Variable steps for reversible integration methods
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Publication:1895862
DOI10.1007/BF02238234zbMath0831.65085OpenAlexW2108371414MaRDI QIDQ1895862
Publication date: 18 February 1996
Published in: Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02238234
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70) Celestial mechanics (70F15) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)
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Cites Work
- Recent progress in the theory and application of symplectic integrators
- Invariant curves for variable step size integrators
- Multi-step methods are essentially one-step methods
- Runge-Kutta schemes for Hamiltonian systems
- Reversible systems
- Transversal homoclinic points and hyperbolic sets for non-autonomous maps. I
- Canonical Runge-Kutta methods
- General linear methods: Connection to one step methods and invariant curves
- The necessary condition for a Runge-Kutta scheme to be symplectic for Hamiltonian systems
- Solving Ordinary Differential Equations I
- Stable and Random Motions in Dynamical Systems
- Symplectic integration of Hamiltonian systems
- An Explicit Runge–Kutta–Nyström Method is Canonical If and Only If Its Adjoint is Explicit
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