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Qualitative properties of modified equations
Authors:Gonzalez, O   Higham, DJ   Stuart, AM
Affiliation: Y Department of Mathematics, Swiss Federal Institute of Technology, Lausanne, Switzerland W Department of Mathematics, University of Strathclyde, Glasgow G1 1XH, UK X Program in Scientific Computing and Computational Mathematics & Division of Mechanics and Computation, Durand Building 257, Department of Mechanical Engineering, Stanford University, Stanford, CA 94305-4040, USA
Abstract:Suppose that a consistent one-step numerical method of orderr is applied to a smooth system of ordinary differential equations.Given any integer m >= 1, the method may be shown to be of orderr + m as an approximation to a certain modified equation. Ifthe method and the system have a particular qualitative propertythen it is important to determine whether the modified equationsinherit this property. In this article, a technique is introducedfor proving that the modified equations inherit qualitativeproperties from the method and the underlying system. The techniqueuses a straightforward contradiction argument applicable toarbitrary one-step methods and does not rely on the detailedstructure of associated power series expansions. Hence the conclusionsapply, but are not restricted, to the case of Runge-Kutte methods.The new approach unifies and extends results of this type thathave been derived by other means: results are presented forintegral preservation, reversibility, inheritance of fixed points.Hamiltonian problems and volume preservation. The techniquealso applies when the system has an integral that the methodpreserves not exactly, but to order greater than r. Finally,a negative result is obtained by considering a gradient systemand gradient numerical method possessing a global property thatis not shared by the associated modified equations.
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