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A breakpoint-crossing RK4 step has a second-order defect

Example

Let τ>0 and solve the retarded equation y′(t)=y(t−τ) with history ϕ(s)=s on [−τ,0]. Choose an integer m≥1 and h=τ/(m+1/2), so a classical four-stage RK4 step from t−=mh to t+=(m+1)h crosses the first breakpoint t=τ at its midpoint. This example computes its exact-start local defect; it does not assert a fourth-order DDE bound for a mesh that crosses a breakpoint. On an ODE y′=g(t), the classical RK4 rule used here is Q=h(k1+2k2+2k3+k4)/6, with k1=g(t−), k2=k3=g(t−+h/2), and k4=g(t−+h). For affine g, the weighted average is g(t−+h/2), so this rule integrates g exactly.

Facts & Assumptions

Given: The retarded problem, m≥1, and the step [mh,(m+1)h] for h=τ/(m+1/2).

[F1]

The history and delayed equation are as in Retarded delay equations and their history space.

[F2]

The exact-start one-step local defect is the difference between the numerical output from the exact starting value and the exact next value (One-step ODE methods, local defect, uniform order, and step stability).

Verification

1.1givenF1algebra

For 0≤t≤τ, the delayed value is ϕ(t−τ)=t−τ, so y′(t)=t−τ and the solution matching y(0)=0 is y(t)=t2/2−τt. Earlier RK4 steps lie wholly in this interval, where g(t)=t−τ is affine and the RK4 rule in the Example integrates it exactly. Moreover y′′ jumps at τ: its left limit is 1, while its right limit is y′(0+)=−τ.

2.1step 1.1givenalgebra

Write x=t−τ. On the crossing step, the delayed right-hand side is g(t)=x for x≤0 and g(t)=x2/2−τx for x≥0. The terminal stage queries y(t+−τ)=y(h/2), and h/2<t−=mh for m≥1, so this value is already computed exactly by step 1.1; the midpoint uses y(0)=0. Therefore the RK4 stage values are g(t−)=−h/2, g(τ)=0, and g(t+)=h2/8−τh/2.

3.1givenstep 2.1algebra

The RK4 increment from the stated rule is Q=h[−h/2+(h2/8−τh/2)]/6=−(1+τ)h2/12+h3/48.

4.1step 2.1step 3.1algebra

The exact increment is ∫−h/20x dx+∫0h/2(x2/2−τx) dx=−(1+τ)h2/8+h3/48. Subtracting this from Q gives the exact-start defect (1+τ)h2/24>0.

5.1F2step 4.1algebra∎

This defect is not O(h5) as h→0, so the smooth-RHS fourth-order local-defect premise cannot be transferred across this breakpoint. Aligning or restarting at the breakpoint removes this particular crossing step but supplies no higher-order theorem without separate smoothness and error bounds.

Depends on

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Sources