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Geometric integrators for ODEs

Robert I McLachlan et al 2006 J. Phys. A: Math. Gen. 39 5251-5285   doi: 10.1088/0305-4470/39/19/S01  Help

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Robert I McLachlan1 and G Reinout W Quispel2
1 Massey University, Palmerston North, New Zealand
2 La Trobe University, Bundoora, VIC 3083, Australia

Abstract. Geometric integration is the numerical integration of a differential equation, while preserving one or more of its 'geometric' properties exactly, i.e. to within round-off error. Many of these geometric properties are of crucial importance in physical applications: preservation of energy, momentum, angular momentum, phase-space volume, symmetries, time-reversal symmetry, symplectic structure and dissipation are examples. In this paper we present a survey of geometric numerical integration methods for ordinary differential equations. Our aim has been to make the review of use for both the novice and the more experienced practitioner interested in the new developments and directions of the past decade. To this end, the reader who is interested in reading up on detailed technicalities will be provided with numerous signposts to the relevant literature.

PACS number: 45.10.−b

Print publication: Issue 19 (12 May 2006)
Received 11 October 2005, in final form 22 December 2005
Published 24 April 2006

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