Preservation of the invariants of Lotka-Volterra equations by iterated deferred correction methods

Abstract

In this paper we apply Kahan’s nonstandard discretization to three dimensional Lotka-Volterra equations in bi-Hamiltonian form. The periodicity of the solutions and all polynomial and non-polynomial invariants are well preserved in long-term integration. Applying classical deferred correction method, we show that the invariants are preserved with increasing accuracy as a results of more accurate numerical solutions. Substantial speedups over the Kahan’s method are achieved at each run with deferred correction method.