Abstract
In his 1958 thesis Stability and Error Bounds, Germund Dahlquist introduced the logarithmic norm in order to derive error bounds in initial value problems, using differential inequalities that distinguished between forward and reverse time integration. Originally defined for matrices, the logarithmic norm can be extended to bounded linear operators, but the extensions to nonlinear maps and unbounded operators have required a functional analytic redefinition of the concept.
This compact survey is intended as an elementary, but broad and largely self-contained, introduction to the versatile and powerful modern theory. Its wealth of applications range from the stability theory of IVPs and BVPs, to the solvability of algebraic, nonlinear, operator, and functional equations.
Similar content being viewed by others
References
J. C. Butcher, A stability property of implicit Runge–Kutta methods, BIT, 15 (1975), pp. 358–361.
M. G. Crandall and T. Liggett, Generation of semigroups of nonlinear transformation on general Banach spaces, Am. J. Math., 93 (1971), pp. 265–298.
G. Dahlquist, Stability and Error Bounds in the Numerical Integration of Ordinary Differential Equations, Almqvist & Wiksells, Uppsala, 1958; Transactions of the Royal Institute of Technology, Stockholm, 1959.
G. Dahlquist, A special stability problem for linear multistep methods, BIT, 3 (1963), pp. 27–43.
G. Dahlquist, G-stability is equivalent to A-stability, BIT, 18 (1978), pp. 384–401.
G. Dahlquist, personal communication, c. 1985.
K. Deimling, Nonlinear Functional Analysis, Springer, Berlin, 1985.
K. Dekker and J. G. Verwer, Stability of Runge–Kutta Methods for Stiff Nonlinear Differential Equations, North Holland, New York, 1984.
C. Desoer and H. Haneda, The measure of a matrix as a tool to analyze computer algorithms for circuit analysis, IEEE Trans. Circuit Theory, 19 (1972), pp. 480–486.
A. Dontchev and F. Lempio, Difference methods for differential inclusions: A survey, SIAM Rev., 34 (1992), pp. 263–294.
R. Frank, J. Schneid, and C. W. Ueberhuber, The concept of B-convergence, SIAM J. Numer. Anal., 18 (1981), pp. 753–780.
E. Hansen, Convergence of multistep time discretizations of nonlinear dissipative evolution equations, SIAM J. Numer. Anal., 44 (2006), pp. 55–65.
E. Hansen, Runge–Kutta time discretizations of nonlinear dissipative evolution equations, Math. Comp., 75 (2006), pp. 631–640.
I. Higueras and B. García-Celayeta, Logarithmic norms of matrix pencils, SIAM J. Matrix Anal. (1997), pp. 646–666.
I. Higueras and G. Söderlind, Logarithmic norms and nonlinear DAE stability, BIT, 42 (2002), pp. 823–841.
J. F. B. M. Kraaijevanger, B-convergence of the implicit midpoint rule and the trapezoidal rule, BIT, 25 (1985), pp. 652–666.
S. M. Lozinskii, Error estimates for the numerical integration of ordinary differential equations, part I, Izv. Vyss. Uceb. Zaved Matematika, 6 (1958), pp. 52–90 (Russian).
J. M. Ortega and W. C. Rheinboldt, Iterative Solution of Nonlinear Equations in Several Variables, Academic Press, New York, 1970.
L. F. Shampine, What is stiffness?, in Stiff Computation, R. C. Aiken, ed., Oxford, New York, 1985.
T. Ström, On logarithmic norms, SIAM J. Numer. Anal., 2 (1975), pp. 741–753.
G. Söderlind, Bounds on nonlinear operators in finite-dimensional Banach spaces, Numer. Math., 50 (1986), pp. 27–44.
M. Spijker, Contractivity in the numerical solution of initial value problems, Numer. Math., 42 (1983), pp. 271–290.
H.-J. Stetter, Analysis of Discretization Methods for Ordinary Differential Equations, Springer, Berlin, Heidelberg, New York, 1973.
L. N. Trefethen and M. Embree, Spectra and Pseudospectra: The Behavior of Nonnormal Matrices and Operators, Princeton University Press, Princeton, 2005.
J. von Neumann, Eine Spektraltheorie für allgemeine Operatoren eines unitären Raumes, Math. Nachr., 4 (1951), pp. 258–281.
Author information
Authors and Affiliations
Corresponding author
Additional information
In memory of Germund Dahlquist (1925–2005).
AMS subject classification (2000)
65L05
Rights and permissions
About this article
Cite this article
Söderlind, G. The logarithmic norm. History and modern theory . Bit Numer Math 46, 631–652 (2006). https://doi.org/10.1007/s10543-006-0069-9
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10543-006-0069-9