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A time kink reduces the explicit midpoint local order
Example
On the domain , consider with exact solution and the explicit midpoint step
For , use the fixed compact time-state rectangle . On the step starting at , the exact solution segment, the method input, midpoint stage, and method output all lie in . This step has local defect . As these admitted starting times stay in and the defect is , so the uniform local order-two bound fails at the time kink.
Verification
Given: , , , and the displayed explicit midpoint map. Compute its local defect on .
[F1] One-step ODE methods, local defect, uniform order, and step stability: the local defect is method output from an exact starting value minus the exact endpoint; uniform local order two requires a uniform bound.
For , and ; for , and . At , . Hence is the exact solution through .
At , the exact value is and the explicit midpoint stage time is , where for every stage value . Thus , while .
Therefore . The exact segment has and ; the input and output states are , and the midpoint stage state is , all in . Their time coordinates also lie in , so the definition applies on the fixed compact set . If a uniform order-two bound held, for every , forcing as , which is impossible.
For an arbitrary and , the method increment from the exact state is . If lies on either side of , then is quadratic there and this increment equals , so the defect is zero. If , put . Using and gives for and for . Thus every crossing step has , and the same bound holds for every step. In particular, it holds uniformly for all admitted starts and steps in ; together with step 3.1, the uniform local order is exactly one.
Remarks
Hairer–Nørsett–Wanner's midpoint construction and its order discussion assume sufficient smoothness; this verification does not import a smooth-field order theorem. It directly disproves an local bound at the nonsmooth time kink.
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Sources
- Ernst Hairer, course notes, Chapter III: Équations Différentielles Ordinaires, Section III.2 (standard reference, not scraped)
- MIT OpenCourseWare, 18.330 Introduction to Numerical Analysis (Spring 2012), Chapter 5 (standard reference, not scraped)