Morten Dahlby

Morten Dahlby, Brynjulf Owren, Takaharu Yaguchi

We consider systems of ordinary differential equations with known first integrals. The notion of a discrete tangent space is introduced as the orthogonal complement of an arbitrary set of discrete gradients. Integrators which exactly conserve all the first integrals simultaneously are then defined. In both cases we start from an arbitrary method of a prescribed order (say, a Runge-Kutta scheme) and modify it using two approaches: one based on projection and one based one local coordinates. The methods are tested on the Kepler problem.

Morten Dahlby, Brynjulf Owren

A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is developed for systems of partial differential equations with polynomial nonlinearities. The framework is rather general and allows for an arbitrary number of dependent and independent variables with derivatives of any order. It is proved formally that second order convergence is obtained. The procedure is applied to a test case and numerical experiments are provided.

Morten Dahlby, Brynjulf Owren

The plane wave stability properties of the conservative schemes of Besse and Fei et al. for the cubic Schrödinger equation are analysed. Although the two methods possess many of the same conservation properties, we show that their stability behaviour is very different. An energy preserving generalisation of the Fei method with improved stability is presented.