Order theory for discrete gradient methods

DOI10.1007/S10543-022-00909-ZMaRDI QIDQ6336973arXivFDO

Authors Sølve Eidnes

Publication date 18 March 2020

Published in arXiv

Full work available at URL https://doi.org/10.1007/S10543-022-00909-Z

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) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Artificial neural networks and deep learning (68T07)

arXiv classification

cs.NAmath.NA

Abstract: The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive specific results for the average vector field discrete gradient, from which we get P-series methods in the general case, and B-series methods for canonical Hamiltonian systems. Higher order schemes are presented, and their applications are demonstrated on the H'enon-Heiles system and a Lotka-Volterra system, and on both the training and integration of a pendulum system learned from data by a neural network.

Cited in

(2)

• A Unified Discrete Gradient-SAV Framework for Structure-Preserving Integration
• Fourth-Order Energy-Consistent Average Vector Field Discrete Gradient Methods for Dissipative Hamiltonian Systems

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