Ernst Hairer, Christian Lubich, Gerhard Wanner, "Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations"
2006 | pages: 659 | ISBN: 3540306633 | PDF | 13,0 mb
2006 | pages: 659 | ISBN: 3540306633 | PDF | 13,0 mb
This book covers numerical methods that preserve properties of Hamiltonian systems, reversible systems, differential equations on manifolds and problems with highly oscillatory solutions. It presents a
theory of symplectic and symmetric methods, which include various specially designed integrators, as well as discusses their construction and practical merits. The long-time behavior of the numerical solutions is studied using a backward error analysis combined with KAM theory.
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