Symplectic Difference Schemes for Linear Hamiltonian Canonical Systems

Abstract

In this paper, we present some results of a study, specifically within the framework of symplectic geometry, of difference schemes for numerical solution of the linear Hamiltonian systems. We generalize the Cayley transform with which we can get different types of symplectic schemes. These schemes are various generalizations of the Euler centered scheme. They preserve all the invariant first integrals of the linear Hamiltonian systems.