Discrete gradient methods for preserving a first integral of an ordinary differential equation

TL;DR

This paper develops and analyzes discrete gradient methods that preserve first integrals in autonomous ODEs, providing existence, uniqueness, and high-order accuracy results, including a new efficient linearly implicit method for quadratic integrals.

Contribution

The paper introduces a general framework for high-order discrete gradient methods that preserve first integrals, including a novel linearly implicit method for quadratic integrals.

Findings

Existence and local uniqueness of solutions under mild conditions.

Construction of high-order methods of arbitrary order p.

A new linearly implicit method for quadratic first integrals with efficiency advantages.

Abstract

In this paper we consider discrete gradient methods for approximating the solution and preserving a first integral (also called a constant of motion) of autonomous ordinary differential equations. We prove under mild conditions for a large class of discrete gradient methods that the numerical solution exists and is locally unique, and that for arbitrary $p \in \mathbb{N}$ we may construct a method that is of order $p$. In the proofs of these results we also show that the constants in the time step constraint and the error bounds may be chosen independently from the distance to critical points of the first integral. In the case when the first integral is quadratic, for arbitrary $p \in \mathbb{N}$, we have devised a new method that is linearly implicit at each time step and of order $p$. This new method has significant advantages in terms of efficiency. We illustrate our theory with a numerical example.