Backward Error Analysis and the Substitution Law for Lie Group Integrators
نویسندگان
چکیده
Butcher series are combinatorial devices used in the study of numerical methods for differential equations evolving on vector spaces. More precisely, they are formal series developments of differential operators indexed over rooted trees, and can be used to represent a large class of numerical methods. The theory of backward error analysis for differential equations has a particularly nice description when applied to methods represented by Butcher series. For the study of differential equations evolving on more general manifolds, a generalization of Butcher series has been introduced, called Lie–Butcher series. This paper presents the theory of backward error analysis for methods based on Lie–Butcher series.
منابع مشابه
Numerical integrators based on modified differential equations
Inspired by the theory of modified equations (backward error analysis), a new approach to high-order, structure-preserving numerical integrators for ordinary differential equations is developed. This approach is illustrated with the implicit midpoint rule applied to the full dynamics of the free rigid body. Special attention is paid to methods represented as B-series, for which explicit formula...
متن کاملNORGES TEKNISK-NATURVITENSKAPELIGE UNIVERSITET Algebraic Structures on Ordered Rooted Trees and Their Significance to Lie Group Integrators
Most Lie group integrators can be expanded in series indexed by the set of ordered rooted trees. To each tree one can associate two distinct higher order derivation operators, which we call frozen and unfrozen operators. Composition of frozen operators induces a concatenation product on the trees, whereas composition of unfrozen operators induces a somewhat more complicated product known as the...
متن کاملAlgebraic Structures of B-series
B-series are a fundamental tool in practical and theoretical aspects of numerical integrators for ordinary differential equations. A composition law for B-series permits an elegant derivation of order conditions, and a substitution law gives much insight into modified differential equations of backward error analysis. These two laws give rise to algebraic structures (groups and Hopf algebras of...
متن کاملA Theoretical Framework for Backward Error Analysis on Manifolds
Backward Error Analysis (BEA) has been a crucial tool when analyzing long-time behavior of numerical integrators, in particular, one is interested in the geometric properties of the perturbed vector field that a numerical integrator generates. In this article we present a new framework for BEA on manifolds. We extend the previously known “exponentially close” estimates from R to smooth manifold...
متن کاملBackward Error Analysis for Numerical Integrators Backward Error Analysis for Numerical Integrators
We consider backward error analysis of numerical approximations to ordinary diie-rential equations, i.e., the numerical solution is formally interpreted as the exact solution of a modiied diierential equation. A simple recursive deenition of the modiied equation is stated. This recursion is used to give a new proof of the exponentially closeness of the numerical solutions and the solutions to a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Foundations of Computational Mathematics
دوره 13 شماره
صفحات -
تاریخ انتشار 2013