Discretization of dynamical systems with first integrals
Theoretical approximation of solutions to ordinary differential equations (34A45) Symmetries, invariants of ordinary differential equations (34C14) Periodic solutions to ordinary differential equations (34C25) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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.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. The results are also applied to mechanical systems with central forces and to symmetric mechanical systems.
- Solving ODEs numerically while preserving a first integral
- Solving ODEs numerically while preserving a first integral
- Geometric integration methods that preserve Lyapunov functions
- Discrete gradient methods for preserving a first integral of an ordinary differential equation
- Discrete gradient methods for solving ODEs numerically while preserving a first integral
- New global bifurcation diagrams for piecewise smooth systems: transversality of homoclinic points does not imply chaos
- Conserving first integrals under discretization with variable step size integration procedures
- Higher order first integrals of autonomous dynamical systems
- Euler's discretization of ordinary differential equation with symmetric nonlinearity
- Studying discrete dynamical systems through differential equations
- Order and Chaos in a Discrete Duffing Oscillator: Implications on Numerical Integration
- Unified Approach to Hamiltonian Systems, Poisson Systems, Gradient Systems, and Systems with Lyapunov Functions or First Integrals
- Elliptic sectors and Euler discretization
- Discretization of Continuous Dynamical Systems Using UPPAAL
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