Ernst Hairer, Gerhard Wanner, Christian Lubich

Geometric Numerical Integration

Structure-Preserving Algorithms for Ordinary Differential Equations

• Gebundenes Buch

Produktbeschreibung

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.

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Produktdetails

• Springer Series in Computational Mathematics Nr.31
• Verlag: Springer Berlin Heidelberg / Springer-Verlag GmbH
• Artikelnr. des Verlages: 11592242
• 2nd ed. 2006
• Seitenzahl: 664
• Erscheinungstermin: 22. Februar 2006
• Englisch
• Abmessung: 241mm x 160mm x 40mm
• Gewicht: 1150g
• ISBN-13: 9783540306634
• ISBN-10: 3540306633
• Artikelnr.: 20796676

Autorenporträt

Ernst Hairer, University of Geneva, Switzerland / Christian Lubich, University of Tübingen, Germany / Gerhard Wanner, University of Geneva, Switzerland

Inhaltsangabe

Examples and Numerical Experiments.
Numerical Integrators.
Order Conditions, Trees and B
Series.
Conservation of First Integrals and Methods on Manifolds.
Symmetric Integration and Reversibility.
Symplectic Integration of Hamiltonian Systems.
Non
Canonical Hamiltonian Systems.
Structure
Preserving Implementation.
Backward Error Analysis and Structure Preservation.
Hamiltonian Perturbation Theory and Symplectic Integrators.
Reversible Perturbation Theory and Symmetric Integrators.
Dissipatively Perturbed Hamiltonian and Reversible Systems.
Oscillatory Differential Equations with Constant High Frequencies.
Oscillatory Differential Equations with Varying High Frequencies.
Dynamics of Multistep Methods.

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Examples and Numerical Experiments.- Numerical Integrators.- Order Conditions, Trees and B-Series.- Conservation of First Integrals and Methods on Manifolds.- Symmetric Integration and Reversibility.- Symplectic Integration of Hamiltonian Systems.- Non-Canonical Hamiltonian Systems.- Structure-Preserving Implementation.- Backward Error Analysis and Structure Preservation.- Hamiltonian Perturbation Theory and Symplectic Integrators.- Reversible Perturbation Theory and Symmetric Integrators.- Dissipatively Perturbed Hamiltonian and Reversible Systems.- Oscillatory Differential Equations with Constant High Frequencies.- Oscillatory Differential Equations with Varying High Frequencies.- Dynamics of Multistep Methods.