The adjoint equation method for constructing first integrals of difference equations

A new method for finding first integrals of discrete equations is presented. It can be used for discrete equations which do not possess a variational (Lagrangian or Hamiltonian) formulation. The method is based on a newly established identity which links symmetries of the underlying discrete equations, solutions of the discrete adjoint equations and first integrals. The method is applied to an invariant mapping and to discretizations of second order and third order ordinary differential equations. In examples the set of independent first integrals makes it possible to find the general solution of the discrete equations.