Geometric numerical integration illustrated by the Störmer-Verlet method
Ernst Hairer, Christian Lubich and Gerhard Wanner
To appear in Acta Numerica 2003
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.
Submitted by
Ernst.Hairer@math.unige.ch 06 Dec 2002
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2002-015