ON THE ARBITRARILY LONG-TERM STABILITY OF CONSERVATIVE METHODS

摘要

We show the arbitrarily long-term stability of conservative methods for autonomous ODEs. Given a system of autonomous ODEs with conserved quantities, if the preimage of the conserved quantities possesses a bounded locally finite neighborhood, then the global error of any conservative method with the uniformly bounded displacement property is bounded for all time when the uniform time step is taken sufficiently small. On finite precision machines, the global error still remains bounded and independent of time until some arbitrarily large time determined by machine precision and tolerance. The main result is proved using elementary topological properties for discretized conserved quantities which are equicontinuous. In particular, long-term stability is also shown using an averaging identity when the discretized conserved quantities do not explicitly depend on time steps. Numerical results are presented to illustrate the long-term stability result.