Conserving first integrals under discretization with variable step size integration procedures (Q1971850)

This paper is concerned with the conservation of first integrals of systems of ordinary differential equations when they are integrated by means of variable stepsize discretization methods. The technique proposed by the author in order to achieve the desired stabilization consists in modifying the flow of the given differential system so that the first integrals become exponentially attractive invariant sets in the new flow. Then the author proves that under suitable assumptions on the stepsizes \(h_j\) of a discretization method of order \(p\), such invariant sets are also \({\mathcal O}(h_{\max}^{p+1})\)-positive invariant for the method, where \(h_{\max} = \max h_j\). This implies the \({\mathcal O}(h_{\max}^{p+1})\)-conservation of first integrals for arbitrarily large integration intervals in contrast with the behaviour of standard integrators in which the errors grow along the numerical integration. The author illustrates the stabilization technique with the restricted three-body problem by using the well-known Jacobi integral. It is seen that, with a particular variable stepsize NAG routine, the numerical solution computed without stabilization introduces an error in the Jacobi integral that grows linearly with the time whereas with the stabilized technique it remains almost constant. Further the portrait phase of some trajectories are presented to show the long term effect of the proposed stabilization.