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Geometric Numerical Integration : Structure-Preserving Algorithms for Ordinary Differential Equations / by Ernst Hairer, Christian Lubich, Gerhard Wanner
(Springer Series in Computational Mathematics. ISSN:21983712 ; 31)

1st ed. 2002.
出版者 (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年 2002
本文言語 英語
大きさ XIII, 515 p. 224 illus : online resource
著者標目 *Hairer, Ernst author
Lubich, Christian author
Wanner, Gerhard author
SpringerLink (Online service)
件 名 LCSH:Numerical analysis
LCSH:Mathematical analysis
LCSH:Mathematical physics
LCSH:Biomathematics
FREE:Numerical Analysis
FREE:Analysis
FREE:Theoretical, Mathematical and Computational Physics
FREE:Mathematical Methods in Physics
FREE:Mathematical and Computational Biology
一般注記 I. Examples and Numerical Experiments -- II. Numerical Integrators -- III. Order Conditions, Trees and B-Series -- IV. Conservation of First Integrals and Methods on Manifolds -- V. Symmetric Integration and Reversibility -- VI. Symplectic Integration of Hamiltonian Systems -- VII. Further Topics in Structure Preservation -- VIII. Structure-Preserving Implementation -- IX. Backward Error Analysis and Structure Preservation -- X. Hamiltonian Perturbation Theory and Symplectic Integrators -- XI Reversible Perturbation Theory and Symmetric Integrators -- XII. Dissipatively Perturbed Hamiltonian and Reversible Systems -- XIII. Highly Oscillatory Differential Equations -- XIV. Dynamics of Multistep Methods
The subject of this book is numerical methods that preserve geometric properties of the flow of a differential equation: symplectic integrators for Hamiltonian systems, symmetric integrators for reversible systems, methods preserving first integrals and numerical methods on manifolds, including Lie group methods and integrators for constrained mechanical systems, and methods for problems with highly oscillatory solutions. A complete theory of symplectic and symmetric 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 and related perturbation theories. The book is illustrated by many figures, it treats applications from physics and astronomy and contains many numerical experiments and comparisons of different approaches
HTTP:URL=https://doi.org/10.1007/978-3-662-05018-7
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分 類 LCC:QA297-299.4
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書誌ID 4000110652
ISBN 9783662050187

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