Non standard finite difference scheme preserving dynamical properties

Jacky Cresson (1, 2) , Frédéric Pierret (3, 1)

1 SYRTE - Systèmes de Référence Temps Espace
2 LMAP - Laboratoire de Mathématiques et de leurs Applications [Pau]
3 IMCCE - Institut de Mécanique Céleste et de Calcul des Ephémérides

We study the construction of a non-standard finite differences numerical scheme for a general class of two dimensional differential equations including several models in population dynamics using the idea of non-local approximation introduced by R. Mickens. We prove the convergence of the scheme, the unconditional, with respect to the discretization parameter, preservation of the fixed points of the continuous system and the preservation of their stability nature. Several numerical examples are given and comparison with usual numerical scheme (Euler, Runge–Kutta of order 2 or 4) is detailed.

Mots clés: Non-standard finite difference methods; Qualitative behaviour; Qualitative dynamics preserving numerical scheme

Domaines: Mathématiques [math]

Jacky Cresson, Frédéric Pierret. Non standard finite difference scheme preserving dynamical properties. Journal of Computational and Applied Mathematics, 2016, 303, pp.15-30. ⟨10.1016/j.cam.2016.02.007⟩. ⟨hal-01288753⟩