How one can repair non-integrable Kahan discretizations

Abstract

Kahan discretization is applicable to any system of ordinary differential equations on ${\mathbb{R}}^n$ with a quadratic vector field, $\dot{x}=f(x)=Q(x)+Bx+c$, and produces a birational map $x\mapsto \tilde{x}$ according to the formula $(\tilde{x}-x)/\epsilon =Q(x,\tilde{x})+B(x+\tilde{x})/2+c$, where $Q(x,\tilde{x})$ is the symmetric bilinear form corresponding to the quadratic form $Q(x)$. When applied to integrable systems, Kahan discretization preserves integrability much more frequently than one would expect a priori, however not always. We show that in some cases where the original recipe fails to preserve integrability, one can adjust coefficients of the Kahan discretization to ensure its integrability.

6 pp