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Analogues of Kahan's method for higher order equations of higher degree

Published 8 Nov 2019 in math.NA, cs.NA, math-ph, math.MP, and nlin.SI | (1911.03161v2)

Abstract: Kahan introduced an explicit method of discretization for systems of first order differential equations with nonlinearities of degree at most two (quadratic vector fields). Kahan's method has attracted much interest due to the fact that it preserves many of the geometrical properties of the original continuous system. In particular, a large number of Hamiltonian systems of quadratic vector fields are known for which their Kahan discretization is a discrete integrable system. In this note, we introduce a special class of explicit order-preserving discretization schemes that are appropriate for certain systems of ordinary differential equations of higher order and higher degree.

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