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An algebraic approach to invariant preserving integators: the case of quadratic and Hamiltonian invariants. (English) Zbl 1100.65115

Using the formalism of B- and S-series, the authors characterise numerical integrators preserving quadratic and Hamiltonian invariants. They first provide alternative proofs of the following two already known results: a B-series integrator preserves quadratic invariants, if and only if it is a symplectic integrator, and it preserves Hamiltonian invariants, if and only if it satisfies certain algebraic conditions.
Then they introduce the notion of a modified invariant (a formal series which is \(O(h)\)-close to the given invariant) and prove the following three results: (i) a B-series integrator has a modified invariant for any quadratic invariant, if and only if it is conjugate to a symplectic integrator, (ii) it has a modified Hamiltonian invariant for a Hamiltonian problem, if and only if it is conjugate to a method preserving the Hamiltonian exactly, (iii) a symplectic B-series is formally conjugate to a B-series preserving the Hamiltonian exactly.
As a corollary one finds that the underlying one-step method of a symmetric multistep scheme is formally conjugate to a symplectic P-series when applied to Newton’s equations.

MSC:

65P10 Numerical methods for Hamiltonian systems including symplectic integrators
37M15 Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems
65L05 Numerical methods for initial value problems involving ordinary differential equations
Full Text: DOI

References:

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