Exactly Conservative Integrators (Q4258445)

The paper deals with numerical discretization methods for conservative systems. Traditional schemes generically predict artificial secular drifts of nonlinear invariants. The authors present, for three examples, explicit algorithms which preserve exactly such invariants. The idea is to find a right perturbation or correction of the former system which both vanishes when the time discretization step tends to 0 and preserves the invariants of the system. The choice of such a perturbation derives from the very scheme of approximation and depends on the time discretization step. They apply this technique to the three-waves problem. They point out that for the Lotka-Volterra predator-prey model one can modify the classical predictor-corrector scheme so as to obtain a new conservative predictor-corrector scheme. Looking at the Kepler problem, they obtain the suitable correction, which keeps the Hamiltonian invariant, by expressing the problem in new variables to which they apply a modified Euler scheme.