The dynamics of some iterative implicit schemes

Abstract

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations is analyzed using the theory of dynamical systems. With the aid of parallel Connection Machines (CM-2 and CM-5), the associated bifurcation diagrams as a function of the time step, and the complex behavior of the associated 'numerical basins of attraction' of these iterative implicit schemes are revealed and compared. Studies showed that all of the four implicit LMMs exhibit a drastic distortion and segmentation but less shrinkage of the basin of attraction of the true solution than standard explicit methods. The numerical basins of attraction of a noniterative implicit procedure mimic more closely the basins of attraction of the differential equations than the iterative implicit procedures for the four implicit LMMs.