Backward error analysis for conjugate symplectic methods
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Abstract: The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward error analysis. If the original and modified equation share structural properties, then the exact and approximate solution share geometric features such as the existence of conserved quantities. Conjugate symplectic methods preserve a modified symplectic form and a modified Hamiltonian when applied to a Hamiltonian system. We show how a blended version of variational and symplectic techniques can be used to compute modified symplectic and Hamiltonian structures. In contrast to other approaches, our backward error analysis method does not rely on an ansatz but computes the structures systematically, provided that a variational formulation of the method is known. The technique is illustrated on the example of symmetric linear multistep methods with matrix coefficients.
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Cites work
- An algebraic approach to invariant preserving integators: the case of quadratic and Hamiltonian invariants
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- Geometric Numerical Integration
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Cited in
(10)- Backward error analysis for variational discretisations of PDEs
- Backward error analysis for multisymplectic discretizations of Hamiltonian PDEs
- Back and forth error compensation and correction methods for semi-lagrangian schemes with application to level set interface computations
- On the Qualitative Properties of Modified Equations
- Error Analysis of Symplectic Multiple Time Stepping
- scientific article; zbMATH DE number 2042513 (Why is no real title available?)
- scientific article; zbMATH DE number 775665 (Why is no real title available?)
- Backward error analysis of Choleski Q.I.F. for the solution of symmetric positive definite linear systems
- Learning of discrete models of variational PDEs from data
- Aspects of backward error analysis of numerical ODEs
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