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A time kink reduces the explicit midpoint local order

Example

On the domain D=R2, consider y′=∣t∣ with exact solution y(t)=12t∣t∣ and the explicit midpoint step

Mh(t,z):=z+hf(t+h2,z+h2f(t,z)).

For 0<h≤1, use the fixed compact time-state rectangle K=[−1,1]×[−1,1]. On the step starting at th=−h/2, the exact solution segment, the method input, midpoint stage, and method output all lie in K. This step has local defect −h2/4. As h↓0 these admitted starting times stay in [−1,1] and the defect is Θ(h2), so the uniform local order-two bound O(h3) fails at the time kink.

Verification

Given: 0<h≤1, f(t,z)=∣t∣, y(t)=12t∣t∣, and the displayed explicit midpoint map. Compute its local defect on [−h/2,h/2].

[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 O(h3) bound.

1.1givenalgebra

For t<0, y(t)=−t2/2 and y′(t)=−t=∣t∣; for t>0, y(t)=t2/2 and y′(t)=t=∣t∣. At t=0, lim⁡s→0(y(s)−y(0))/s=lim⁡s→0∣s∣/2=0=∣0∣. Hence y is the exact solution through y(0)=0.

2.1givenF1step 1.1algebra

At th=−h/2, the exact value is y(th)=−h2/8 and the explicit midpoint stage time is 0, where f(0,z)=0 for every stage value z. Thus Mh(th,y(th))=y(th)=−h2/8, while y(th+h)=y(h/2)=h2/8.

3.1F1step 2.1algebra

Therefore δh(th;y)=−h2/4. The exact segment has ∣t∣≤h/2≤1/2 and ∣y(t)∣≤1/8; the input and output states are −h2/8, and the midpoint stage state is h2/8, all in [−1,1]. Their time coordinates also lie in [−1,1], so the definition applies on the fixed compact set K. If a uniform order-two bound held, h2/4≤Ch3 for every 0<h≤1, forcing C≥1/(4h) as h↓0, which is impossible.

4.1F1givenstep 1.1algebra∎

For an arbitrary t∈R and h>0, the method increment from the exact state is h∣t+h/2∣. If [t,t+h] lies on either side of 0, then y is quadratic there and this increment equals y(t+h)−y(t), so the defect is zero. If t<0<t+h, put r=−t/h∈(0,1). Using y(t)=−t2/2 and y(t+h)=(t+h)2/2 gives δh(t;y)=−h2r2 for 0<r≤1/2 and δh(t;y)=−h2(1−r)2 for 1/2≤r<1. Thus every crossing step has ∣δh(t;y)∣≤h2/4, and the same bound holds for every step. In particular, it holds uniformly for all admitted starts and steps in K; 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 O(h3) local bound at the nonsmooth time kink.

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