Abstract

We present a systematic approach to the construction of discrete analogues for differential systems. Our method is tailored to first-order differential equations and relies on a formal linearization, followed by a Padé-like rational approximation of an exponential evolution operator. We apply our method to a host of systems for which there exist discretization results obtained by what we call the ‘intuitive’ method and compare the discretizations obtained. A discussion of our method as compared to one of the Mickens is also presented. Finally we apply our method to a system of coupled Riccati equations with emphasis on the preservation of the integrable character of the differential system.

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