Exactly Conservative Integrators

Traditional numerical discretizations of conservative systems generically yield an artificial secular drift of any nonlinear invariants. In this work we present an explicit nontraditional algorithm that exactly conserves these invariants. We illustrate the general method by applying it to the three-wave truncation of the Euler equations, the Lotka--Volterra predator--prey model, and the Kepler problem. This method is discussed in the context of symplectic (phase space conserving) integration methods as well as nonsymplectic conservative methods. We comment on the application of our method to general conservative systems.Comment: 30 pages, postscript (1.3MB). Submitted to SIAM J. Sci. Comput

Numerical Solution of ODEs and the Columbus' Egg: Three Simple Ideas for Three Difficult Problems

On computers, discrete problems are solved instead of continuous ones. One must be sure that the solutions of the former problems, obtained in real time (i.e., when the stepsize h is not infinitesimal) are good approximations of the solutions of the latter ones. However, since the discrete world is much richer than the continuous one (the latter being a limit case of the former), the classical definitions and techniques, devised to analyze the behaviors of continuous problems, are often insufficient to handle the discrete case, and new specific tools are needed. Often, the insistence in following a path already traced in the continuous setting, has caused waste of time and efforts, whereas new specific tools have solved the problems both more easily and elegantly. In this paper we survey three of the main difficulties encountered in the numerical solutions of ODEs, along with the novel solutions proposed.Comment: 25 pages, 4 figures (typos fixed

An Exactly Conservative Integrator for the n-Body Problem

The two-dimensional n-body problem of classical mechanics is a non-integrable Hamiltonian system for n > 2. Traditional numerical integration algorithms, which are polynomials in the time step, typically lead to systematic drifts in the computed value of the total energy and angular momentum. Even symplectic integration schemes exactly conserve only an approximate Hamiltonian. We present an algorithm that conserves the true Hamiltonian and the total angular momentum to machine precision. It is derived by applying conventional discretizations in a new space obtained by transformation of the dependent variables. We develop the method first for the restricted circular three-body problem, then for the general two-dimensional three-body problem, and finally for the planar n-body problem. Jacobi coordinates are used to reduce the two-dimensional n-body problem to an (n-1)-body problem that incorporates the constant linear momentum and center of mass constraints. For a four-body choreography, we find that a larger time step can be used with our conservative algorithm than with symplectic and conventional integrators.Comment: 17 pages, 3 figures; to appear in J. Phys. A.: Math. Ge