Hamiltonian-conserving discrete canonical equations based on variational difference quotients
Journal of Computational Physics
On Krylov Subspace Approximations to the Matrix Exponential Operator
SIAM Journal on Numerical Analysis
An exponential method of numerical integration of ordinary differential equations
Communications of the ACM
Symmetric Exponential Integrators with an Application to the Cubic Schrödinger Equation
Foundations of Computational Mathematics
A First Course in the Numerical Analysis of Differential Equations
A First Course in the Numerical Analysis of Differential Equations
ACM Transactions on Mathematical Software (TOMS)
Improving the accuracy of the AVF method
Journal of Computational and Applied Mathematics
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We present a new class of exponential integrators for ordinary differential equations: locally exact modifications of known numerical schemes. Local exactness means that they preserve the linearization of the original system at every point. In particular, locally exact integrators preserve all fixed points and are A-stable. We apply this approach to popular schemes including Euler schemes, the implicit midpoint rule, and the trapezoidal rule. We found locally exact modifications of discrete gradient schemes (for symmetric discrete gradients and coordinate increment discrete gradients) preserving their main geometric property: exact conservation of the energy integral (for arbitrary multidimensional Hamiltonian systems in canonical coordinates). Numerical experiments for a two-dimensional anharmonic oscillator show that locally exact schemes have very good accuracy in the neighbourhood of stable equilibrium, much higher than suggested by the order of new schemes (locally exact modification sometimes increases the order but in many cases leaves it unchanged).