Short Course on Geometric Numerical Integration of ODEs S15
-- H. G. Forder, Auckland 1973
In this course, we will cover basic techniques of structure-preserving or geometric numerical integration for ordinary differential equations. We will review the theoretical background of the continuous theory, that is basics of Lagrangian and Hamiltonian dynamics, variational principles, the concept of symplecticity, and how the Noether theorem connects symmetries and conservation laws. We will discuss basic symplectic integrators for Hamiltonian systems and explore several strategies for proving symplecticity. We will construct a discrete counterpart to Lagrangian mechanics, including Hamilton's action principle and the Noether theorem. At the end, we provide some practical tips on the efficient implementation of nonlinear implicit methods.
There is a detailed scriptum as well as short lecture notes.
- Lagrangian and Hamiltonian Dynamics
- Lagrangian Dynamics
- Hamiltonian Dynamics
- Noether Theorem
- Symplectic Integrators
- Symplectic Euler
- Symplectic-Partitioned Runge-Kutta Methods
- Variational Integrators
- Discrete Euler-Lagrange Equations
- Discrete Symplectic Form
- Discrete Noether Theorem
- Higher Order Integrators
- Composition Methods
- Variational Runge-Kutta Methods
- Implementation of Nonlinear Implicit Methods
- Fixpoint and Newton Iteration
- Starting Approximations
- Reducing Rounding Errors
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