Efficient symplectic Runge-Kutta methods

DOI10.1016/j.amc.2005.02.021zbMath1101.65077OpenAlexW2064204689MaRDI QIDQ2369236

Hongyu Liu, Geng Sun, Robert P. K. Chan

Publication date: 28 April 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.02.021

zbMATH Keywords

systemsefficiencyA-stabilityinitial value problemsreal eigenvalues

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (4)

Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise ⋮ A novel scheme for Liouville's equation with a discontinuous Hamiltonian and applications to geometrical optics ⋮ Symplectic partitioned Runge-Kutta methods with the phase-lag property ⋮ Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise

Cites Work

• On symmetric Runge-Kutta methods of high order
• Runge-Kutta schemes for Hamiltonian systems
• Canonical Runge-Kutta methods
• Symplectic Runge-Kutta methods with real eigenvalues
• On the Numerical Integration of Ordinary Differential Equations by Symmetric Composition Methods
• WhenI-stability impliesA-stability
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