The generating function for the solution for ODE's and its discrete methods

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Hamilton's equations (70H05)

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An autonomous system of ordinary differential equations \(\dot x=F(x)\) with F analytic is considered. Let \(t>0\) be fixed and denote \(\bar x=x(t)\) the value of the solution through \(x(0)=x\). Then \(\bar x-\)x can be expressed by several power series in the coefficients of which depend on \(\bar x\) and x in various ways. A new result is an expansion around the point \(1/2(\bar x-x)\). The truncation of the latter power series leads to a discretization scheme generalizing the time centered Euler formula. The author shows that linear and quadratic conservation laws of the original system are preserved by the new discretization scheme, further the scheme is L-stable. The author obtains his results by extending the given differential equation to a Hamiltonian system. After applying certain transformations the solutions of the Hamiltonian system can be represented by generating functions the series expansions of which are known.

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