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Introduction Order stars and order arrows Applications Drawing pictures Gallery Experiments with Order Arrows Ali Abdi, Tabriz University John Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1

Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

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Page 1: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Experiments with Order Arrows

Ali Abdi, Tabriz University

John Butcher, University of Auckland

SciCADE 2011

Toronto

11–15 July 2011

0 5 10 15 20 251

Page 2: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

1 Introduction

Order and stability

Three Runge–Kutta methods

Relative stability regions2 Order stars and order arrows

Example 1: the implicit Euler method

Example 2: a third order implicit method

Properties of order arrows3 Applications

The Ehle “conjecture”

The Daniel-Moore “conjecture”

The Butcher-Chipman conjecture4 Drawing pictures

Why arrow pictures are hard to draw

Why arrow pictures are easy to draw

A differential equation for order arrows5 Gallery

0 5 10 15 20 252

Page 3: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

1 Introduction

Order and stability

Three Runge–Kutta methods

Relative stability regions2 Order stars and order arrows

Example 1: the implicit Euler method

Example 2: a third order implicit method

Properties of order arrows3 Applications

The Ehle “conjecture”

The Daniel-Moore “conjecture”

The Butcher-Chipman conjecture4 Drawing pictures

Why arrow pictures are hard to draw

Why arrow pictures are easy to draw

A differential equation for order arrows5 Gallery

0 5 10 15 20 253

Page 4: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

1 Introduction

Order and stability

Three Runge–Kutta methods

Relative stability regions2 Order stars and order arrows

Example 1: the implicit Euler method

Example 2: a third order implicit method

Properties of order arrows3 Applications

The Ehle “conjecture”

The Daniel-Moore “conjecture”

The Butcher-Chipman conjecture4 Drawing pictures

Why arrow pictures are hard to draw

Why arrow pictures are easy to draw

A differential equation for order arrows5 Gallery

0 5 10 15 20 254

Page 5: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

1 Introduction

Order and stability

Three Runge–Kutta methods

Relative stability regions2 Order stars and order arrows

Example 1: the implicit Euler method

Example 2: a third order implicit method

Properties of order arrows3 Applications

The Ehle “conjecture”

The Daniel-Moore “conjecture”

The Butcher-Chipman conjecture4 Drawing pictures

Why arrow pictures are hard to draw

Why arrow pictures are easy to draw

A differential equation for order arrows5 Gallery

0 5 10 15 20 255

Page 6: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

1 Introduction

Order and stability

Three Runge–Kutta methods

Relative stability regions2 Order stars and order arrows

Example 1: the implicit Euler method

Example 2: a third order implicit method

Properties of order arrows3 Applications

The Ehle “conjecture”

The Daniel-Moore “conjecture”

The Butcher-Chipman conjecture4 Drawing pictures

Why arrow pictures are hard to draw

Why arrow pictures are easy to draw

A differential equation for order arrows5 Gallery

0 5 10 15 20 256

Page 7: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Order and stability

In the solution of stiff problems there are many aims such as

High orderGood stabilityEconomical implementation

These attributes are not independent and there may be a conflict betweenthem.

Order arrows are a tool for exploring restrictions on order for methods that arerequired to be A-stable.

0 5 10 15 20 257

Page 8: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Order and stability

In the solution of stiff problems there are many aims such as

High orderGood stabilityEconomical implementation

These attributes are not independent and there may be a conflict betweenthem.

Order arrows are a tool for exploring restrictions on order for methods that arerequired to be A-stable.

0 5 10 15 20 258

Page 9: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Order and stability

In the solution of stiff problems there are many aims such as

High orderGood stabilityEconomical implementation

These attributes are not independent and there may be a conflict betweenthem.

Order arrows are a tool for exploring restrictions on order for methods that arerequired to be A-stable.

0 5 10 15 20 259

Page 10: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Three Runge–Kutta methods

I would like to talk about three special methods which I will call Eu,Im andTh.

0 0

1(Eu)

1 1

1(Im)

0 16 −4

376

12

16

23 −1

3

1 16

23

16

16

23

16

(Th)

Eu is the Euler method,Im is the Implicit Euler method andTh is a Third order implicit Runge–Kutta method

0 5 10 15 20 2510

Page 11: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Three Runge–Kutta methods

I would like to talk about three special methods which I will call Eu,Im andTh.

0 0

1(Eu)

1 1

1(Im)

0 16 −4

376

12

16

23 −1

3

1 16

23

16

16

23

16

(Th)

Eu is the Euler method,Im is the Implicit Euler method andTh is a Third order implicit Runge–Kutta method

0 5 10 15 20 2511

Page 12: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

The stability functions for the three methods are

R(z) = 1+z = exp(z)− 12z2 +O(z3) (Eu)

R(z) =1

1−z= exp(z)+ 1

2z2 +O(z3) (Im)

R(z) =1

1−z+ 12z2− 1

6z3= exp(z)+ 1

24z4 +O(z5) (Th)

0 5 10 15 20 2512

Page 13: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

The stability functions for the three methods are

R(z) = 1+z = exp(z)− 12z2 +O(z3) (Eu)

R(z) =1

1−z= exp(z)+ 1

2z2 +O(z3) (Im)

R(z) =1

1−z+ 12z2− 1

6z3= exp(z)+ 1

24z4 +O(z5) (Th)

and the stability regions are

Eu Im Th0 5 10 15 20 25

13

Page 14: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

The Euler method has very poor stability and it should not be usedwith stiff problems.

The Implicit Euler method is A-stable and it can safely be used withmost stiff problems.

The special third order method is not A-stable but it is A(α)-stablewith α ≈ 88◦.

For many problems, such as pure diffusion problems, the special thirdorder method will be completely satisfactory.

However, in this talk, we are interested in A-stability alone and thecompetition this property has with the order of methods.

0 5 10 15 20 2514

Page 15: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

The Euler method has very poor stability and it should not be usedwith stiff problems.

The Implicit Euler method is A-stable and it can safely be used withmost stiff problems.

The special third order method is not A-stable but it is A(α)-stablewith α ≈ 88◦.

For many problems, such as pure diffusion problems, the special thirdorder method will be completely satisfactory.

However, in this talk, we are interested in A-stability alone and thecompetition this property has with the order of methods.

0 5 10 15 20 2515

Page 16: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

The Euler method has very poor stability and it should not be usedwith stiff problems.

The Implicit Euler method is A-stable and it can safely be used withmost stiff problems.

The special third order method is not A-stable but it is A(α)-stablewith α ≈ 88◦.

For many problems, such as pure diffusion problems, the special thirdorder method will be completely satisfactory.

However, in this talk, we are interested in A-stability alone and thecompetition this property has with the order of methods.

0 5 10 15 20 2516

Page 17: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

The Euler method has very poor stability and it should not be usedwith stiff problems.

The Implicit Euler method is A-stable and it can safely be used withmost stiff problems.

The special third order method is not A-stable but it is A(α)-stablewith α ≈ 88◦.

For many problems, such as pure diffusion problems, the special thirdorder method will be completely satisfactory.

However, in this talk, we are interested in A-stability alone and thecompetition this property has with the order of methods.

0 5 10 15 20 2517

Page 18: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

The Euler method has very poor stability and it should not be usedwith stiff problems.

The Implicit Euler method is A-stable and it can safely be used withmost stiff problems.

The special third order method is not A-stable but it is A(α)-stablewith α ≈ 88◦.

For many problems, such as pure diffusion problems, the special thirdorder method will be completely satisfactory.

However, in this talk, we are interested in A-stability alone and thecompetition this property has with the order of methods.

0 5 10 15 20 2518

Page 19: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Relative stability regions

The “instability region” associated with a stability function R(z) is theset of points in the complex plane such that

|R(z)| > 1.Therelative instability region is the set such that

|exp(−z)R(z)| > 1.The stability region and the relative stability regions aredefined in asimilar way but with> replaced by<.

