1304.7016 (Decio Levi et al.)

Lie groups and numerical solutions of differential equations: Invariant
discretization versus differential approximation    [PDF]

Decio Levi, Pavel Winternitz

We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which the "first differential approximation" is invariant under the same Lie group as the original ordinary differential equation.

View original: http://arxiv.org/abs/1304.7016