On the arbitrarily long-term stability of conservative methods

DOI10.1137/16M1085929zbMATH Open1405.65085arXiv1607.06160OpenAlexW3102238642MaRDI QIDQ5376445FDOQ5376445

Authors: Andy T. S. Wan, Jean-Christophe Nave 

Publication date: 18 September 2018

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Abstract: We show the arbitrarily long-term stability of conservative methods for autonomous ODEs. Given a system of autonomous ODEs with conserved quantities, if the preimage of the conserved quantities possesses a bounded locally nite neighborhood, then the global error of any conservative method with the uniformly bounded displacement property is bounded for all time, when the uniform time step is taken suciently small. On nite precision machines, the global error still remains bounded and independent of time until some arbitrarily large time determined by machine precision and tolerance. The main result is proved using elementary topological properties for discretized conserved quantities which are equicontinuous. In particular, long-term stability is also shown using an averaging identity when the discretized conserved quantities do not explicitly depend on time steps. Numerical results are presented to illustrate the long-term stability result.

Full work available at URL: https://arxiv.org/abs/1607.06160

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zbMATH Keywords

tolerancediscretizationfinite differencetopological spaceautonomous systemconservative methodsmultiplier methodnormal spaceBrouwer's lawlong-term stabilityconsistencemachine precision

Mathematics Subject Classification ID

Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cited In (7)

• Conservative integrators for many-body problems
• On High-Order Approximation and Stability with Conservative Properties
• Conservative integrators for vortex blob methods on the plane
• Area-preserving geometric Hermite interpolation
• Conservative integrators for piecewise smooth systems with transversal dynamics
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