The relative instability region is known as the “order star”and therelative stability region is known as the dual order star.

These, and the closely related “order arrows”, are introduced in thenext section for theIm andTh methods.

Just as order stars are defined in terms of|exp(−z)R(z)|, order arrowsare defined as the paths traced out by the points for which exp(−z)R(z)is real and positive.

0 5 10 15 20 2519

Page 20: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Relative stability regions

The “instability region” associated with a stability function R(z) is theset of points in the complex plane such that

|R(z)| > 1.Therelative instability region is the set such that

|exp(−z)R(z)| > 1.The stability region and the relative stability regions aredefined in asimilar way but with> replaced by<.

The relative instability region is known as the “order star”and therelative stability region is known as the dual order star.

These, and the closely related “order arrows”, are introduced in thenext section for theIm andTh methods.

Just as order stars are defined in terms of|exp(−z)R(z)|, order arrowsare defined as the paths traced out by the points for which exp(−z)R(z)is real and positive.

0 5 10 15 20 2520

Page 21: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Relative stability regions

The “instability region” associated with a stability function R(z) is theset of points in the complex plane such that

|R(z)| > 1.Therelative instability region is the set such that

|exp(−z)R(z)| > 1.The stability region and the relative stability regions aredefined in asimilar way but with> replaced by<.

The relative instability region is known as the “order star”and therelative stability region is known as the dual order star.

These, and the closely related “order arrows”, are introduced in thenext section for theIm andTh methods.

Just as order stars are defined in terms of|exp(−z)R(z)|, order arrowsare defined as the paths traced out by the points for which exp(−z)R(z)is real and positive.

0 5 10 15 20 2521

Page 22: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Relative stability regions

The “instability region” associated with a stability function R(z) is theset of points in the complex plane such that

|R(z)| > 1.Therelative instability region is the set such that

|exp(−z)R(z)| > 1.The stability region and the relative stability regions aredefined in asimilar way but with> replaced by<.

The relative instability region is known as the “order star”and therelative stability region is known as the dual order star.

These, and the closely related “order arrows”, are introduced in thenext section for theIm andTh methods.

Just as order stars are defined in terms of|exp(−z)R(z)|, order arrowsare defined as the paths traced out by the points for which exp(−z)R(z)is real and positive.

0 5 10 15 20 2522

Page 23: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Relative stability regions

The “instability region” associated with a stability function R(z) is theset of points in the complex plane such that

|R(z)| > 1.Therelative instability region is the set such that

|exp(−z)R(z)| > 1.The stability region and the relative stability regions aredefined in asimilar way but with> replaced by<.

The relative instability region is known as the “order star”and therelative stability region is known as the dual order star.

These, and the closely related “order arrows”, are introduced in thenext section for theIm andTh methods.

Just as order stars are defined in terms of|exp(−z)R(z)|, order arrowsare defined as the paths traced out by the points for which exp(−z)R(z)is real and positive.

0 5 10 15 20 2523

Page 24: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Order and stabilityThree Runge–Kutta methodsRelative stability regions

Relative stability regions

The “instability region” associated with a stability function R(z) is theset of points in the complex plane such that

|R(z)| > 1.Therelative instability region is the set such that

|exp(−z)R(z)| > 1.The stability region and the relative stability regions aredefined in asimilar way but with> replaced by<.

The relative instability region is known as the “order star”and therelative stability region is known as the dual order star.

These, and the closely related “order arrows”, are introduced in thenext section for theIm andTh methods.

Just as order stars are defined in terms of|exp(−z)R(z)|, order arrowsare defined as the paths traced out by the points for which exp(−z)R(z)is real and positive.

0 5 10 15 20 2524

Page 25: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

1 Introduction

Order and stability

Three Runge–Kutta methods

Relative stability regions2 Order stars and order arrows

Example 1: the implicit Euler method

Example 2: a third order implicit method

Properties of order arrows3 Applications

The Ehle “conjecture”

The Daniel-Moore “conjecture”

The Butcher-Chipman conjecture4 Drawing pictures

Why arrow pictures are hard to draw

Why arrow pictures are easy to draw

A differential equation for order arrows5 Gallery

0 5 10 15 20 2525

Page 26: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example: 1 theIm method (order star)

0 5 10 15 20 2526

Page 27: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example: 1 theIm method (order star)

Note the behaviour near zero:becauseR(z)exp(−z)=1+ 1

2z2+O(z3),the dashed red lines are tangent to the order star boundary atzero and theangle between these tangents is exactlyπ/2.

0 5 10 15 20 2527

Page 28: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example: 1 theIm method (order star)

Note the behaviour near zero:becauseR(z)exp(−z)=1+ 1

2z2+O(z3),the dashed red lines are tangent to the order star boundary atzero and theangle between these tangents is exactlyπ/2.

Note also the existence of a pole in the “bounded finger”0 5 10 15 20 25

28

Page 29: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 1: theIm method (order arrows)

0 5 10 15 20 2529

Page 30: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 1: theIm method (order arrows)

Note the behaviour near zero:becauseR(z)exp(−z)= 1+1

2z2+O(z3), the dashed red lines are tangent to theorder arrows at zero and the angle between these tangents is exactly π/2.

0 5 10 15 20 2530

Page 31: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 1: theIm method (order arrows)

Note the behaviour near zero:becauseR(z)exp(−z)= 1+1

2z2+O(z3), the dashed red lines are tangent to theorder arrows at zero and the angle between these tangents is exactly π/2.

Up-arrows (increasing values ofR(z)e−z) alternate with down-arrows.

0 5 10 15 20 2531

Page 32: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 1: theIm method (order arrows)

Note the behaviour near zero:becauseR(z)exp(−z)= 1+1

2z2+O(z3), the dashed red lines are tangent to theorder arrows at zero and the angle between these tangents is exactly π/2.

Up-arrows (increasing values ofR(z)e−z) alternate with down-arrows.

Note the existence of a pole as the termination point of an up-arrow.

0 5 10 15 20 2532

Page 33: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 2: theTh method (order star)

0 5 10 15 20 2533

Page 34: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 2: theTh method (order star)

Fingers subtend anglesπ/4 at 0 because exp(−z)R(z)≈1+ 124z4.

0 5 10 15 20 2534

Page 35: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 2: theTh method (order star)

Fingers subtend anglesπ/4 at 0 because exp(−z)R(z)≈1+ 124z4.

Bounded fingers contain poles.

0 5 10 15 20 2535

Page 36: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 2: theTh method (order star)

Fingers subtend anglesπ/4 at 0 because exp(−z)R(z)≈1+ 124z4.

Bounded fingers contain poles.

Fingers overlap imaginary axis. Hence the method is not A-stable.0 5 10 15 20 25

36

Page 37: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 2: theTh method (order arrows)

0 5 10 15 20 2537

Page 38: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 2: theTh method (order arrows)

Anglesπ/4 between arrows at 0, because exp(−z)R(z)≈1+ 124z4.

0 5 10 15 20 2538

Page 39: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 2: theTh method (order arrows)

Anglesπ/4 between arrows at 0, because exp(−z)R(z)≈1+ 124z4.

Poles are at the ends of up-arrows from 0.

0 5 10 15 20 2539

Page 40: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Example 2: theTh method (order arrows)

Anglesπ/4 between arrows at 0, because exp(−z)R(z)≈1+ 124z4.

Poles are at the ends of up-arrows from 0.

There is an up-arrow tangential to the imaginary axis.Hence the method is not A-stable.

0 5 10 15 20 2540

Page 41: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Properties of order arrows

Order Stars were introduced in the classic 1978 paper1 and are thesubject of a 1991 monograph2.

