. The effectiveness of this approach is illustrated for some simple index three problems. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65-L80, 34-04     

Numerical method for coupling the macro and meso scales in stochastic chemical kinetics

A numerical method is developed for simulation of stochastic chemical reactions. The system is modeled by the Fokker–Planck equation for the probability density of the molecular state. The dimension of the domain of the equation is reduced by assuming that most of the molecular species have a normal distribution with a small variance. The numerical approximation preserves properties of the analytical solution such as non-negativity and constant total probability. The method is applied to a nine dimensional problem modelling an oscillating molecular clock. The oscillations stop at a fixed point with a macroscopic model but they continue with our two dimensional, mixed macroscopic and mesoscopic model. Dedicated to the memory of Germund Dahlquist (1925–2005). AMS subject classification (2000)  65M20, 65M60     

Tensor logarithmic norm and its applications

Matrix logarithmic norm is an important quantity, which characterize the stability of linear dynamical systems. We propose the logarithmic norms for tensors and tensor pairs, and extend some classical results from the matrix case. Moreover, the explicit forms of several tensor logarithmic norms and semi‐norms are also derived. Employing the tensor logarithmic norms, we bound the real parts of all the eigenvalues of a complex tensor and study the stability of a class of nonlinear dynamical systems. Copyright © 2016 John Wiley & Sons, Ltd.