Transforming chaotic and stiff systems to improve numerical accuracy

Abstract

Systems of differential equations can exhibit chaotic or stiff behavior under specific conditions, posing challenges for time-stepping numerical methods. For explicit methods, the required time step resolution significantly exceeds the resolution associated with the smoothness of the exact solution for specified accuracy. In order to improve efficiency, the question arises whether transformation to asymptotically stable solutions can be performed, for which neighbouring solutions converge towards each other at a controlled rate. Employing the concept of local Lyapunov exponents, it is shown that chaotic differential equations can indeed be transformed to obtain high accuracy, whereas stiff equations cannot. For instance, the accuracy of explicit fourth order Runge–Kutta solution of the Lorenz chaotic equations can be increased by several orders of magnitude. Alternatively, the time step can be significantly extended with retained accuracy. The transform method applies broadly to chaotic systems, including weather prediction and turbulence.