Order arrows have related properties such as

Up-arrows from zero terminate at poles or at−∞Down-arrows from zero terminate at zeros or at+∞There is an arrow from zero in the direction of the positive realaxis (up- or down- depending on the sign of the error constant)

For an orderp approximation, there arep+1 down-arrows fromzero alternating withp+1 up-arrows from zero

The angle between one arrow from zero and the next isπ/(p+1)

1Wanner G., Hairer E. and Nørsett S. P., Order stars and stability theorems, BIT18 (1978), 475–489

2Iserles A. and Nørsett S. P., Order Stars, Chapman & Hall, (1991)

0 5 10 15 20 2541

Page 42: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Properties of order arrows

Order Stars were introduced in the classic 1978 paper1 and are thesubject of a 1991 monograph2.

Order arrows have related properties such as

Up-arrows from zero terminate at poles or at−∞Down-arrows from zero terminate at zeros or at+∞There is an arrow from zero in the direction of the positive realaxis (up- or down- depending on the sign of the error constant)

For an orderp approximation, there arep+1 down-arrows fromzero alternating withp+1 up-arrows from zero

The angle between one arrow from zero and the next isπ/(p+1)

1Wanner G., Hairer E. and Nørsett S. P., Order stars and stability theorems, BIT18 (1978), 475–489

2Iserles A. and Nørsett S. P., Order Stars, Chapman & Hall, (1991)

0 5 10 15 20 2542

Page 43: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Properties of order arrows

Order Stars were introduced in the classic 1978 paper1 and are thesubject of a 1991 monograph2.

Order arrows have related properties such as

Up-arrows from zero terminate at poles or at−∞Down-arrows from zero terminate at zeros or at+∞There is an arrow from zero in the direction of the positive realaxis (up- or down- depending on the sign of the error constant)

For an orderp approximation, there arep+1 down-arrows fromzero alternating withp+1 up-arrows from zero

The angle between one arrow from zero and the next isπ/(p+1)

1Wanner G., Hairer E. and Nørsett S. P., Order stars and stability theorems, BIT18 (1978), 475–489

2Iserles A. and Nørsett S. P., Order Stars, Chapman & Hall, (1991)

0 5 10 15 20 2543

Page 44: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Properties of order arrows

Order Stars were introduced in the classic 1978 paper1 and are thesubject of a 1991 monograph2.

Order arrows have related properties such as

Up-arrows from zero terminate at poles or at−∞Down-arrows from zero terminate at zeros or at+∞There is an arrow from zero in the direction of the positive realaxis (up- or down- depending on the sign of the error constant)

For an orderp approximation, there arep+1 down-arrows fromzero alternating withp+1 up-arrows from zero

The angle between one arrow from zero and the next isπ/(p+1)

1Wanner G., Hairer E. and Nørsett S. P., Order stars and stability theorems, BIT18 (1978), 475–489

2Iserles A. and Nørsett S. P., Order Stars, Chapman & Hall, (1991)

0 5 10 15 20 2544

Page 45: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Properties of order arrows

Order Stars were introduced in the classic 1978 paper1 and are thesubject of a 1991 monograph2.

Order arrows have related properties such as

Up-arrows from zero terminate at poles or at−∞Down-arrows from zero terminate at zeros or at+∞There is an arrow from zero in the direction of the positive realaxis (up- or down- depending on the sign of the error constant)

For an orderp approximation, there arep+1 down-arrows fromzero alternating withp+1 up-arrows from zero

The angle between one arrow from zero and the next isπ/(p+1)

1Wanner G., Hairer E. and Nørsett S. P., Order stars and stability theorems, BIT18 (1978), 475–489

2Iserles A. and Nørsett S. P., Order Stars, Chapman & Hall, (1991)

0 5 10 15 20 2545

Page 46: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

Properties of order arrows

Order Stars were introduced in the classic 1978 paper1 and are thesubject of a 1991 monograph2.

Order arrows have related properties such as

Up-arrows from zero terminate at poles or at−∞Down-arrows from zero terminate at zeros or at+∞There is an arrow from zero in the direction of the positive realaxis (up- or down- depending on the sign of the error constant)

For an orderp approximation, there arep+1 down-arrows fromzero alternating withp+1 up-arrows from zero

The angle between one arrow from zero and the next isπ/(p+1)

1Wanner G., Hairer E. and Nørsett S. P., Order stars and stability theorems, BIT18 (1978), 475–489

2Iserles A. and Nørsett S. P., Order Stars, Chapman & Hall, (1991)

0 5 10 15 20 2546

Page 47: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

If R(z) is an A-function (the stability function of an A-stable method),then we can make further statements

Theorem

Let R(z) be an A-function then1 exp(−z)R(z) has no poles in the left half-plane.2 No up-arrow from zero can be tangential to the imaginary axis.3 No up-arrow from zero can cross the imaginary axis.

These properties follow from similar facts aboutR(z) and theobservation that multiplication by exp(−z) does not affect the poles orthe behaviour of|R(z)| on the imaginary axis.

0 5 10 15 20 2547

Page 48: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

If R(z) is an A-function (the stability function of an A-stable method),then we can make further statements

Theorem

Let R(z) be an A-function then1 exp(−z)R(z) has no poles in the left half-plane.2 No up-arrow from zero can be tangential to the imaginary axis.3 No up-arrow from zero can cross the imaginary axis.

These properties follow from similar facts aboutR(z) and theobservation that multiplication by exp(−z) does not affect the poles orthe behaviour of|R(z)| on the imaginary axis.

0 5 10 15 20 2548

Page 49: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

If R(z) is an A-function (the stability function of an A-stable method),then we can make further statements

Theorem

Let R(z) be an A-function then1 exp(−z)R(z) has no poles in the left half-plane.2 No up-arrow from zero can be tangential to the imaginary axis.3 No up-arrow from zero can cross the imaginary axis.

These properties follow from similar facts aboutR(z) and theobservation that multiplication by exp(−z) does not affect the poles orthe behaviour of|R(z)| on the imaginary axis.

0 5 10 15 20 2549

Page 50: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

If R(z) is an A-function (the stability function of an A-stable method),then we can make further statements

Theorem

Let R(z) be an A-function then1 exp(−z)R(z) has no poles in the left half-plane.2 No up-arrow from zero can be tangential to the imaginary axis.3 No up-arrow from zero can cross the imaginary axis.

These properties follow from similar facts aboutR(z) and theobservation that multiplication by exp(−z) does not affect the poles orthe behaviour of|R(z)| on the imaginary axis.

0 5 10 15 20 2550

Page 51: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Example 1: the implicit Euler methodExample 2: a third order implicit methodProperties of order arrows

If R(z) is an A-function (the stability function of an A-stable method),then we can make further statements

Theorem

Let R(z) be an A-function then1 exp(−z)R(z) has no poles in the left half-plane.2 No up-arrow from zero can be tangential to the imaginary axis.3 No up-arrow from zero can cross the imaginary axis.

These properties follow from similar facts aboutR(z) and theobservation that multiplication by exp(−z) does not affect the poles orthe behaviour of|R(z)| on the imaginary axis.

0 5 10 15 20 2551

Page 52: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

1 Introduction

Order and stability

Three Runge–Kutta methods

Relative stability regions2 Order stars and order arrows

Example 1: the implicit Euler method

Example 2: a third order implicit method

Properties of order arrows3 Applications

The Ehle “conjecture”

The Daniel-Moore “conjecture”

The Butcher-Chipman conjecture4 Drawing pictures

Why arrow pictures are hard to draw

Why arrow pictures are easy to draw

A differential equation for order arrows5 Gallery

0 5 10 15 20 2552

Page 53: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Ehle “conjecture”

A Pade approximation is a rational functionR(z) = N(z)/D(z) such thatR(z) = exp(z)+O(|z|p+1),

where the order isp = n+d, with n = deg(N) andd = deg(D).

0 5 10 15 20 2553

Page 54: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Ehle “conjecture”

A Pade approximation is a rational functionR(z) = N(z)/D(z) such thatR(z) = exp(z)+O(|z|p+1),

where the order isp = n+d, with n = deg(N) andd = deg(D).

