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Geometric Numerical IntegrationGeometric Numerical Integration

Geometric Numerical Integration

structure-preserving algorithms for ordinary differential equations

Ernst Hairer

About this book

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.

Details

OL Work ID
OL15425426W

Subjects

Differential equationsNumerical integrationHamiltonian systemsNumerical solutionsDifferential equations, numerical solutionsDifferential equations--numerical solutionsBiomathematicsGlobal analysis (mathematics)Mathematical physicsMathematicsNumerical analysisPhysicsQa299.3 .h35 2006Quantum physicsMathematical equations - integralNumerical analysis & solutionsMathematical equations - differentialBiology

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