4.6 Article Proceedings Paper

Important aspects of geometric numerical integration

期刊

JOURNAL OF SCIENTIFIC COMPUTING
卷 25, 期 1, 页码 67-81

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SPRINGER/PLENUM PUBLISHERS
DOI: 10.1007/s10915-004-4633-7

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geometric numerical integration; Hamiltonian systems; reversible differential equations; backward error analysis; energy conservation; modulated Fourier expansion; adiabatic invariants; sine-Gordon equation

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At the example of Hamiltonian differential equations, geometric properties of the flow are discussed that are only preserved by special numerical integrators (such as symplectic and/or symmetric methods). In the 'non-stiff' situation the long-time behaviour of these methods is well-understood and can be explained with the help of a backward error analysis. In the highly oscillatory ('stiff') case this theory breaks down. Using a modulated Fourier expansion, much insight can be gained for methods applied to problems where the high oscillations stem from a linear part of the vector field and where only one (or a few) high frequencies are present. This paper terminates with numerical experiments at space discretizations of the sine-Gordon equation, where a whole spectrum of frequencies is present.

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