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Geometric integrators for ODEs

REVIEW ARTICLE

Robert I McLachlan1 and G Reinout W Quispel2

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Geometric integration is the numerical integration of a differential equation, while preserving one or more of its 'geometric' properties exactly, i.e. to within round-off error. Many of these geometric properties are of crucial importance in physical applications: preservation of energy, momentum, angular momentum, phase-space volume, symmetries, time-reversal symmetry, symplectic structure and dissipation are examples. In this paper we present a survey of geometric numerical integration methods for ordinary differential equations. Our aim has been to make the review of use for both the novice and the more experienced practitioner interested in the new developments and directions of the past decade. To this end, the reader who is interested in reading up on detailed technicalities will be provided with numerous signposts to the relevant literature.


PACS

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

02.60.Nm Integral and integrodifferential equations

MSC

45J05 Integro-ordinary differential equations (See also 34K05, 34K30, 47G20)

34A26 Geometric methods in differential equations

Subjects

Computational physics

Dates

Issue 19 (12 May 2006)

Received 11 October 2005, in final form 22 December 2005

Published 24 April 2006



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