Backward analysis of numerical integrators
and symplectic methods
E. Hairer
Abstract.
A backward analysis of integration methods, whose numerical
solution is a P-series, is presented. Such methods include
Runge-Kutta methods, partitioned Runge-Kutta methods and
Nystr\"om methods. It is shown that the numerical solution
can formally be interpreted as the exact solution of a
perturbed differential system whose right-hand side is again
a P-series. The main result of this article is that for
symplectic integrators applied to Hamiltonian systems the
perturbed differential equation is a Hamiltonian system
too. The proofs use the one-to-one correspondence between
rooted trees and the expressions appearing in the Taylor
expansions of the exact and numerical solutions (elementary
differentials).
Key Words.
Backward analysis, Hamiltonian systems, Runge-Kutta
methods, symplectic methods, P-series.