Geometric integration via multi-space

Abstract

We outline a general construction of symmetry-preserving numerical schemes for ordinary differential equations. The method of invariantization is based on the equivariant moving frame theory applied to prolonged symmetry group actions on multi-space, which has been proposed as the proper geometric setting for numerical analysis. We explain how to invariantize standard numerical integrators such as the Euler and Runge-Kutta schemes; in favorable situations, the resulting symmetry-preserving geometric integrators offer significant advantages.