Geometrically derived difference formulae for the numerical integration of trajectory problems

Abstract

The term 'trajectory problem' is taken to include problems that can arise, for instance, in connection with contour plotting, or in the application of continuation methods, or during phase-plane analysis. Geometrical techniques are used to construct difference methods for these problems to produce in turn explicit and implicit circularly exact formulae. Based on these formulae, a predictor-corrector method is derived which, when compared with a closely related standard method, shows improved performance. It is found that this latter method produces spurious limit cycles, and this behavior is partly analyzed. Finally, a simple variable-step algorithm is constructed and tested.