Abstract

We give general algorithms for the numerical integration of ordinary differential equations (ODEs) that possess a first integral I( x). Our discrete algorithms preserve the integral I exactly. Our method works both for dissipative and for all Hamiltonian ODEs. For non-Hamiltonian systems a sufficient (but not necessary) condition for our method to work is that ƒ∇Iƒ ≠ 0 on the isosurface we are integrating on.

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