An explicit and practically invariants-preserving method for conservative systems
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 where is the time step and represents the order of the method. When 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.
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