Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations (Springer Series in Computational Mathematics, #31)

by E Hairer, Christian Lubich, and Gerhard Wanner

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Numerical methods that preserve properties of Hamiltonian systems, reversible systems, differential equations on manifolds and problems with highly oscillatory solutions are the subject of this book. A complete self-contained theory of symplectic and symmetric methods, which include Runge-Kutta, composition, splitting, multistep and various specially designed integrators, is presented and their construction and practical merits are discussed. The long-time behaviour of the numerical solutions is studied using a backward error analysis (modified equations) combined with KAM theory. The book is illustrated by many figures, it treats applications from physics and astronomy and contains many numerical experiments and comparisons of different approaches.
  • ISBN10 3540306668
  • ISBN13 9783540306665
  • Publish Date December 2006 (first published 1 May 2002)
  • Publish Status Active
  • Publish Country DE
  • Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Edition 2nd Revised edition
  • Format eBook
  • Language English