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A breakpoint-crossing RK4 step has a second-order defect
Example
Let and solve the retarded equation with history on . Choose an integer and , so a classical four-stage RK4 step from to crosses the first breakpoint 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 , the classical RK4 rule used here is , with , , and . For affine , the weighted average is , so this rule integrates exactly.
Facts & Assumptions
Given: The retarded problem, , and the step for .
The history and delayed equation are as in Retarded delay equations and their history space.
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
For , the delayed value is , so and the solution matching is . Earlier RK4 steps lie wholly in this interval, where is affine and the RK4 rule in the Example integrates it exactly. Moreover jumps at : its left limit is , while its right limit is .
Write . On the crossing step, the delayed right-hand side is for and for . The terminal stage queries , and for , so this value is already computed exactly by step 1.1; the midpoint uses . Therefore the RK4 stage values are , , and .
The RK4 increment from the stated rule is .
The exact increment is . Subtracting this from gives the exact-start defect .
This defect is not as , 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
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
7 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- M. Zennaro, The Numerical Solution of Delay Differential Equations, Dobbiaco 2006 summer-school lecture notes (standard reference, not scraped)
- Nicola Guglielmi and Ernst Hairer, Solving Delay Differential Equations, Chapter 1 (standard reference, not scraped)