Some Pade approximations correspond to A-stable numerical methods andsome don’t. See the table:

0 5 10 15 20 2554

Page 55: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Ehle “conjecture”

A Pade approximation is a rational functionR(z) = N(z)/D(z) such thatR(z) = exp(z)+O(|z|p+1),

where the order isp = n+d, with n = deg(N) andd = deg(D).

Some Pade approximations correspond to A-stable numerical methods andsome don’t. See the table:

dn 0 1 2 3 4 5

0 1 1+z 1+z+ 12z2

1 11−z

1+ 12z

1− 12z

1+ 23z+ 1

6z2

1− 13z

2 11−z+ 1

2z2

1+ 13z

1− 23z+ 1

6z2

1+ 12z+ 1

12z2

1− 12z+ 1

12z2

3 11−z+ 1

2z2− 16z3

1+ 14z

1− 34z+ 1

4z2− 124z3

1+ 25z+ 1

20z2

1− 35z+ 3

20z2− 160z3

4

5

0 5 10 15 20 2555

Page 56: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Ehle “conjecture”

A Pade approximation is a rational functionR(z) = N(z)/D(z) such thatR(z) = exp(z)+O(|z|p+1),

where the order isp = n+d, with n = deg(N) andd = deg(D).

Some Pade approximations correspond to A-stable numerical methods andsome don’t. See the table:

dn 0 1 2 3 4 5

0 1 1+z 1+z+ 12z2

1 11−z

1+ 12z

1− 12z

1+ 23z+ 1

6z2

1− 13z

2 11−z+ 1

2z2

1+ 13z

1− 23z+ 1

6z2

1+ 12z+ 1

12z2

1− 12z+ 1

12z2

3 11−z+ 1

2z2− 16z3

1+ 14z

1− 34z+ 1

4z2− 124z3

1+ 25z+ 1

20z2

1− 35z+ 3

20z2− 160z3

4

5

Byron Ehle conjectured that A-stability impliesd≤ n+2.0 5 10 15 20 25

56

Page 57: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem

Let R(z) = N(z)/D(z) be an[d,n] approximation with order p= n+d.Then each of the poles and each of the zeros is a terminal pointof anarrow from zero.

0 5 10 15 20 2557

Page 58: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem

Let R(z) = N(z)/D(z) be an[d,n] approximation with order p= n+d.Then each of the poles and each of the zeros is a terminal pointof anarrow from zero.

This result is illustrated in the case[d,n] = [3,2].

0 5 10 15 20 2558

Page 59: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem

Let R(z) = N(z)/D(z) be an[d,n] approximation with order p= n+d.Then each of the poles and each of the zeros is a terminal pointof anarrow from zero.

This result is illustrated in the case[d,n] = [3,2].(1) Let n be the number of down-arrows terminating atzeros.

0 5 10 15 20 2559

Page 60: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem

Let R(z) = N(z)/D(z) be an[d,n] approximation with order p= n+d.Then each of the poles and each of the zeros is a terminal pointof anarrow from zero.

This result is illustrated in the case[d,n] = [3,2].(1) Let n be the number of down-arrows terminating atzeros.(2) Let d be the number of up-arrows terminating atpoles.

0 5 10 15 20 2560

Page 61: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem

Let R(z) = N(z)/D(z) be an[d,n] approximation with order p= n+d.Then each of the poles and each of the zeros is a terminal pointof anarrow from zero.

This result is illustrated in the case[d,n] = [3,2].(1) Let n be the number of down-arrows terminating atzeros.(2) Let d be the number of up-arrows terminating atpoles.(3) From (1), 1+ n+ d− n down-arrows terminate at+∞.

0 5 10 15 20 2561

Page 62: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem

Let R(z) = N(z)/D(z) be an[d,n] approximation with order p= n+d.Then each of the poles and each of the zeros is a terminal pointof anarrow from zero.

This result is illustrated in the case[d,n] = [3,2].(1) Let n be the number of down-arrows terminating atzeros.(2) Let d be the number of up-arrows terminating atpoles.(3) From (1), 1+ n+ d− n down-arrows terminate at+∞.(4) Because down-arrows and up-arrows cannot cross there are at leastn+d− n up-arrows terminating at poles.

0 5 10 15 20 2562

Page 63: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem

Let R(z) = N(z)/D(z) be an[d,n] approximation with order p= n+d.Then each of the poles and each of the zeros is a terminal pointof anarrow from zero.

This result is illustrated in the case[d,n] = [3,2].(1) Let n be the number of down-arrows terminating atzeros.(2) Let d be the number of up-arrows terminating atpoles.(3) From (1), 1+ n+ d− n down-arrows terminate at+∞.(4) Because down-arrows and up-arrows cannot cross there are at leastn+d− n up-arrows terminating at poles.(5) From (2) and (4),n+d− n≤ d.

0 5 10 15 20 2563

Page 64: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem

Let R(z) = N(z)/D(z) be an[d,n] approximation with order p= n+d.Then each of the poles and each of the zeros is a terminal pointof anarrow from zero.

This result is illustrated in the case[d,n] = [3,2].(1) Let n be the number of down-arrows terminating atzeros.(2) Let d be the number of up-arrows terminating atpoles.(3) From (1), 1+ n+ d− n down-arrows terminate at+∞.(4) Because down-arrows and up-arrows cannot cross there are at leastn+d− n up-arrows terminating at poles.(5) From (2) and (4),n+d− n≤ d.Hence the sum of the two non-negative integersn− n andd− d isnon-positive. Thereforen = n andd = d.

0 5 10 15 20 2564

Page 65: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem (Hairer-Nørsett-Wanner Theorem)

A [d,n] Pade approximation is an A-function only if

d−n≤ 2.

Let Θ be the set of angles in(−π,π] at which an up-arrow leaves zeroand terminates at a pole.

Because successive members ofΘ differ by at least 2π/(n+d+1), itfollows that

max(Θ)−min(Θ) ≥ 2π(d−1)

n+d+1.

This angle must be less thanπ, otherwise there will be up-arrows fromzero which do one of the following

1 are tangential to the imaginary axis,2 terminate at a pole in the left half-plane3 cross back over the imaginary axis to the right half-plane.

The last two of these options are illustrated on the next slide.0 5 10 15 20 25

65

Page 66: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem (Hairer-Nørsett-Wanner Theorem)

A [d,n] Pade approximation is an A-function only if

d−n≤ 2.

Let Θ be the set of angles in(−π,π] at which an up-arrow leaves zeroand terminates at a pole.

Because successive members ofΘ differ by at least 2π/(n+d+1), itfollows that

max(Θ)−min(Θ) ≥ 2π(d−1)

n+d+1.

This angle must be less thanπ, otherwise there will be up-arrows fromzero which do one of the following

1 are tangential to the imaginary axis,2 terminate at a pole in the left half-plane3 cross back over the imaginary axis to the right half-plane.

The last two of these options are illustrated on the next slide.0 5 10 15 20 25

66

Page 67: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem (Hairer-Nørsett-Wanner Theorem)

A [d,n] Pade approximation is an A-function only if

d−n≤ 2.

Let Θ be the set of angles in(−π,π] at which an up-arrow leaves zeroand terminates at a pole.

Because successive members ofΘ differ by at least 2π/(n+d+1), itfollows that

max(Θ)−min(Θ) ≥ 2π(d−1)

n+d+1.

This angle must be less thanπ, otherwise there will be up-arrows fromzero which do one of the following

1 are tangential to the imaginary axis,2 terminate at a pole in the left half-plane3 cross back over the imaginary axis to the right half-plane.

The last two of these options are illustrated on the next slide.0 5 10 15 20 25

67

Page 68: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem (Hairer-Nørsett-Wanner Theorem)

A [d,n] Pade approximation is an A-function only if

d−n≤ 2.

