A Variational Complex for Difference Equations

Abstract An analogue of the Poincaré lemma for exact forms on a lattice is stated and proved. Using this result as a starting-point, a variational complex for difference equations is constructed and is proved to be locally exact. The proof uses homotopy maps, which enable one to calculate Lagrangians for discrete Euler–Lagrange systems. Furthermore, such maps lead to a systematic technique for deriving conservation laws of a given system of difference equations (whether or not it is an Euler–Lagrange system).

[1]  G. R. W. Quispel,et al.  Lie symmetries and the integration of difference equations , 1993 .

[2]  P. Olver Applications of Lie Groups to Differential Equations , 1986 .

[3]  Giuseppe Gaeta Lie-point symmetries of discrete versus continuous dynamical systems , 1993 .

[4]  Shigeru Maeda,et al.  The Similarity Method for Difference Equations , 1987 .

[5]  H. Munthe-Kaas Runge-Kutta methods on Lie groups , 1998 .

[6]  Roberto Floreanini,et al.  Lie symmetries of finite‐difference equations , 1995 .

[7]  G. Bluman,et al.  Direct construction method for conservation laws of partial differential equations Part II: General treatment , 2001, European Journal of Applied Mathematics.

[8]  Arieh Iserles,et al.  Geometric integration: numerical solution of differential equations on manifolds , 1999, Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[9]  T. Bridges A geometric formulation of the conservation of wave action and its implications for signature and the classification of instabilities , 1997, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[10]  P. E. Hydon,et al.  Symmetries and first integrals of ordinary difference equations , 2000, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[11]  T. D. Lee,et al.  Difference equations and conservation laws , 1987 .

[12]  Luc Vinet,et al.  Lie group formalism for difference equations , 1997 .

[13]  B. Kupershmidt,et al.  Discrete lax equations and differential-difference calculus , 1985 .

[14]  Decio Levi,et al.  Conditions for the existence of higher symmetries of evolutionary equations on the lattice , 1997 .

[15]  J. Marsden,et al.  Discrete mechanics and variational integrators , 2001, Acta Numerica.

[16]  Elizabeth L. Mansfield,et al.  Towards approximations which preserve integrals , 2001, ISSAC '01.

[17]  James A. Cadzow,et al.  Discrete calculus of variations , 1970 .

[18]  S. Reich,et al.  Multi-symplectic integrators: numerical schemes for Hamiltonian PDEs that conserve symplecticity , 2001 .

[19]  C. Gu,et al.  Soliton theory and its applications , 1995 .

[20]  G. Bluman,et al.  Symmetries and differential equations , 1989 .

[21]  H. Stephani Differential Equations: Their Solution Using Symmetries , 1990 .

[22]  A. Iserles,et al.  On the solution of linear differential equations in Lie groups , 1999, Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[23]  J. Logan,et al.  First integrals in the discrete variational calculus , 1972 .

[24]  Roman Kozlov,et al.  Lie group classification of second-order ordinary difference equations , 2000 .

[25]  A. Iserles,et al.  Lie-group methods , 2000, Acta Numerica.

[26]  Vladimir Dorodnitsyn,et al.  Noether-type theorems for difference equations , 2001 .

[27]  J. Marsden,et al.  Multisymplectic Geometry, Variational Integrators, and Nonlinear PDEs , 1998, math/9807080.

[28]  A. Veselov Integrable discrete-time systems and difference operators , 1988 .

[29]  G. Quispel,et al.  Geometric integration using discrete gradients , 1999, Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[30]  J. M. Sanz-Serna,et al.  Numerical Hamiltonian Problems , 1994 .

[31]  Ian Anderson,et al.  Introduction to the Variational Bicomplex , 1992 .

[32]  Stephen C. Anco,et al.  Direct construction method for conservation laws of partial differential equations Part I: Examples of conservation law classifications , 2001, European Journal of Applied Mathematics.

[33]  S. J. Aldersley Higher Euler operators and some of their applications , 1979 .

[34]  Peter E. Hydon,et al.  Conservation laws of partial difference equations with two independent variables , 2001 .

[35]  Chris Budd,et al.  An invariant moving mesh scheme for the nonlinear diffusion equation , 1998 .

[36]  T. Bridges Multi-symplectic structures and wave propagation , 1997, Mathematical Proceedings of the Cambridge Philosophical Society.