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

DOI10.3934/DCDS.2015.35.2079zbMATH Open1302.65063arXiv1302.2713OpenAlexW3106301604MaRDI QIDQ484424FDOQ484424

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)

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.

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

Recommendations

• Discrete gradient methods for solving ODEs numerically while preserving a first integral
• Discrete gradient methods for preserving a first integral of an ordinary differential equation
• scientific article; zbMATH DE number 1087385
• Optimal projection methods for solving a class of integrodifferential equations
• A projection method for the conservative discretizations of parabolic partial differential equations
• scientific article; zbMATH DE number 3467004
• Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations
• scientific article; zbMATH DE number 3940681
• Projection and Iterated Projection Methods for Nonlinear Integral equations
• Projection methods for the solution of a class of singular integrodifferential equations

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Solving Ordinary Differential Equations I
• Geometric Numerical Integration
• On the domain of the implicit function and applications
• The Newton-Kantorovich Theorem
• Numerical Methods for Ordinary Differential Equations
• Geometric integration using discrete gradients
• Title not available (Why is that?)
• A new class of energy-preserving numerical integration methods
• Lie-Poisson Hamilton-Jacobi theory and Lie-Poisson integrators
• Time integration and discrete Hamiltonian systems
• Hamiltonian-conserving discrete canonical equations based on variational difference quotients
• Symmetric projection methods for differential equations on manifolds
• Geometric integration methods that preserve Lyapunov functions
• Preserving multiple first integrals by discrete gradients
• Exact energy-momentum conserving algorithms and symplectic schemes for nonlinear dynamics
• Multilinear algebra. 2nd ed
• Discrete gradient methods for preserving a first integral of an ordinary differential equation
• Discrete gradient methods for solving ODEs numerically while preserving a first integral
• Solving ODEs numerically while preserving a first integral
• Title not available (Why is that?)

Cited In (21)

• 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
• An energy-momentum conserving scheme for Hamiltonian wave equation based on multiquadric trigonometric quasi-interpolation
• Order theory for discrete gradient methods
• Adaptive energy preserving methods for partial differential equations
• Projection methods based on dispersion errors for RK methods
• Geometric Integration of ODEs Using Multiple Quadratic Auxiliary Variables
• General linear methods with projection
• Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations
• Numerical methods for non conservative perturbations of conservative problems
• Conservative methods for dynamical systems
• Discrete gradient methods for solving ODEs numerically while preserving a first integral
• Projection methods preserving Lyapunov functions
• Discrete gradient methods for preserving a first integral of an ordinary differential equation
• 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
• A new family of fourth-order energy-preserving integrators
• Discrete gradients in short-range molecular dynamics simulations

This page was built for publication: Projection methods and discrete gradient methods for preserving first integrals of ODEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q484424)