Conditional Stability of the Euler Method on Riemannian Manifolds

Abstract

We derive nonlinear stability results for numerical integrators on Riemannian manifolds, by imposing conditions on the ODE vector field and the step size that makes the numerical solution non-expansive whenever the exact solution is non-expansive over the same time step. Our model case is a geodesic version of the explicit Euler method. Precise bounds are obtained in the case of Riemannian manifolds of constant sectional curvature. The approach is based on a cocoercivity property of the vector field adapted to manifolds from Euclidean space. It allows us to compare the new results to the corresponding well-known results in flat spaces, and in general we find that a non-zero curvature will deteriorate the stability region of the geodesic Euler method. The step size bounds depend on the distance traveled over a step from the initial point. Numerical examples for spheres and hyperbolic 2-space confirm that the bounds are tight.