Geometric Numerical Integration Structure-Preserving Algorithms for Ordinary Differential Equations

The subject of this book is numerical methods that preserve geometric properties of the flow of a differential equation: symplectic integrators for Hamiltonian systems, symmetric integrators for reversible systems, methods preserving first integrals and numerical methods on manifolds, including Lie...

Full description

Bibliographic Details
Main Authors: Hairer, Ernst, Lubich, Christian (Author), Wanner, Gerhard (Author)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2002, 2002
Edition:1st ed. 2002
Series:Springer Series in Computational Mathematics
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Description
Summary:The subject of this book is numerical methods that preserve geometric properties of the flow of a differential equation: symplectic integrators for Hamiltonian systems, symmetric integrators for reversible systems, methods preserving first integrals and numerical methods on manifolds, including Lie group methods and integrators for constrained mechanical systems, and methods for problems with highly oscillatory solutions. A complete theory of symplectic and symmetric Runge-Kutta, composition, splitting, multistep and various specially designed integrators is presented, and their construction and practical merits are discussed. The long-time behaviour of the numerical solutions is studied using a backward error analysis (modified equations) combined with KAM theory and related perturbation theories. The book is illustrated by many figures, it treats applications from physics and astronomy and contains many numerical experiments and comparisons of different approaches
Physical Description:XIII, 515 p. 224 illus online resource
ISBN:9783662050187