Numerical Shadowing Near Hyperbolic Trajectories

Abstract

Shadowing is a means of characterizing global errors in the numerical solution of initial value ordinary differential equations by allowing for a small perturbation in the initial condition. The method presented in this paper allows for a perturbation in the initial condition and a reparameterization of time in order to compute the shadowing distance in the neighborhood of a periodic orbit or more generally in the neighborhood of an attractor. The method is formulated for one-step methods and both a serial and parallel implementation are applied to the forced van der Pol equation, the Lorenz equation and to the approximation of a periodic orbit.