Discrete Darboux polynomials and the preservation of measure and integrals of ordinary differential equations

GCSW01 - Tutorial workshop

Preservation of phase space volume (or more generally measure), first integrals (such as energy), and second integrals have been important topics in geometric numerical integration for more than a decade, and methods have been developed to preserve each of these properties separately. Preserving two or more geometric properties simultaneously, however, has often been difficult, if not impossible. Then it was discovered that Kahan’s ‘unconventional’ method seems to perform well in many cases [1]. Kahan himself, however, wrote: “I have used these unconventional methods for 24 years without quite understanding why they work so well as they do, when they work.” The first approximation to such an understanding in computational terms was: Kahan’s method works so well because
1.         It is very successful at preserving multiple quantities simultaneously, eg modified energy and modified measure.
2.         It is linearly implicit
3.         It is the restriction of a Runge-Kutta method
However, point 1 above raises a further obvious question: Why does Kahan’s method preserve both certain (modified) first integrals and certain (modified) measures? In this talk we invoke Darboux polynomials to try and answer this question. The method of Darboux polynomials (DPs) for ODEs was introduced by Darboux to detect rational integrals. Very recently we have advocated the use of DPs for discrete systems [2,3]. DPs provide a unified theory for the preservation of polynomial measures and second integrals, as well as rational first integrals. In this new perspective the answer we propose to the above question is: Kahan’s method works so well because it is good at preserving (modified) Darboux polynomials. If time permits we may discuss extensions to polarization methods.

[1] Petrera et al, Regular and Chaotic Dynamics 16 (2011), 245–289.
[2] Celledoni et al, arxiv:1902.04685.
[3] Celledoni et al, arxiv:1902.04715.

This talk is part of the Isaac Newton Institute Seminar Series series.