Projection methods and discrete gradient methods for preserving first integrals of ODEs

DOI10.3934/DCDS.2015.35.2079MaRDI QIDQ484424zbMATH OpenOpenAlexFDO

Authors Richard A. Norton, David I. McLaren, A. Stern, Antonella Zanna, G. R. W. Quispel

Publication date 7 January 2015

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.2713

zbMATH Keywords

projectiongeometric integrationHamiltonian systemsdiscrete gradientsenergy preserving integrators

Mathematics Subject Classification ID

Numerical integration (65D30) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Approximation methods and numerical treatment of dynamical systems (37M99)

Abstract: In this paper we study linear projection methods for approximating the solution and simultaneously preserving first integrals of autonomous ordinary differential equations. We show that (linear) projection methods are a subset of discrete gradient methods. In particular, each projection method is equivalent to a class of discrete gradient methods (where the choice of discrete gradient is arbitrary) and earlier results for discrete gradient methods also apply to projection methods. Thus we prove that for the case of preserving one first integral, under certain mild conditions, the numerical solution for a projection method exists and is locally unique, and preserves the order of accuracy of the underlying method. In the case of preserving multiple first integrals the relationship between projection methods and discrete gradient methods persists. Moreover, numerical examples show that similar existence and order results should also hold for the multiple integral case. For completeness we show how existing projection methods from the literature fit into our general framework.

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Cited in

(21)

• A new family of fourth-order energy-preserving integrators
• Discrete gradients in short-range molecular dynamics simulations
• Energy-preserving integrators applied to nonholonomic systems
• Preserving multiple first integrals by discrete gradients
• Invariants preserving schemes based on explicit Runge-Kutta methods
• Projection of second derivative methods for ordinary differential equations with invariants
• Adaptive energy preserving methods for partial differential equations
• An energy-momentum conserving scheme for Hamiltonian wave equation based on multiquadric trigonometric quasi-interpolation
• Order theory for discrete gradient methods
• Projection methods based on dispersion errors for RK methods
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• Conservative methods for dynamical systems
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• Projection methods for stochastic differential equations with conserved quantities
• A projection method for the conservative discretizations of parabolic partial differential equations
• Runge-Kutta projection methods with low dispersion and dissipation errors

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