Let Θ be the set of angles in(−π,π] at which an up-arrow leaves zeroand terminates at a pole.

Because successive members ofΘ differ by at least 2π/(n+d+1), itfollows that

max(Θ)−min(Θ) ≥ 2π(d−1)

n+d+1.

This angle must be less thanπ, otherwise there will be up-arrows fromzero which do one of the following

1 are tangential to the imaginary axis,2 terminate at a pole in the left half-plane3 cross back over the imaginary axis to the right half-plane.

The last two of these options are illustrated on the next slide.0 5 10 15 20 25

68

Page 69: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

Theorem (Hairer-Nørsett-Wanner Theorem)

A [d,n] Pade approximation is an A-function only if

d−n≤ 2.

Let Θ be the set of angles in(−π,π] at which an up-arrow leaves zeroand terminates at a pole.

Because successive members ofΘ differ by at least 2π/(n+d+1), itfollows that

max(Θ)−min(Θ) ≥ 2π(d−1)

n+d+1.

This angle must be less thanπ, otherwise there will be up-arrows fromzero which do one of the following

1 are tangential to the imaginary axis,2 terminate at a pole in the left half-plane3 cross back over the imaginary axis to the right half-plane.

The last two of these options are illustrated on the next slide.0 5 10 15 20 25

69

Page 70: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

2πp+1

0 5 10 15 20 2570

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

2πp+1

0 5 10 15 20 2571

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

2πp+1

Since2π(d−1)

n+d+1< π,

we deduce thatd−n < 3.

0 5 10 15 20 2572

Page 73: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Daniel-Moore “conjecture”

This former conjecture was first proved using order stars in [1], buttoday I will outline an order arrow proof.

It concerns a more general type of approximation, in whichR(z) isreplaced by a solution to a polynomial equation

Φ(w,z) = wmP0(z)+wm−1P1(z)+ · · ·+Pm(z) = 0,and the degrees ofP0,P1, . . . ,Pm are[d0,d1, . . . ,dm].

Order arrows now live on a Riemann surface

Theorem

A multivalue approximation with degree vector[d0,d1, . . . ,dm] is anA-function only if

p≤ 2d0.

0 5 10 15 20 2573

Page 74: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Daniel-Moore “conjecture”

This former conjecture was first proved using order stars in [1], buttoday I will outline an order arrow proof.

It concerns a more general type of approximation, in whichR(z) isreplaced by a solution to a polynomial equation

Φ(w,z) = wmP0(z)+wm−1P1(z)+ · · ·+Pm(z) = 0,and the degrees ofP0,P1, . . . ,Pm are[d0,d1, . . . ,dm].

Order arrows now live on a Riemann surface

Theorem

A multivalue approximation with degree vector[d0,d1, . . . ,dm] is anA-function only if

p≤ 2d0.

0 5 10 15 20 2574

Page 75: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Daniel-Moore “conjecture”

This former conjecture was first proved using order stars in [1], buttoday I will outline an order arrow proof.

It concerns a more general type of approximation, in whichR(z) isreplaced by a solution to a polynomial equation

Φ(w,z) = wmP0(z)+wm−1P1(z)+ · · ·+Pm(z) = 0,and the degrees ofP0,P1, . . . ,Pm are[d0,d1, . . . ,dm].

Order arrows now live on a Riemann surface

Theorem

A multivalue approximation with degree vector[d0,d1, . . . ,dm] is anA-function only if

p≤ 2d0.

0 5 10 15 20 2575

Page 76: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Daniel-Moore “conjecture”

This former conjecture was first proved using order stars in [1], buttoday I will outline an order arrow proof.

It concerns a more general type of approximation, in whichR(z) isreplaced by a solution to a polynomial equation

Φ(w,z) = wmP0(z)+wm−1P1(z)+ · · ·+Pm(z) = 0,and the degrees ofP0,P1, . . . ,Pm are[d0,d1, . . . ,dm].

Order arrows now live on a Riemann surface

Theorem

A multivalue approximation with degree vector[d0,d1, . . . ,dm] is anA-function only if

p≤ 2d0.

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

For an A-approximation, we must avoid an arrow diagram like thefollowing, because we cannot have an up-arrow from zero crossing theimaginary axis on its way to−∞.

2πp+1

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

For an A-approximation, we must avoid an arrow diagram like thefollowing, because we cannot have an up-arrow from zero crossing theimaginary axis on its way to−∞.

2πp+1

Hence,2π(d0 +1)

p+1> π,

which impliesp≤ 2d0.0 5 10 15 20 25

78

Page 79: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Butcher-Chipman conjecture

This conjecture concerns a multivalue generalization of Padeapproximations in which the order is

p = d0 +d1 + · · ·+dm+m−1.The conjecture surmised that a necessary condition for anA-approximation is that

2d0−p≤ 2,

just as for the Ehle result.

It is not possible to include a proof of this result here but itcan at leastbe noted that the crucial part of the proof is that every pole is at the endof an up-arrow from zero.

The simple argument which worked in the casem= 1 cannot be usedin the more general situation because it might be possible forup-arrows from zero to cross down-arrows from zero if they lie ondifferent sheets of the Riemann surface.

0 5 10 15 20 2579

Page 80: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Butcher-Chipman conjecture

This conjecture concerns a multivalue generalization of Padeapproximations in which the order is

p = d0 +d1 + · · ·+dm+m−1.The conjecture surmised that a necessary condition for anA-approximation is that

2d0−p≤ 2,

just as for the Ehle result.

It is not possible to include a proof of this result here but itcan at leastbe noted that the crucial part of the proof is that every pole is at the endof an up-arrow from zero.

The simple argument which worked in the casem= 1 cannot be usedin the more general situation because it might be possible forup-arrows from zero to cross down-arrows from zero if they lie ondifferent sheets of the Riemann surface.

0 5 10 15 20 2580

Page 81: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Butcher-Chipman conjecture

This conjecture concerns a multivalue generalization of Padeapproximations in which the order is

p = d0 +d1 + · · ·+dm+m−1.The conjecture surmised that a necessary condition for anA-approximation is that

2d0−p≤ 2,

just as for the Ehle result.

It is not possible to include a proof of this result here but itcan at leastbe noted that the crucial part of the proof is that every pole is at the endof an up-arrow from zero.

The simple argument which worked in the casem= 1 cannot be usedin the more general situation because it might be possible forup-arrows from zero to cross down-arrows from zero if they lie ondifferent sheets of the Riemann surface.

0 5 10 15 20 2581

Page 82: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

The Ehle “conjecture”The Daniel-Moore “conjecture”The Butcher-Chipman conjecture

The Butcher-Chipman conjecture

This conjecture concerns a multivalue generalization of Padeapproximations in which the order is

p = d0 +d1 + · · ·+dm+m−1.The conjecture surmised that a necessary condition for anA-approximation is that

2d0−p≤ 2,

just as for the Ehle result.

It is not possible to include a proof of this result here but itcan at leastbe noted that the crucial part of the proof is that every pole is at the endof an up-arrow from zero.

The simple argument which worked in the casem= 1 cannot be usedin the more general situation because it might be possible forup-arrows from zero to cross down-arrows from zero if they lie ondifferent sheets of the Riemann surface.

0 5 10 15 20 2582

Page 83: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

1 Introduction

Order and stability

Three Runge–Kutta methods

Relative stability regions2 Order stars and order arrows

Example 1: the implicit Euler method

Example 2: a third order implicit method

Properties of order arrows3 Applications

The Ehle “conjecture”

The Daniel-Moore “conjecture”

The Butcher-Chipman conjecture4 Drawing pictures

Why arrow pictures are hard to draw

Why arrow pictures are easy to draw

A differential equation for order arrows5 Gallery

0 5 10 15 20 2583

Page 84: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Why arrow pictures are hard to draw

Becausew(z) = R(z)exp(−z) is very close to 1 whenz is close tozero, it is difficult to determine accurately whenw(z) is real.

