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. The second edition is substantially revised and enlarged, with many improvements in the presentation and additions concerning in particular non-canonical Hamiltonian systems, highly oscillatory mechanical systems, and the dynamics of multistep methods.
Ernst Hairer & Christian Lubich
Geometric Numerical Integration [PDF ebook]
Structure-Preserving Algorithms for Ordinary Differential Equations
Geometric Numerical Integration [PDF ebook]
Structure-Preserving Algorithms for Ordinary Differential Equations
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Língua Inglês ● Formato PDF ● Páginas 644 ● ISBN 9783540306665 ● Tamanho do arquivo 16.0 MB ● Editora Springer Berlin ● Cidade Heidelberg ● País DE ● Publicado 2006 ● Edição 2 ● Carregável 24 meses ● Moeda EUR ● ID 2161505 ● Proteção contra cópia DRM social