Multistep methods on manifolds

DOI10.1093/IMANUM/21.1.407MaRDI QIDQ2713135zbMATH OpenOpenAlexFDO

Authors Arieh Iserles

Publication date 29 November 2001

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/21.1.407

zbMATH Keywords

Bateman equationdifferential algebraic equationdifferential equation on manifolderror analysismultistep methodpreservation of invariantsRunge-Kutta schemeTaylor method

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for differential-algebraic equations (65L80) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Review text

The author discusses the preservation of invariants of an ordinary differential equation in a numerical integration. He considers methods of Taylor type, i.e. methods of order \(p\) where the leading term in the error analysis is given by the \((p+1)\)th derivative of the solution. Many classical numerical schemes are of this type, in particular multistep methods; a notable exception are Runge-Kutta schemes. It is first shown that an invariant can be preserved by a method of Taylor type only, if it satisfies the Bateman equation, then that this implies that the invariant must be linear.

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Cited in

(8)

• Preserving algebraic invariants with Runge-Kutta methods
• Manifold topological multi-resolution analysis method
• Multi-parameter surfaces of analytic centers and long-step surface-following interior point methods
• Numerical Methods on (and off) Manifolds
• Multistep methods integrating ordinary differential equations on manifolds
• Time symmetry and high-order Magnus methods
• A double Fourier sphere method for \(d\)-dimensional manifolds
• Functional equivariance and conservation laws in numerical integration

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