Geometric Integration for ODEs
Robert McLachlan and Reinout Quispel
Abstract:
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.
Submitted by R.McLachlan[at]massey.ac.nz on 11/10/2005 10:16:35
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2005-6