Geometric integration using discrete gradients

Citation
Ri. Mclachlan et al., Geometric integration using discrete gradients, PHI T ROY A, 357(1754), 1999, pp. 1021-1045
Citations number
35
Categorie Soggetti
Multidisciplinary
Journal title
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES
ISSN journal
1364503X → ACNP
Volume
357
Issue
1754
Year of publication
1999
Pages
1021 - 1045
Database
ISI
SICI code
1364-503X(19990415)357:1754<1021:GIUDG>2.0.ZU;2-4
Abstract
This paper discusses the discrete analogue of the gradient of a function an d shows how discrete gradients can be used in the numerical integration of ordinary differential equations (ODEs). Given an ODE and one or more first integrals (i.e. constants of the motion) and/or Lyapunov functions, it is s hown that the ODE can be rewritten as a 'linear-gradient system'. Discrete gradients are used to construct discrete approximations to the ODE which pr eserve the first integrals and Lyapunov functions exactly. The method appli es to all Hamiltonian, Poisson and gradient systems, and also to many dissi pative systems (those with a known first integral or Lyapunov function).