How one can repair non-integrable Kahan discretizations

Abstract

Kahan discretization is applicable to any system of ordinary differential equations on Rn with a quadratic vector field, x=f(x)=Q(x)+Bx+c, and produces a birational map x x according to the formula (x-x)/ε=Q(x,x)+B(x+x)/2+c, where Q(x,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.

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