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[School of Mathematics and Statistics]
Applied Mathematics Seminar
    
  
 
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Reinot Quispel
La Trobe University

Geometric Numerical Integration of Differential Equations

Wednesday 21st Oct 14:05-14:55pm, Eastern Avenue Lecture Theatre.

Geometric integration is the numerical integration of a differential equation, while preserving one or more of its geometric/physical properties exactly, i.e. to within round-off error.

Many of these geometric properties are of crucial importance in physical applications: preservation of energy, momentum, angular momentum, phase-space volume, symmetries, time-reversal symmetry, symplectic structure and dissipation are examples. The field has tantalizing connections to dynamical systems, as well as to Lie groups.

In this talk we first present a survey of geometric numerical integration methods for differential equations, and then exemplify this by discussing symplectic vs energy-preserving integrators for ODEs as well as for PDEs. We have tried to make the review of interest for a broader audience.