Numerical integrators that contract volume

DOI10.1016/S0168-9274(99)00131-2MaRDI QIDQ1567644zbMATH OpenOpenAlexFDO

Authors Robert I. McLachlan, G. R. W. Quispel

Publication date 6 December 2000

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9808115

zbMATH Keywords

dissipative systemsEuler's methodnumerical integratorssymplectic Runge-Kutta methodsvolume-contracting systems

Mathematics Subject Classification ID

Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests (37J35) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Abstract: We study numerical integrators that contract phase space volume even when the ODE does so at an arbitrarily small rate. This is done by a splitting into two-dimensional contractive systems. We prove a sufficient condition for Runge-Kutta methods to have the appropriate contraction property for these two-dimensional systems; the midpoint rule is an example.

Review text

The paper deals with numerical integrators that contract phase space volume. For strongly contractive systems any consistent numerical integrator is contractive for small enough step \(h\). Therefore, the authors study week contraction which is a closed property although more difficult to preserve. First they examine two-dimensional systems and demonstrate that Euler's method is not contractive in two dimensions. Then it is proved that the midpoint rule and the symplectic Runge-Kutta methods with \(b_i>0\) are contractive in two dimensions. For higher-dimensional systems, a given ordinary differential equation is first written as a sum of two-dimensional contractive systems. Then a contractive method is applied to each term, and the resulting maps are composed with positive time steps.

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• Computational geometric methods for preferential clustering of particle suspensions
• Volume-preserving integrators
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