University of Trier, Department of Mathematics, D-54286 Trier, Germany[Received 20 April 1994 and in revised form 27 March 1996]Discretization of autonomous ordinary differential equations by numerical methodsmight, for certain step sizes, generate solution sequences not corresponding tothe underlying flow—so-called 'spurious solutions' or 'ghost solutions'. In thispaper we explain this phenomenon for the case of explicit Runge-Kutta methodsby application of bifurcation theory for discrete dynamical systems. An importanttool in our analysis is the domain of absolute stability, resulting from theapplication of the method to a linear test problem. We show that hyperbolicfixed points of the (nonlinear) differential equation are inherited by the differencescheme induced by the numerical method while the stability type of theseinherited genuine fixed points is completely determined by the method's domainof absolute stability. We prove that, for small step sizes, the inherited fixed pointsexhibit the correct stability type, and we compute the corresponding limit stepsize. Moreover, we show in which way the bifurcations occurring at the limitstep size are connected to the values of the stability function on the boundary ofthe domain of absolute stability, where we pay special attention to bifurcationsleading to spurious solutions. In order to explain a certain kind of spurious fixedpoints which are not connected to the set of genuine fixed points, we interpretethe domain of absolute stability as a Mandelbrot set and generalize this approachto nonlinear problems.1. IntroductionIn order to solve an n-dimensional initial value problem for the autonomousordinary differential equation*(0) = i?x = f(x) (/6C'(R,R)) (1.1)numerically, the continuous differentia] equation is replaced by a differenceequation. It is a major question whether the corresponding (discrete) approximatesolution has the same asymptotic behaviour as the exact (continuous) solution.For several years it has been known that this is not always the case (Brezzi etal (1984), Dekker & Verwer (1984), Iserles (1989), Priifer (1985), Yamaguti &Ushiki (1981)), and in recent years a theory has been developed to understandthese phenomena (Griffiths et al (1992), Hairer et al (1990), Humphries (1993),Iserles (1990), Iserles et al (1991), Iserles & Stuart (1992)).In the present paper, we restrict ou r attention to the class of explicit Runge-Kuttamethods in order to obtain insight into the main features of the problem. Consider
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