Energy-preserving numerical schemes of high accuracy for one-dimensional Hamiltonian systems

Abstract

We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete gradient schemes and integrators of arbitrary high order. In numerical experiments we compare our integrators with some other numerical schemes, including the standard discrete gradient method, the leap-frog scheme and a symplectic scheme of 4th order. We study the error accumulation for very long time and the conservation of the energy integral.Comment: 15 pages, 6 figures. Presented at the conference "BIT 50 - Trends in Numerical Computing" (Lund, 17-20 June 2010