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arXiv · 2507.08752

Long-time relative error analysis for linear ordinary differential equations with perturbed initial value

Stefano Maset
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Abstract

We investigate the propagation of initial value perturbations along the solution of a linear ordinary differential equation \( y'(t) = Ay(t) \). This propagation is analyzed using the relative error rather than the absolute error. Our focus is on the long-term behavior of this relative error, which differs significantly from that of the absolute error. The present paper is a practical sequel to the theoretical papers \cite{M1,M2} on the long-time behavior of the relative error: it includes applicative examples and important issues not addressed in \cite{M1,M2}. In addition, the present paper shows that understanding the long-term behavior provides insights into the growth of the relative error over all times, not just at large times. Therefore, it represents a crucial and fundamental aspect of the conditioning of linear ordinary differential equations, with applications in, for example, non-normal dynamics.

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Stefano Maset. 2025-07-11. Long-time relative error analysis for linear ordinary differential equations with perturbed initial value. https://arxiv.org/abs/2507.08752

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