To illustrate this, consider the[5,5] Pade approximation

R(z) =1+ 1

2z+ 19z2 + 1

72z3 + 11008z

4 + 130240z

5

1− 12z+ 1

9z2− 172z3 + 1

1008z4− 1

30240z5

In the next slide, we will present a figure constructed by evaluatingthe imaginary part ofR(z)exp(−z) over a grid of points superimposedon the unit circle centred at 0.

The centre of each small square was regarded as a point on an orderarrow if the sum of the signs of the imaginary parts ofw(z) at thecorners was−1, 0 or+1 and the real part ofw(z) is positive.

0 5 10 15 20 2584

Page 85: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Why arrow pictures are hard to draw

Becausew(z) = R(z)exp(−z) is very close to 1 whenz is close tozero, it is difficult to determine accurately whenw(z) is real.

To illustrate this, consider the[5,5] Pade approximation

R(z) =1+ 1

2z+ 19z2 + 1

72z3 + 11008z

4 + 130240z

5

1− 12z+ 1

9z2− 172z3 + 1

1008z4− 1

30240z5

In the next slide, we will present a figure constructed by evaluatingthe imaginary part ofR(z)exp(−z) over a grid of points superimposedon the unit circle centred at 0.

The centre of each small square was regarded as a point on an orderarrow if the sum of the signs of the imaginary parts ofw(z) at thecorners was−1, 0 or+1 and the real part ofw(z) is positive.

0 5 10 15 20 2585

Page 86: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Why arrow pictures are hard to draw

Becausew(z) = R(z)exp(−z) is very close to 1 whenz is close tozero, it is difficult to determine accurately whenw(z) is real.

To illustrate this, consider the[5,5] Pade approximation

R(z) =1+ 1

2z+ 19z2 + 1

72z3 + 11008z

4 + 130240z

5

1− 12z+ 1

9z2− 172z3 + 1

1008z4− 1

30240z5

In the next slide, we will present a figure constructed by evaluatingthe imaginary part ofR(z)exp(−z) over a grid of points superimposedon the unit circle centred at 0.

The centre of each small square was regarded as a point on an orderarrow if the sum of the signs of the imaginary parts ofw(z) at thecorners was−1, 0 or+1 and the real part ofw(z) is positive.

0 5 10 15 20 2586

Page 87: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Why arrow pictures are hard to draw

Becausew(z) = R(z)exp(−z) is very close to 1 whenz is close tozero, it is difficult to determine accurately whenw(z) is real.

To illustrate this, consider the[5,5] Pade approximation

R(z) =1+ 1

2z+ 19z2 + 1

72z3 + 11008z

4 + 130240z

5

1− 12z+ 1

9z2− 172z3 + 1

1008z4− 1

30240z5

In the next slide, we will present a figure constructed by evaluatingthe imaginary part ofR(z)exp(−z) over a grid of points superimposedon the unit circle centred at 0.

The centre of each small square was regarded as a point on an orderarrow if the sum of the signs of the imaginary parts ofw(z) at thecorners was−1, 0 or+1 and the real part ofw(z) is positive.

0 5 10 15 20 2587

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

|z| = 1

0 5 10 15 20 2588

Page 89: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Why arrow pictures are easy to draw

Even though we cannot obtain a clear picture of the arrows by thistechnique, we can take into account that, near zero, we know that thelines we want are approximately radial with arguments

θk = 2πk/22, k = 0,1,2, . . . ,21.

In the next figure, lines in these directions are shown but with eachpoint replaced by the closest point arising in the previous figure.

0 5 10 15 20 2589

Page 90: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Why arrow pictures are easy to draw

Even though we cannot obtain a clear picture of the arrows by thistechnique, we can take into account that, near zero, we know that thelines we want are approximately radial with arguments

θk = 2πk/22, k = 0,1,2, . . . ,21.

In the next figure, lines in these directions are shown but with eachpoint replaced by the closest point arising in the previous figure.

0 5 10 15 20 2590

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

b b b bb

bb

b

b

b

b

b

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b

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bbbb b

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This gives a reasonable looking effect which can be improvedbystarting with a much finer grid and extending the region covered to alarge rectangle centred at the origin.

Most of the pictures in this talk were drawn in this way.0 5 10 15 20 25

91

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

b b b bb

bb

b

b

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b

b

b

b

b

b

bb

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This gives a reasonable looking effect which can be improvedbystarting with a much finer grid and extending the region covered to alarge rectangle centred at the origin.

Most of the pictures in this talk were drawn in this way.0 5 10 15 20 25

92

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

b b b bb

bb

b

b

b

b

b

b

b

b

b

b

b

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b

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b

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b

b

b

b

b

b

b

bb

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This gives a reasonable looking effect which can be improvedbystarting with a much finer grid and extending the region covered to alarge rectangle centred at the origin.

Most of the pictures in this talk were drawn in this way.0 5 10 15 20 25

93

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

A differential equation for order arrows

The difficulty caused by machine arithmetic can be eliminated inanother way, in the case of a Pade approximationN(z)/D(z).

Write w = exp(t) in the relationshipwD(z)exp(z)−N(z) = 0, so that

exp(z+ t)D(z)−N(z) = 0. (1)We can now construct a differential equation expressing thedependence ofz on t. Differentiate (1) and it is found that

exp(z+ t)(z′(t)(D′(z)+D(z))+D(z))−z′(t)N′(z) = 0. (2)

Eliminate exp(z+ t) from (1) and (2) to yield the differential equation

z′(t)F = N(z)D(z), (3)where

F = D(z)N′(z)−D′(z)N(z)−D(z)N(z). (4)

0 5 10 15 20 2594

Page 95: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

A differential equation for order arrows

The difficulty caused by machine arithmetic can be eliminated inanother way, in the case of a Pade approximationN(z)/D(z).

Write w = exp(t) in the relationshipwD(z)exp(z)−N(z) = 0, so that

exp(z+ t)D(z)−N(z) = 0. (1)We can now construct a differential equation expressing thedependence ofz on t. Differentiate (1) and it is found that

exp(z+ t)(z′(t)(D′(z)+D(z))+D(z))−z′(t)N′(z) = 0. (2)

Eliminate exp(z+ t) from (1) and (2) to yield the differential equation

z′(t)F = N(z)D(z), (3)where

F = D(z)N′(z)−D′(z)N(z)−D(z)N(z). (4)

0 5 10 15 20 2595

Page 96: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

A differential equation for order arrows

The difficulty caused by machine arithmetic can be eliminated inanother way, in the case of a Pade approximationN(z)/D(z).

Write w = exp(t) in the relationshipwD(z)exp(z)−N(z) = 0, so that

exp(z+ t)D(z)−N(z) = 0. (1)We can now construct a differential equation expressing thedependence ofz on t. Differentiate (1) and it is found that

exp(z+ t)(z′(t)(D′(z)+D(z))+D(z))−z′(t)N′(z) = 0. (2)

Eliminate exp(z+ t) from (1) and (2) to yield the differential equation

z′(t)F = N(z)D(z), (3)where

F = D(z)N′(z)−D′(z)N(z)−D(z)N(z). (4)

0 5 10 15 20 2596

Page 97: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

A differential equation for order arrows

The difficulty caused by machine arithmetic can be eliminated inanother way, in the case of a Pade approximationN(z)/D(z).

Write w = exp(t) in the relationshipwD(z)exp(z)−N(z) = 0, so that

exp(z+ t)D(z)−N(z) = 0. (1)We can now construct a differential equation expressing thedependence ofz on t. Differentiate (1) and it is found that

exp(z+ t)(z′(t)(D′(z)+D(z))+D(z))−z′(t)N′(z) = 0. (2)

Eliminate exp(z+ t) from (1) and (2) to yield the differential equation

z′(t)F = N(z)D(z), (3)where

F = D(z)N′(z)−D′(z)N(z)−D(z)N(z). (4)

0 5 10 15 20 2597

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Interpret exp(z+ t)D(z)−N(z) = 0 as definingt as a function ofz for|z| small, so thatt = −Czp+1+O(zp+2), whereC is the error constant.

