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The simplest and classical example is the use of the Euler method to simulate the dynamics of a linear center: discretization wrongly shows an expanding behaviour. The main goal of this paper is to show that there is a simple principle behind such facts.NEWLINENEWLINEThe authors prove that, under appropriate assumptions, a first integral of an ordinary differential equation becomes a discrete Lyapunov function for its discretization. They also prove that if a periodic orbit of a planar conservative system is convex, hence the dynamics of the Euler discretization is monotone near that orbit. Higher-dimensional cases are also treated.NEWLINENEWLINEMoreover, they show that increasing the order of a numerical Runge-Kutta method does not lead in general to improve its efficiency for numerical simulations. To show this, the authors study the discretization of linear equations having a quadratic first integral. 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