English

An explicit and practically invariants-preserving method for conservative systems

Numerical Analysis 2020-09-16 v1 Numerical Analysis

Abstract

An explicit numerical strategy that practically preserves invariants is derived for conservative systems by combining an explicit high-order Runge-Kutta (RK) scheme with a simple modification of the standard projection approach, which is named the explicit invariants-preserving (EIP) method. The proposed approach is shown to have the same order as the underlying RK method, while the error of invariants is analyzed in the order of O(h2(p+1)),\mathcal{O}\left(h^{2(p+1)}\right), where hh is the time step and pp represents the order of the method. When pp is appropriately large, the EIP method is practically invariants-conserving because the error of invariants can reach the machine accuracy. The method is illustrated for the cases of single and multiple invariants, with regard to both ODEs and high-dimensional PDEs. Extensive numerical experiments are presented to verify our theoretical results and demonstrate the superior behaviors of the proposed method in a long time numerical simulation. Numerical results suggest that the fourth-order EIP method preserves much better the qualitative properties of the flow than the standard fourth-order RK method and it is more efficient in practice than the fully implicit integrators.

Keywords

Cite

@article{arxiv.2009.06877,
  title  = {An explicit and practically invariants-preserving method for conservative systems},
  author = {Wenjun Cai and Yuezheng Gong and Yushun Wang},
  journal= {arXiv preprint arXiv:2009.06877},
  year   = {2020}
}

Comments

25 pages, 61 figures

R2 v1 2026-06-23T18:32:51.797Z