On the preservation of second integrals by Runge-Kutta methods

Abstract: One can elucidate integrability properties of ordinary differential equations (ODEs) by knowing the existence of second integrals (also known as weak integrals or Darboux polynomials for polynomial ODEs). However, little is known about how they are preserved, if at all, under numerical methods. Here, we show that in general all Runge-Kutta methods will preserve all affine second integrals but not (irreducible) quadratic second integrals. A number of interesting corollaries are discussed, such as the preservation of certain rational integrals by arbitrary Runge-Kutta methods. We also study the special case of affine second integrals with constant cofactor and discuss the preservation of affine higher integrals.