On the qualitative properties of modified equations (Q4336097)

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scientific article; zbMATH DE number 1008358
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    On the qualitative properties of modified equations
    scientific article; zbMATH DE number 1008358

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      On the Qualitative Properties of Modified Equations (English)
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      On the qualitative properties of modified equations (English)
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      31 August 1997
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      modified equation
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      one-step method
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      evolution semigroup
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      first integral
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      Hamiltonian system
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      symplectic integrator
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      error analysis of numerical methods
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      consistent
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      arbitrarily high index
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      The method of modified equations (see [\textit{D. F. Griffiths} and \textit{J. M. Sanz-Serna}, SIAM J. Sci. Stat. Comput. 7, 994--1008 (1986; Zbl 0613.65079)]) for the error analysis of numerical methods is especially popular for symplectic schemes. The article presents a novel and very general approach to modified equations based on the evolution semigroups defined by the underlying differential equation, a consistent one-step method, and the associated modified equation, respectively. This approach is used to prove firstly the existence of modified equations of arbitrarily high index. Then it is proved that if the underlying equation and the numerical method share a first integral, then any modified equation will also possess this first integral. Finally, it is shown that for a Hamiltonian system the modified equation associated with a symplectic integrator represents again a Hamiltonian system. None of these results is new (references are given in the article); but the method to prove them is new. In contrast to earlier proofs, the authors do not need to restrict to a special class of numerical methods like Runge-Kutta methods or to a special class of differential equations like Hamiltonian systems, as they use a straightforward Taylor expansion of the semigroups. Not all proofs are included in the article; for more details the reader is referred to a preprint of the authors. For the entire collection see [Zbl 0857.00037].
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