Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations
Ernst Hairer,Christian Lubich,Gerhard Wanner
Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations
Ernst Hairer,Christian Lubich,Gerhard Wanner
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This book covers numerical methods that preserve properties of Hamiltonian systems, reversible systems, differential equations on manifolds and problems with highly oscillatory solutions. It presents a
theory of symplectic and symmetric methods, which include various specially designed integrators, as well as discusses their construction and practical merits. The long-time behavior of the numerical solutions is studied using a backward error analysis combined with KAM theory.
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