Numerical integration of high-order variational equations of ODEs

This paper discusses the numerical integration of high-order variational equations of ODEs. It is proved that, given a numerical method (say, any Runge–Kutta or Taylor method), to use automatic differentiation on this method (that is, using jet transport up to order p with a time step h for the nume...

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Detalhes bibliográficos
Autores: Gimeno, J., Jorba, À., Jorba-Cuscó, M., Miguel, N., Zou, M.
Formato: artículo
Estado:Versión publicada
Fecha de publicación:2022
País:España
Recursos:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositorio:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:2072/532560
Acesso em linha:http://hdl.handle.net/2072/532560
Access Level:acceso abierto
Palavra-chave:Jet transport
Parametrization method
Poincaré map
Variational equations
Descrição
Resumo:This paper discusses the numerical integration of high-order variational equations of ODEs. It is proved that, given a numerical method (say, any Runge–Kutta or Taylor method), to use automatic differentiation on this method (that is, using jet transport up to order p with a time step h for the numerical integration) produces exactly the same results as integrating the variational equations up to of order p with the same method and time step h as before. This allows to design step-size control strategies based on error estimates of the orbit and of the jets. Finally, the paper discusses how to use jet transport to obtain power expansions of Poincaré maps (either with spatial or temporal Poincaré sections) and invariant manifolds. Some examples are provided. © 2022 The Author(s)