NANov 14, 2012
Geometric properties of Kahan's methodElena Celledoni, Robert I McLachlan, Brynjulf Owren et al.
We show that Kahan's discretization of quadratic vector fields is equivalent to a Runge--Kutta method. When the vector field is Hamiltonian on either a symplectic vector space or a Poisson vector space with constant Poisson structure, the map determined by this discretization has a conserved modified Hamiltonian and an invariant measure, a combination previously unknown amongst Runge--Kutta methods applied to nonlinear vector fields. This produces large classes of integrable rational mappings in two and three dimensions, explaining some of the integrable cases that were previously known.
NAFeb 19, 2013
Discrete gradient methods have an energy conservation lawRobert I McLachlan, G R W Quispel
We show for a variety of classes of conservative PDEs that discrete gradient methods designed to have a conserved quantity (here called energy) also have a time-discrete conservation law. The discrete conservation law has the same conserved density as the continuous conservation law, while its flux is found by replacing all derivatives of the conserved density appearing in the continuous flux by discrete gradients.
NAMar 24, 2016
The use of discrete gradient methods for total variation type regularization problems in image processingV Grimm, R I McLachlan, D McLaren et al.
Discrete gradient methods are well-known methods of Geometric Numerical Integration, which preserve the dissipation of gradient systems. The preservation of the dissipation of a system is an important feature in numerous image processing tasks. We promote the use of discrete gradient methods in image processing by exhibiting experiments with nonlinear total variation (TV) deblurring, denoising, and inpainting.
NAOct 27, 2015
Travelling wave solutions of multisymplectic discretizations of semi-linear wave equationsFleur McDonald, Robert I McLachlan, Brian E Moore et al.
How well do multisymplectic discretisations preserve travelling wave solutions? To answer this question, the 5-point central difference scheme is applied to the semi-linear wave equation. A travelling wave ansatz leads to an ordinary difference equation, whose solutions correspond to the numerical scheme and can be compared to travelling wave solutions of the corresponding PDE. For a discontinuous nonlinearity the difference equation is solved exactly. For continuous nonlinearities the difference equation is solved using a Fourier series, and resonances that depend on the grid-size are revealed for a smooth nonlinearity. In general, the infinite dimensional functional equation, which must be solved to get the travelling wave solutions, is intractable, but backward error analysis proves to be a powerful tool, as it provides a way to study the solutions of the equation through a simple ODE that describes the behavior to arbitrarily high order. A general framework for using backward error analysis to analyze preservation of travelling waves for other equations and discretisations is presented. Then, the advantages that multisymplectic methods have over other methods are briefly highlighted.