On the qualitative properties of modified equations

DOI10.1007/978-3-642-60539-0_12MaRDI QIDQ4336097zbMATH OpenOpenAlexFDO

Authors Oscar Gonzalez, A. M. Stuart

Publication date 31 August 1997

Published in Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL http://doc.rero.ch/record/290852/files/190169.pdf

zbMATH Keywords

arbitrarily high indexconsistenterror analysis of numerical methodsevolution semigroupfirst integralHamiltonian systemmodified equationone-step methodsymplectic integrator

Mathematics Subject Classification ID

Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

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].

Recommendations

• scientific article; zbMATH DE number 695955
• Backward error analysis for conjugate symplectic methods
• scientific article; zbMATH DE number 688058
• On the method of modified equations. II: Numerical techniques based on the equivalent equation for the Euler forward difference method
• On the method of modified equations. III: Numerical techniques based on the second equivalent equation for the Euler forward difference method
• Backward error analysis for multisymplectic discretizations of Hamiltonian PDEs
• Exponentially accurate Hamiltonian embeddings of symplectic A-stable Runge-Kutta methods for Hamiltonian semilinear evolution equations
• On the method of modified equations. IV: Numerical techniques based on the modified equation for the Euler forward difference method
• Symmetric schemes and Hamiltonian perturbations of linear Hamiltonian problems
• Higher order symplectic methods based on the modified vector fields

Cited in

(4)

• Qualitative properties of modified equations
• Modified differential equations
• On modified equations for discretizations of ODEs
• Functional equivariance and modified vector fields

This page was built for publication: On the qualitative properties of modified equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4336097)