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Conservative methods for dynamical systems

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arxiv 1612.02417 v1 pith:CYD6QSHI submitted 2016-12-07 math.NA cs.NA

Conservative methods for dynamical systems

classification math.NA cs.NA
keywords conservativeschemessystemsconserveddynamicalquantitiesarbitraryconstruct
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We show a novel systematic way to construct conservative finite difference schemes for quasilinear first-order system of ordinary differential equations with conserved quantities. In particular, this includes both autonomous and non-autonomous dynamical systems with conserved quantities of arbitrary forms, such as time-dependent conserved quantities. Sufficient conditions to construct conservative schemes of arbitrary order are derived using the multiplier method. General formulas for first-order conservative schemes are constructed using divided difference calculus. New conservative schemes are found for various dynamical systems such as Euler's equation of rigid body rotation, Lotka-Volterra systems, the planar restricted three-body problem and the damped harmonic oscillator.

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