Numerical integrators that contract volume

Mathematics – Numerical Analysis

Scientific paper

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8 pages, LaTeX source

Scientific paper

We study numerical integrators that contract phase space volume even when the
ODE does so at an arbitrarily small rate. This is done by a splitting into
two-dimensional contractive systems. We prove a sufficient condition for
Runge-Kutta methods to have the appropriate contraction property for these
two-dimensional systems; the midpoint rule is an example.

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