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Geometric numerical integration illustrated by the Stoermer-Verlet method

Published inActa numerica, vol. 12, p. 399-450
Publication date2003
Abstract

The subject of geometric numerical integration deals with numerical integrators that preserve geometric properties of the flow of a differential equation, and it explains how structure preservation leads to an improved long-time behaviour. This article illustrates concepts and results of geometric numerical integration on the important example of the Störmer/Verlet method. It thus presents a cross-section of the recent monograph by the authors, enriched by some additional material. After an introduction to the Newton-Störmer-Verlet-leapfrog method and its various interpretations, there follows a discussion of geometric properties: reversibility, symplecticity, volume preservation, and conservation of first integrals. The extension to Hamiltonian systems on manifolds is also described. The theoretical foundation relies on a backward error analysis, which translates the geometric properties of the method into the structure of a modified differential equation, whose flow is nearly identical to the numerical method. Combined with results from perturbation theory, this explains the excellent long-time behaviour of the method: long-time energy conservation, linear error growth and preservation of invariant tori in near-integrable systems, a discrete virial theorem, preservation of adiabatic invariants.

Keywords
  • Geometric numerical integration
  • Störmer/Verlet method
  • Symplecticity
  • Symmetry and reversibility
  • Conservation of first integrals and adiabatic invariants backward error analysis
  • Shake
  • Numerical experiments
Citation (ISO format)
HAIRER, Ernst, LUBICH, Christian, WANNER, Gerhard. Geometric numerical integration illustrated by the Stoermer-Verlet method. In: Acta numerica, 2003, vol. 12, p. 399–450. doi: 10.1017/S0962492902000144
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Journal ISSN0962-4929
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