Symmetry preserving discretization of ordinary differential equations. large symmetry groups and higher order equations

DOI10.1088/1751-8113/49/3/035201zbMATH Open1344.65069arXiv1507.06428OpenAlexW2267626589WikidataQ58324917 ScholiaQ58324917MaRDI QIDQ2994560FDOQ2994560

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Publication date: 2 August 2016

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: Ordinary differential equations (ODEs) and ordinary difference systems (O$Delta$Ss) invariant under the actions of the Lie groups $mathrm{SL}_x(2)$, $mathrm{SL}_y(2)$ and $mathrm{SL}_x(2)imesmathrm{SL}_y(2)$ of projective transformations of the independent variables $x$ and dependent variables $y$ are constructed. The ODEs are continuous limits of the O$Delta$Ss, or conversely, the O$Delta$Ss are invariant discretizations of the ODEs. The invariant O$Delta$Ss are used to calculate numerical solutions of the invariant ODEs of order up to five. The solutions of the invariant numerical schemes are compared to numerical solutions obtained by standard Runge-Kutta methods and to exact solutions, when available. The invariant method performs at least as well as standard ones and much better in the vicinity of singularities of solutions.

Full work available at URL: https://arxiv.org/abs/1507.06428

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zbMATH Keywords

difference equationsnumerical exampleLie symmetriesRunge-Kutta methodcomparison of methodsinvariant methodpositive transformation

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Finite difference and finite volume methods for ordinary differential equations (65L12) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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