We can now say something aboutF. It is equal to

D(z)N′(z)−D′(z)N(z)−D(z)N(z) = −(p+1)Czp +O(zp+1).

TheO(zp+1) term can be deleted becauseF is a polynomial of degreep.

Hence ast moves from zero in a positive direction (up-arrows) or anegative direction (down-arrows) thezvalue traces out a pathsatisfying the differential equation

Cd(zp+1)

dt= −N(z)D(z),

This differential equation can be used to draw order arrows accurately.

0 5 10 15 20 2598

Page 99: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Interpret exp(z+ t)D(z)−N(z) = 0 as definingt as a function ofz for|z| small, so thatt = −Czp+1+O(zp+2), whereC is the error constant.

We can now say something aboutF. It is equal to

D(z)N′(z)−D′(z)N(z)−D(z)N(z) = −(p+1)Czp +O(zp+1).

TheO(zp+1) term can be deleted becauseF is a polynomial of degreep.

Hence ast moves from zero in a positive direction (up-arrows) or anegative direction (down-arrows) thezvalue traces out a pathsatisfying the differential equation

Cd(zp+1)

dt= −N(z)D(z),

This differential equation can be used to draw order arrows accurately.

0 5 10 15 20 2599

Page 100: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Interpret exp(z+ t)D(z)−N(z) = 0 as definingt as a function ofz for|z| small, so thatt = −Czp+1+O(zp+2), whereC is the error constant.

We can now say something aboutF. It is equal to

D(z)N′(z)−D′(z)N(z)−D(z)N(z) = −(p+1)Czp +O(zp+1).

TheO(zp+1) term can be deleted becauseF is a polynomial of degreep.

Hence ast moves from zero in a positive direction (up-arrows) or anegative direction (down-arrows) thezvalue traces out a pathsatisfying the differential equation

Cd(zp+1)

dt= −N(z)D(z),

This differential equation can be used to draw order arrows accurately.

0 5 10 15 20 25100

Page 101: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Interpret exp(z+ t)D(z)−N(z) = 0 as definingt as a function ofz for|z| small, so thatt = −Czp+1+O(zp+2), whereC is the error constant.

We can now say something aboutF. It is equal to

D(z)N′(z)−D′(z)N(z)−D(z)N(z) = −(p+1)Czp +O(zp+1).

TheO(zp+1) term can be deleted becauseF is a polynomial of degreep.

Hence ast moves from zero in a positive direction (up-arrows) or anegative direction (down-arrows) thezvalue traces out a pathsatisfying the differential equation

Cd(zp+1)

dt= −N(z)D(z),

This differential equation can be used to draw order arrows accurately.

0 5 10 15 20 25101

Page 102: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Why arrow pictures are hard to drawWhy arrow pictures are easy to drawA differential equation for order arrows

Interpret exp(z+ t)D(z)−N(z) = 0 as definingt as a function ofz for|z| small, so thatt = −Czp+1+O(zp+2), whereC is the error constant.

We can now say something aboutF. It is equal to

D(z)N′(z)−D′(z)N(z)−D(z)N(z) = −(p+1)Czp +O(zp+1).

TheO(zp+1) term can be deleted becauseF is a polynomial of degreep.

Hence ast moves from zero in a positive direction (up-arrows) or anegative direction (down-arrows) thezvalue traces out a pathsatisfying the differential equation

Cd(zp+1)

dt= −N(z)D(z),

This differential equation can be used to draw order arrows accurately.

0 5 10 15 20 25102

Page 103: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

1 Introduction

Order and stability

Three Runge–Kutta methods

Relative stability regions2 Order stars and order arrows

Example 1: the implicit Euler method

Example 2: a third order implicit method

Properties of order arrows3 Applications

The Ehle “conjecture”

The Daniel-Moore “conjecture”

The Butcher-Chipman conjecture4 Drawing pictures

Why arrow pictures are hard to draw

Why arrow pictures are easy to draw

A differential equation for order arrows5 Gallery

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Page 104: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Gallery

I would now like to show you a gallery of some order arrows picturesbased on both rational and quadratic approximations.

Where an approximation is given in the form[

P0(z), P1(z), P2(z)]

this denotes the quadratic function

Φ(w,z) = P0(z)w2 +P1(z)w+P2(z).

The first picture will be for the[5,5] Pade approximation.

This was constructed using the differential equation approach.

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Page 105: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Gallery

I would now like to show you a gallery of some order arrows picturesbased on both rational and quadratic approximations.

Where an approximation is given in the form[

P0(z), P1(z), P2(z)]

this denotes the quadratic function

Φ(w,z) = P0(z)w2 +P1(z)w+P2(z).

The first picture will be for the[5,5] Pade approximation.

This was constructed using the differential equation approach.

0 5 10 15 20 25105

Page 106: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Gallery

I would now like to show you a gallery of some order arrows picturesbased on both rational and quadratic approximations.

Where an approximation is given in the form[

P0(z), P1(z), P2(z)]

this denotes the quadratic function

Φ(w,z) = P0(z)w2 +P1(z)w+P2(z).

The first picture will be for the[5,5] Pade approximation.

This was constructed using the differential equation approach.

0 5 10 15 20 25106

Page 107: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Gallery

I would now like to show you a gallery of some order arrows picturesbased on both rational and quadratic approximations.

Where an approximation is given in the form[

P0(z), P1(z), P2(z)]

this denotes the quadratic function

Φ(w,z) = P0(z)w2 +P1(z)w+P2(z).

The first picture will be for the[5,5] Pade approximation.

This was constructed using the differential equation approach.

0 5 10 15 20 25107

Page 108: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

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Page 109: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

10

−10

10−10

Sixth order with poles{4,5,6,7,8,9}

0 5 10 15 20 25109

Page 110: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

10

−10

10−10

Sixth order with poles{4,5,6,7,8,9}

Sixth order with poles{6,7,8,9,10,11}

10

−10

10−5

0 5 10 15 20 25110

Page 111: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

10

−10

10−10

Sixth order with poles{4,5,6,7,8,9}

Sixth order with poles{6,7,8,9,10,11}

10

−10

10−5

Seventh order with poles{ 52, 7

2, 72, 9

2, 92, 2621

533 }

5

−5

5−5

0 5 10 15 20 25111

Page 112: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

10

−10

10−10

Sixth order with poles{4,5,6,7,8,9}

Sixth order with poles{6,7,8,9,10,11}

10

−10

10−5

Seventh order with poles{ 52, 7

2, 72, 9

2, 92, 2621

533 }

5

−5

5−5

A second derivative approximationp = 65

−5

10−5

0 5 10 15 20 25112

Page 113: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

Sixth order with poles{6,7,8,9,10,11}

10

−10

10−5

Seventh order with poles{ 52, 7

2, 72, 9

2, 92, 2621

533 }

5

−5

5−5

A second derivative approximationp = 65

−5

10−5

An A-acceptable second derivative approximationp = 6

4

−4

4−4

0 5 10 15 20 25113

Page 114: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]Seventh order with poles{ 5

2, 72, 7

2, 92, 9

2, 2621533 }

5

−5

5−5

A second derivative approximationp = 65

−5

10−5

An A-acceptable second derivative approximationp = 6

4

−4

4−4

A ninth order approximation

8

−8

8−8

0 5 10 15 20 25114

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

A second derivative approximationp = 65

−5

10−5

An A-acceptable second derivative approximationp = 6

4

−4

4−4

A ninth order approximation

8

−8

8−8

A fifteenth order approximation

10

−10

10−10

0 5 10 15 20 25115

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

An A-acceptable second derivative approximationp = 6

4

−4

4−4

A ninth order approximation

8

−8

8−8

A fifteenth order approximation

10

−10

10−10

Fifth order method[(1− 1

4 z+ 112 z2)2,− 61

3 , 583 + 113

6 z+ 14316 z2 + 95

36 z3 + 67144z4

]

