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

  • Richard A. Norton
  • , David I. McLaren
  • , G. R.W. Quispel
  • , Ari Stern
  • , Antonella Zanna

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

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 each (linear) projection method is equivalent to a class of discrete gradient methods, in both single and multiple first integral cases, and known results for discrete gradient methods also apply to projection methods. Thus we prove that in the single first integral case, 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. Our results allow considerable freedom for the choice of projection direction and do not have a time step restriction close to critical points.

Original languageEnglish
Pages (from-to)2079-2098
Number of pages20
JournalDiscrete and Continuous Dynamical Systems- Series A
Volume35
Issue number5
DOIs
StatePublished - May 1 2015

Keywords

  • Discrete gradients
  • Energy preserving integrators
  • Geometric integration
  • Hamiltonian systems
  • Projection

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