LIE GROUPS AND NUMERICAL SOLUTIONS OF DIFFERENTIAL EQUATIONS: INVARIANT DISCRETIZATION VERSUS DIFFERENTIAL APPROXIMATION

We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which the “first differential approximation” is invariant under t...

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Bibliographic Details
Main Authors: Decio Levi, Pavel Winternitz
Format: Article
Language:English
Published: CTU Central Library 2013-10-01
Series:Acta Polytechnica
Online Access:https://ojs.cvut.cz/ojs/index.php/ap/article/view/1870
Description
Summary:We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which the “first differential approximation” is invariant under the same Lie group as the original ordinary differential equation.
ISSN:1210-2709
1805-2363