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An Isaac Newton Institute Workshop

The Theory of Highly Oscillatory Problems

Numerically evaluating the Evans function by Magnus integration

29th March 2007

Authors: Simon Malham (Heriot-Watt), Nairo Aparicio (Oxford Brookes), Marcel Oliver (IUB)


We use Magnus methods to compute the Evans function for spectral problems as arise when determining the linear stability of travelling wave solutions to reaction-diffusion and related partial differential equations. In a typical application scenario, we need to repeatedly sample the solution to a system of linear non-autonomous ordinary differential equations for different values of one or more parameters as we detect and locate the zeros of the Evans function in the right half of the complex plane.

In this situation, a substantial portion of the computational effort---the numerical evaluation of the iterated integrals which appear in the Magnus series---can be performed independent of the parameters and hence needs to be done only once. More importantly, for any given tolerance Magnus integrators possess lower bounds on the step size which are uniform across large regions of parameter space and which can be estimated a priori. We demonstrate, analytically as well as through numerical experiment, that these features render Magnus integrators extremely robust and, depending on the regime of interest, efficient in comparison with standard ODE solvers.