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Geometric Numerical Integration
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Geometric Numerical Integration

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.

Undertittel
Structure-Preserving Algorithms for Ordinary Differential Equations
Opplag
2nd ed. 2006. 2nd printing 2010
ISBN
9783642051579
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
11.3.2010
Antall sider
644