Related papers: Preserving multiple first integrals by discrete gr…
This paper is a summary of the theory of discrete embeddings introduced in [5]. A discrete embedding is an algebraic procedure associating a numerical scheme to a given ordinary differential equation. Lagrangian systems possess a…
We show a novel systematic way to construct conservative finite difference schemes for quasilinear first-order system of ordinary differential equations with conserved quantities. In particular, this includes both autonomous and…
We present a new class of exponential integrators for ordinary differential equations. They are locally exact, i.e., they preserve the linearization of the original system at every point. Their construction consists in modifying existing…
This paper develops a structure-preserving numerical integration scheme for a class of higher-order mechanical systems. The dynamics of these systems are governed by invariant variational principles defined on higher-order tangent bundles…
One can elucidate integrability properties of ordinary differential equations (ODEs) by knowing the existence of second integrals (also known as weak integrals or Darboux polynomials for polynomial ODEs). However, little is known about how…
We define an abstract framework called {\it discrete finite differences embedding} which can be used to obtain discrete analogue of formal functional relations in the spirit of category theory. For ordinary differential equations we exhibit…
Locally exact integrators preserve linearization of the original system at every point. We construct energy-preserving locally exact discrete gradient schemes for arbitrary multidimensional canonical Hamiltonian systems by modifying…
Discrete gradient methods are a class of numerical integrators producing solutions with exact preservation of first integrals of ordinary differential equations. In this paper, we apply order theory combined with the symmetrized Itoh--Abe…
We present a remarkable discretization of the classical Kepler problem which preserves its trajectories and all integrals of motion. The points of any discrete orbit belong to an appropriate continuous trajectory.
The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…
It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity…
We present a new class of exponential integrators for ordinary differential equations: locally exact modifications of known numerical schemes. Local exactness means that they preserve the linearization of the original system at every point.…
A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…
A theorem is derived which determines higher order first integrals of autonomous holonomic dynamical systems in a general space, provided the collineations and the Killing tensors -- up to the order of the first integral -- of the kinetic…
A new approach to the construction of difference schemes of any order for the many-body problem that preserves all its algebraic integrals is proposed. We introduced additional variables, namely, distances and reciprocal distances between…
Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…
We provide a note on continuous-stage Runge-Kutta methods (csRK) for solving initial value problems of first-order ordinary differential equations. Such methods, as an interesting and creative extension of traditional Runge-Kutta (RK)…
We provide a framework for high-order discretizations of nonlinear scalar convection-diffusion equations that satisfy a discrete maximum principle. The resulting schemes can have arbitrarily high order accuracy in time and space, and can be…
Since the expense of the numerical integration of large scale dynamical systems is often computationally prohibitive, model reduction methods, which approximate such systems by simpler and much lower order ones, are often employed to reduce…
A discretisation scheme that preserves topological features of a physical problem is extended so that differential geometric structures can be approximated in a consistent way thus giving access to the study of physical systems which are…