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The discrete gradient approach is generalized to yield integral preserving methods for differential equations in Lie groups.

Numerical Analysis · Mathematics 2013-02-20 Elena Celledoni , Brynjulf Owren

In this paper we consider discrete gradient methods for approximating the solution and preserving a first integral (also called a constant of motion) of autonomous ordinary differential equations. We prove under mild conditions for a large…

Numerical Analysis · Mathematics 2013-01-22 Richard A. Norton , G. R. W. Quispel

A new method is proposed to numerically integrate a dynamical system on a manifold such that the trajectory stably remains on the manifold and preserves first integrals of the system. The idea is that given an initial point in the manifold…

Numerical Analysis · Mathematics 2016-11-29 Dong Eui Chang , Fernando Jimenez , Matthew Perlmutter

Discretizing variational principles, as opposed to discretizing differential equations, leads to discrete-time analogues of mechanics, and, systematically, to geometric numerical integrators. The phase space of such variational…

Mathematical Physics · Physics 2015-05-13 Charles Cuell , George W. Patrick

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 (linear) projection methods are a subset of discrete…

Numerical Analysis · Mathematics 2015-11-05 R. A. Norton , D. I. McLaren , G. R. W. Quispel , A. Stern , A. Zanna

A new method for finding first integrals of discrete equations is presented. It can be used for discrete equations which do not possess a variational (Lagrangian or Hamiltonian) formulation. The method is based on a newly established…

Exactly Solvable and Integrable Systems · Physics 2013-11-08 V. Dorodnitsyn , E. Kaptsov , R. Kozlov , P. Winternitz

Many real-world dynamical systems are associated with first integrals (a.k.a. invariant quantities), which are quantities that remain unchanged over time. The discovery and understanding of first integrals are fundamental and important…

Machine Learning · Computer Science 2023-03-29 Takashi Matsubara , Takaharu Yaguchi

We develop a numerical scheme for the Kepler problem that preserves exactly all first integrals: angular momentum, total energy, and the Laplace-Runge-Lenz vector. This property ensures that orbital trajectories retain their precise shape…

Numerical Analysis · Mathematics 2025-12-16 Jan L. Cieśliński , Maciej Jurgielewicz

We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…

Numerical Analysis · Mathematics 2025-11-05 Benjamin Kwanen Tapley

Discrete gradients (DG) or more exactly discrete gradient methods are time integration schemes that are custom-built to preserve first integrals or Lyapunov functions of a given ordinary differential equation (ODE). In conservative…

Numerical Analysis · Mathematics 2024-01-09 Volker Grimm , Tobias Kliesch , G. R. W. Quispel

We show how to increase the order of one-dimensional discrete gradient numerical integrator without losing its advantages, such as exceptional stability, exact conservation of the energy integral and exact preservation of the trajectories…

Computational Physics · Physics 2010-08-24 Jan L. Cieśliński , Bogusław Ratkiewicz

The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive…

Numerical Analysis · Mathematics 2022-01-19 Sølve Eidnes

A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is…

Numerical Analysis · Mathematics 2011-05-05 Morten Dahlby , Brynjulf Owren

Many differential equations with physical backgrounds are described as gradient systems, which are evolution equations driven by the gradient of some functionals, and such problems have energy conservation or dissipation properties. For…

Numerical Analysis · Mathematics 2023-08-07 Tomoya Kemmochi

We investigate the problem of the existence of first integrals for multidimensional and ordinary linear differential systems with constant coefficients. The spectral method of the first integrals basis construction for these systems of…

Classical Analysis and ODEs · Mathematics 2008-06-26 V. N. Gorbuzov , A. F. Pranevich

The spectral method for building first integrals of ordinary linear differential systems is elaborated. Using this method, we obtain bases of first integrals for linear differential systems with constant coefficients, for linear…

Dynamical Systems · Mathematics 2012-01-20 V. N. Gorbuzov , A. F. Pranevich

Systems with a first integral (i.e., constant of motion) or a Lyapunov function can be written as ``linear-gradient systems'' $\dot x= L(x)\nabla V(x)$ for an appropriate matrix function $L$, with a generalization to several integrals or…

Mathematical Physics · Physics 2009-10-31 Robert I McLachlan , GRW Quispel , Nicolas Robidoux

Validation is a major challenge in differentiable programming. The state of the art is based on algorithmic differentiation. Consistency of first-order tangent and adjoint programs is defined by a well-known first-order differential…

Numerical Analysis · Mathematics 2021-01-12 Uwe Naumann

We calculate Noether like operators and first integrals of scalar equation y'' = -k^2 y using complex Lie symmetry method, by taking values of k and y to be real as well as complex. We numerically integrate the equations using a symplectic…

Numerical Analysis · Mathematics 2017-11-07 W. Irshad , Y. Habib , M. U. Farooq

This paper describes how to define and work with differential equations in the abstract setting of tangent categories. The key notion is that of a curve object which is, for differential geometry, the structural analogue of a natural number…

Category Theory · Mathematics 2021-02-10 J. R. B. Cockett , G. S. H. Cruttwell , J. -S. P. Lemay
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