4

−4

4−4+

+

+

+

+

+

+

+

0 5 10 15 20 25116

Page 117: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

A ninth order approximation

8

−8

8−8

A fifteenth order approximation

10

−10

10−10

Fifth order method[(1− 1

4 z+ 112 z2)2,− 61

3 , 583 + 113

6 z+ 14316 z2 + 95

36 z3 + 67144z4

]

4

−4

4−4+

+

+

+

+

+

+

+

p=7:[(1− 3

10z+120z

2)3,− 79350 , 743

50 + 36925z+ 731

100z2+ 2387

1000z3+ 3403

6000z4+ 399

4000z5+ 829

72000z6]

4

−4

4−4

+

+

+

+

+

+

+

+

+

+

+

+

0 5 10 15 20 25117

Page 118: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

A fifteenth order approximation

10

−10

10−10

Fifth order method[(1− 1

4 z+ 112 z2)2,− 61

3 , 583 + 113

6 z+ 14316 z2 + 95

36 z3 + 67144z4

]

4

−4

4−4+

+

+

+

+

+

+

+

p=7:[(1− 3

10z+120z

2)3,− 79350 , 743

50 + 36925z+ 731

100z2+ 2387

1000z3+ 3403

6000z4+ 399

4000z5+ 829

72000z6]

4

−4

4−4

+

+

+

+

+

+

+

+

+

+

+

+

[(1−4

7z+( 221−

√31930840 )z2)2,−3

2, 12+

914z+(529

588−√

31930420 )z2+(23

88−√

31930294 )z3+(26497

70560−4√

319302205 )z4

]

3

−3

3−3

+

+

+

+

++

++

0 5 10 15 20 25118

Page 119: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

Fifth order method[(1− 1

4 z+ 112 z2)2,− 61

3 , 583 + 113

6 z+ 14316 z2 + 95

36 z3 + 67144z4

]

4

−4

4−4+

+

+

+

+

+

+

+

p=7:[(1− 3

10z+120z

2)3,− 79350 , 743

50 + 36925z+ 731

100z2+ 2387

1000z3+ 3403

6000z4+ 399

4000z5+ 829

72000z6]

4

−4

4−4

+

+

+

+

+

+

+

+

+

+

+

+

[(1−4

7z+( 221−

√31930840 )z2)2,−3

2, 12+

914z+(529

588−√

31930420 )z2+(23

88−√

31930294 )z3+(26497

70560−4√

319302205 )z4

]

3

−3

3−3

+

+

+

+

++

++

[(1− 3

10z+133z

2)3,−13109299825,

3126799825+

42569199650z+

38213399300z

2+ 54221311979000z

3+ 275321497375z

4+ 305995989500z

5+ 1451917968500z

6]

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

0 5 10 15 20 25119

Page 120: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]p=7:

[(1− 3

10z+120z

2)3,− 79350 , 743

50 + 36925z+ 731

100z2+ 2387

1000z3+ 3403

6000z4+ 399

4000z5+ 829

72000z6]

4

−4

4−4

+

+

+

+

+

+

+

+

+

+

+

+

[(1−4

7z+( 221−

√31930840 )z2)2,−3

2, 12+

914z+(529

588−√

31930420 )z2+(23

88−√

31930294 )z3+(26497

70560−4√

319302205 )z4

]

3

−3

3−3

+

+

+

+

++

++

[(1− 3

10z+133z

2)3,−13109299825,

3126799825+

42569199650z+

38213399300z

2+ 54221311979000z

3+ 275321497375z

4+ 305995989500z

5+ 1451917968500z

6]

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

[(1− 1

6z+ 112z2)2(1− 1

2z)2,− 32, 1

2 + 56z+ 23

36z2 + 13z3 + 7

48z4 + 1212160z

5 + 492880z

6]

3

−3

3−3

+

+

+

+

+

+

+

+

+

+++

0 5 10 15 20 25120

Page 121: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5][(1−4

7z+( 221−

√31930840 )z2)2,−3

2, 12+

914z+(529

588−√

31930420 )z2+(23

88−√

31930294 )z3+(26497

70560−4√

319302205 )z4

]

3

−3

3−3

+

+

+

+

++

++

[(1− 3

10z+133z

2)3,−13109299825,

3126799825+

42569199650z+

38213399300z

2+ 54221311979000z

3+ 275321497375z

4+ 305995989500z

5+ 1451917968500z

6]

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

[(1− 1

6z+ 112z2)2(1− 1

2z)2,− 32, 1

2 + 56z+ 23

36z2 + 13z3 + 7

48z4 + 1212160z

5 + 492880z

6]

3

−3

3−3

+

+

+

+

+

+

+

+

+

+++

[(1− 1

5z+ 215z2)2(1− 1

2z)2,− 32, 1

2+ 910z+ 89

150z2+ 79300z3+ 437

3600z4+ 71

1200z5+ 7

288z6]

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

0 5 10 15 20 25121

Page 122: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

Pade approximation[5,5]

[(1− 1

6z+ 112z2)2(1− 1

2z)2,− 32, 1

2 + 56z+ 23

36z2 + 13z3 + 7

48z4 + 1212160z

5 + 492880z

6]

3

−3

3−3

+

+

+

+

+

+

+

+

+

+++

[(1− 1

5z+ 215z2)2(1− 1

2z)2,− 32, 1

2+ 910z+ 89

150z2+ 79300z3+ 437

3600z4+ 71

1200z5+ 7

288z6]

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

[(1− 1

5z+ 215z2)2(1− 1

3z)2,−32, 1

2+ 1730z+ 179

900z2− 1

60z3− 732160z

4− 8910800z

5+ 19964800z

6]

4

−4

4−2+

+

+

+

+

+

+

+

+

+

+

+

0 5 10 15 20 25122

Page 123: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

10

−10

10−10

10

−10

10−5

5

−5

5−5

5

−5

10−5

4

−4

4−4

8

−8

8−8

10

−10

10−10

4

−4

4−4+

+

+

+

+

+

+

+

4

−4

4−4

+

+

+

+

+

+

+

+

+

+

+

+

3

−3

3−3

+

+

+

+

++

++

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

3

−3

3−3

+

+

+

+

+

+

+

+

+

+++

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

4

−4

4−2+

+

+

+

+

+

+

+

+

+

+

+

0 5 10 15 20 25123

Page 124: Experiments with Order Arrows - Fields Institute Butcher, University of Auckland SciCADE 2011 Toronto 11–15 July 2011 0 5 10 15 20 25 1 Introduction Order stars and order arrows

IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

4

−4

4−4

8

−8

8−8

10

−10

10−10

4

−4

4−4+

+

+

+

+

+

+

+

4

−4

4−4

+

+

+

+

+

+

+

+

+

+

+

+

3

−3

3−3

+

+

+

+

++

++

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

3

−3

3−3

+

+

+

+

+

+

+

+

+

+++

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

4

−4

4−2+

+

+

+

+

+

+

+

+

+

+

+

THANK YOU FOR

0 5 10 15 20 25124

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

3

−3

3−3

+

+

+

+

++

++

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

3

−3

3−3

+

+

+

+

+

+

+

+

+

+++

3

−3

3−3

+

+

+

+

+

+

+

+

+

+

++

4

−4

4−2+

+

+

+

+

+

+

+

+

+

+

+

THANK YOU FOR

YOUR KIND

0 5 10 15 20 25125

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IntroductionOrder stars and order arrows

ApplicationsDrawing pictures

Gallery

THANK YOU FOR

YOUR KIND

ATTENTION

0 5 10 15 20 25126