Construction of an extended invariant for an arbitrary ordinary differential equation with its development in a numerical integration algorithm

Ikuo Fukuda and Haruki Nakamura
Phys. Rev. E 73, 026703 – Published 13 February 2006

Abstract

For an arbitrary ordinary differential equation (ODE), a scheme for constructing an extended ODE endowed with a time-invariant function is here proposed. This scheme enables us to examine the accuracy of the numerical integration of an ODE that may itself have had no invariant. These quantities are constructed by referring to the Nosé-Hoover molecular dynamics equation and its related conserved quantity. By applying this procedure to several molecular dynamics equations, the conventional conserved quantity individually defined in each dynamics can be reproduced in a uniform, generalized way; our concept allows a transparent outlook underlying these quantities and ideas. Developing the technique, for a certain class of ODEs we construct a numerical integrator that is not only explicit and symmetric, but preserves a unit Jacobian for a suitably defined extended ODE, which also provides an invariant. Our concept is thus to simply build a divergence-free extended ODE whose solution is just a lift-up of the original ODE, and to constitute an efficient integrator that preserves the phase-space volume on the extended system. We present precise discussions about the general mathematical properties of the integrator and provide specific conditions that should be incorporated for practical applications.

  • Received 10 September 2005

DOI:https://doi.org/10.1103/PhysRevE.73.026703

©2006 American Physical Society

Authors & Affiliations

Ikuo Fukuda1 and Haruki Nakamura1,2

  • 1National Institute of Advanced Industrial Science and Technology, 2-41-6, Aomi, Koto-ku, Tokyo 135-0064, Japan
  • 2Institute for Protein Research, Osaka University, 3-2 Yamadaoka, Suita, Osaka 565-0871, Japan

Article Text (Subscription Required)

Click to Expand

References (Subscription Required)

Click to Expand
Issue

Vol. 73, Iss. 2 — February 2006

Reuse & Permissions
Access Options
Author publication services for translation and copyediting assistance advertisement

Authorization Required


×
×

Images

×

Sign up to receive regular email alerts from Physical Review E

Log In

Cancel
×

Search


Article Lookup

Paste a citation or DOI

Enter a citation
×