On the preservation of second integrals by Runge-Kutta methods
Completely integrable discrete dynamical systems (37J70) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Discrete version of topics in analysis (39A12) Integrable difference and lattice equations; integrability tests (39A36) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)
The author uses the recently discovered theory of ``discrete second integrals to show novel results about Runge-Kutta methods. In particular, to prove interesting new results about such methods in a general setting. He considers an autonomous ODE \(\dot{x}=f(x)\) in \(\mathbb{R}^{n}\) and a second integral of this ODE, namely a function \(p(x)\) that satisfies \(\dot{p}(x)=f(x)^{T}\nabla p(x)=c(x) p(x)\), where \(c(x)\) is called the cofactor of \(p(x)\). The discrete-time analogue of \(p(x)\), is referred to as a ``discrete second integral of a map \(\varphi_{h} : \mathbb{R}^{n} \rightarrow \mathbb{R}^{n}\), which is a function \(p(x)\) that satisfies \(p(\varphi_{h}(x)) = \tilde{c}(x)p(x)\), where \(\tilde{c}(x)\) is called the discrete cofactor of \(p(x)\). Firstly, the author shows that Runge-Kutta methods cannot preserve irreducible quadratic second integrals of an ODE. Next he proves that Runge-Kutta methods always preserve affine second integrals and describe the implications of this result. He provides the following example. Consider the ODE in two dimensions \(\dot{x}= x^2 + 2 x y + 3 y^2\), \(\dot{y} = 2 y (2 x + y)\). This system of ODEs has the three linear second integrals \(p_{1}(x) = x + y\), \(p_{2}(x) = x - y\), \(p_{3}(x) = y\), that correspond to the cofactors \(c_{1}(x) = x + 5y\), \(c_{2}(x) = x - y\), \(c_{3}(x) = 4x + 2y\). The author mentions some interesting results as corollaries such as the preservation of certain rational integrals by Runge-Kutta methods. For completeness, he further provides two examples, the first one being a Lotka-Volterra system, the second a nonpolynomial vector field. Moreover, the special case of affine second integrals with constant cofactor is discussed, as well the preservation of third and higher integrals. Several examples are presented. The author also shows that for all linear ODEs with quadratic first integrals, all diagonal Padé Runge-Kutta maps preserve the integral exactly. At the end of the paper, he gives an algorithm that detects the existence of such affine integrals as well as the linear transformation that decouples the affine subsystem of higher integrals from the nonlinear components.
- Approximate preservation of quadratic first integrals by explicit Runge-Kutta methods
- scientific article; zbMATH DE number 4205901
- scientific article; zbMATH DE number 1287938
- Preservation of equilibrium states and their stability for discrete Runge-Kutta approximations of continuous systems
- On the Preservation of Invariants by Explicit Runge--Kutta Methods
- A new class of energy-preserving numerical integration methods
- Algebraic conditions for a centre or a focus in some simple systems of arbitrary degree
- Algorithms for special integrals of ordinary differential equations
- Detecting and determining preserved measures and integrals of birational maps
- Diagonal Padé Approximations for Initial Value Problems
- Efficient energy-preserving integrators for oscillatory Hamiltonian systems
- Energy-preserving Runge-Kutta methods
- Equations de Pfaff algébriques
- Geometric Numerical Integration
- Geometric properties of Kahan's method
- scientific article; zbMATH DE number 6686727 (Why is no real title available?)
- Integrability and nonintegrability of dynamical systems
- Lie-Poisson Hamilton-Jacobi theory and Lie-Poisson integrators
- On the nonexistence of constants of derivations: the proof of a theorem of Jouanolou and its development
- Preserving multiple first integrals by discrete gradients
- Simulating Hamiltonian Dynamics
- Six lectures on the geometric integration of ODEs
- Solving ODEs numerically while preserving a first integral
- Solving ordinary differential equations. II: Stiff and differential-algebraic problems.
- Stability of Runge-Kutta Methods for Trajectory Problems
- Using discrete Darboux polynomials to detect and determine preserved measures and integrals of rational maps
- Volume-preserving algorithms for source-free dynamical systems
This page was built for publication: On the preservation of second integrals by Runge-Kutta methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6111237)
