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Discrete gradient methods for solving ODEs numerically while preserving a first integral

G R W Quispel and G S Turner

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LETTER TO THE EDITOR

We show that all direct methods for preserving a first integral during the numerical integration of an ordinary differential equation fit into the unified framework of discrete gradient methods. Using this framework we construct several new integral-preserving schemes.


PACS

02.30.Hq Ordinary differential equations

02.60.Jh Numerical differentiation and integration

02.60.Lj Ordinary and partial differential equations; boundary value problems

MSC

65D30 Numerical integration

65Pxx Numerical problems in dynamical systems (See also 37Mxx)

65Lxx Ordinary differential equations

Subjects

Mathematical physics

Computational physics

Dates

Issue 13 (7 July 1996)

Received 26 March 1996



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