Line Integral Solution of Differential Problems

Abstract

In recent years, the numerical solution of differential problems, possessing constants of motion, has been attacked by imposing the vanishing of a corresponding line integral. The resulting methods have been, therefore, collectively named (discrete) line integral methods, where it is taken into account that a suitable numerical quadrature is used. The methods, at first devised for the numerical solution of Hamiltonian problems, have been later generalized along several directions and, actually, the research is still very active. In this paper we collect the main facts about line integral methods, also sketching various research trends, and provide a comprehensive set of references.

Keywords

• conservative problems
• Hamiltonian problems
• energy-conserving methods
• Poisson problems
• Hamiltonian Boundary Value Methods
• HBVMs
• line integral methods
• constrained Hamiltonian problems
• Hamiltonian PDEs
• highly oscillatory problems