On conjugate difference schemes: the midpoint scheme and the trapezoidal scheme

The preservation of quadratic integrals on approximate solutions of autonomous systems of ordinary differential equations x˙=f(x), found by the trapezoidal scheme, is investigated. For this purpose, a relation has been established between the trapezoidal scheme and the midpoint scheme, which preserves all quadratic integrals of motion by virtue of Cooper’s theorem. This relation allows considering the trapezoidal scheme as dual to the midpoint scheme and to find a dual analogue for Cooper’s theorem by analogy with the duality principle in projective geometry. It is proved that on the approximate solution found by the trapezoidal scheme, not the quadratic integral itself is preserved, but a more complicated expression, which turns into an integral in the limit as ∆t→ 0. Thus the concept of conjugate difference schemes is investigated in pure algebraic way. The results are illustrated by examples of linear and elliptic oscillators. In both cases, expressions preserved by the trapezoidal scheme are presented explicitly.