Pseudo-symplectic Runge-Kutta methods
DOI10.1007/BF02510253zbMath0916.65084OpenAlexW2060128171MaRDI QIDQ1272872
Publication date: 7 March 1999
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02510253
numerical experimentsHamiltonian systemssymplectic Runge-Kutta methodspseudo-symplecticness conditionspseudosymplectic Runge Kutta methods
Hamilton's equations (70H05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99)
Related Items (25)
Cites Work
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- Almost Poisson integration of rigid body systems
- Canonical \(B\)-series
- The life-span of backward error analysis for numerical integrators
- The Development of Variable-Step Symplectic Integrators, with Application to the Two-Body Problem
- Solving Ordinary Differential Equations I
- High-Order Symplectic Runge–Kutta–Nyström Methods
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