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We present an exposition of a method of discretizing ordinary differential equations while preserving their Lie point symmetries. This method is very general and can be applied to any ODE with a nontrivial symmetry group. The method is…

Mathematical Physics · Physics 2009-11-01 R. Rebelo , P. Winternitz

The method of equivariant moving frames on multi-space is used to construct symmetry preserving finite difference schemes of partial differential equations invariant under finite-dimensional symmetry groups. Invariant numerical schemes for…

Mathematical Physics · Physics 2011-10-28 Raphaël Rebelo , Francis Valiquette

The main purpose of this article is to show how symmetry structures in partial differential equations can be preserved in a discrete world and reflected in difference schemes. Three different structure preserving discretizations of the…

Exactly Solvable and Integrable Systems · Physics 2015-10-05 Decio Levi , Luigi Martina , Pavel Winternitz

Lie group analysis of differential equations is a generally recognized method, which provides invariant solutions, integrability, conservation laws etc. In this paper we present three characteristic examples of the construction of invariant…

Numerical Analysis · Mathematics 2025-10-20 Margarita Bakirova , Vladimir Dorodnitsyn , Roman Kozlov

A method is presented for finding the Lie point symmetry transformations acting simultaneously on difference equations and lattices, while leaving the solution set of the corresponding difference scheme invariant. The method is applied to…

Mathematical Physics · Physics 2013-07-10 Decio Levi , Sébastien Tremblay , Pavel Winternitz

In these lectures we review two procedures for constructing finite difference numerical schemes that preserve symmetries of differential equations. The first approach is based on Lie's infinitesimal symmetry generators, while the second…

Numerical Analysis · Mathematics 2016-12-07 Alexander Bihlo , Francis Valiquette

We apply symmetry and invariance methods to analyse systems of difference equations. Non trivial symmetries are derived and their exact solutions obtained.

Dynamical Systems · Mathematics 2017-11-28 JJ Bashingwa , AH Kara , M Folly-Gbetoula

In this paper we introduce a procedure, based on the method of equivariant moving frames, for formulating continuous Galerkin finite element schemes that preserve the Lie point symmetries of initial value problems for ordinary differential…

Numerical Analysis · Mathematics 2020-04-02 Alex Bihlo , James Jackaman , Francis Valiquette

We show that any first order ordinary differential equation with a known Lie point symmetry group can be discretized into a difference scheme with the same symmetry group. In general, the lattices are not regular ones, but must be adapted…

Exactly Solvable and Integrable Systems · Physics 2014-11-18 Miguel A. Rodriguez , Pavel Winternitz

We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which…

Mathematical Physics · Physics 2013-04-29 Decio Levi , Pavel Winternitz

A method is introduced for the construction of meshless discretization schemes which preserve Lie symmetries of the differential equations that these schemes approximate. The method exploits the fact that equivariant moving frames provide a…

Mathematical Physics · Physics 2015-06-11 Alexander Bihlo

Simulation of many-particle system evolution by molecular dynamics takes to decrease integration step to provide numerical scheme stability on the sufficiently large time interval. It leads to a significant increase of the volume of…

Numerical Analysis · Mathematics 2016-05-19 Eduard G. Nikonov

We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…

Numerical Analysis · Mathematics 2020-11-05 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

We derive a method for finding Lie Symmetries for third-order difference equations. We use these symmetries to reduce the order of the difference equations and hence obtain the solutions of some third-order difference equations. We also…

Exactly Solvable and Integrable Systems · Physics 2017-01-25 S. Mamba , M. K. Folly-Gbetoula , A. H. Kara

Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

Ordinary differential equations (ODEs) and ordinary difference systems (O$\Delta$Ss) invariant under the actions of the Lie groups $\mathrm{SL}_x(2)$, $\mathrm{SL}_y(2)$ and $\mathrm{SL}_x(2)\times\mathrm{SL}_y(2)$ of projective…

Mathematical Physics · Physics 2016-01-20 Rutwig Campoamor-Stursberg , Miguel A. Rodríguez , Pavel Winternitz

Using the method of equivariant moving frames, we present a procedure for constructing symmetry-preserving finite element methods for second-order ordinary differential equations. Using the method of lines, we then indicate how our…

Numerical Analysis · Mathematics 2018-03-28 Alexander Bihlo , Francis Valiquette

We introduce a novel class of finite difference approximations, termed zigzag schemes, that employ a hybrid stencil that is neither symmetrical, nor fully one-sided. These zigzag schemes often enjoy more permissive stability constraints and…

Numerical Analysis · Mathematics 2025-05-26 Lorenzo Poggioni , Didier Clamond , Yves D'Angelo

We study a family of structure-preserving deterministic numerical schemes for Lindblad equations. This family of schemes has a simple form and can systemically achieve arbitrary high-order accuracy in theory. Moreover, these schemes can…

Numerical Analysis · Mathematics 2025-08-05 Yu Cao , Jianfeng Lu

Mathematical descriptions of flow phenomena usually come in the form of partial differential equations. The differential operators used in these equations may have properties such as symmetry, skew-symmetry, positive or negative…

Numerical Analysis · Mathematics 2017-10-20 Bas van 't Hof , Mathea J. Vuik
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