Numerical integrators based on modified differential equations |
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Authors: | Philippe Chartier Ernst Hairer Gilles Vilmart |
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Institution: | INRIA Rennes, Campus Beaulieu, F-35042 Rennes, Cedex, France ; Section de Mathématiques, Université de Genève, CH-1211 Genève 4, Switzerland ; ENS Cachan Bretagne, Campus Ker-Lann, av. Robert Schumann, F-35170 Bruz, France |
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Abstract: | Inspired by the theory of modified equations (backward error analysis), a new approach to high-order, structure-preserving numerical integrators for ordinary differential equations is developed. This approach is illustrated with the implicit midpoint rule applied to the full dynamics of the free rigid body. Special attention is paid to methods represented as B-series, for which explicit formulae for the modified differential equation are given. A new composition law on B-series, called substitution law, is presented. |
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Keywords: | Geometric numerical integration modified differential equation backward error analysis modifying integrator rigid body integrator B-series substitution law |
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