Discretization of dynamical systems with first integrals (Q379514): Difference between revisions

It is very well known that numerical methods preserve hyperbolic invariant subsets of ordinary differential equations but can fail in approaching the right solutions when non-hyperbolic dynamics is present. 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. The 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. Moreover, 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. The results are also applied to mechanical systems with central forces and to symmetric mechanical systems.