Energy-preserving Runge-Kutta methods

Elena Celledoni; Robert I. McLachlan; David I. McLaren; Brynjulf Owren; G. Reinout W. Quispel; William M. Wright

ESAIM: Mathematical Modelling and Numerical Analysis (2009)

  • Volume: 43, Issue: 4, page 645-649
  • ISSN: 0764-583X

Abstract

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We show that while Runge-Kutta methods cannot preserve polynomial invariants in general, they can preserve polynomials that are the energy invariant of canonical Hamiltonian systems.

How to cite

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Celledoni, Elena, et al. "Energy-preserving Runge-Kutta methods." ESAIM: Mathematical Modelling and Numerical Analysis 43.4 (2009): 645-649. <http://eudml.org/doc/250591>.

@article{Celledoni2009,
abstract = { We show that while Runge-Kutta methods cannot preserve polynomial invariants in general, they can preserve polynomials that are the energy invariant of canonical Hamiltonian systems. },
author = {Celledoni, Elena, McLachlan, Robert I., McLaren, David I., Owren, Brynjulf, Reinout W. Quispel, G., Wright, William M.},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis},
keywords = {B-series; Hamiltonian systems; energy-preserving integrators; Runge-Kutta methods.; Runge-Kutta methods},
language = {eng},
month = {7},
number = {4},
pages = {645-649},
publisher = {EDP Sciences},
title = {Energy-preserving Runge-Kutta methods},
url = {http://eudml.org/doc/250591},
volume = {43},
year = {2009},
}

TY - JOUR
AU - Celledoni, Elena
AU - McLachlan, Robert I.
AU - McLaren, David I.
AU - Owren, Brynjulf
AU - Reinout W. Quispel, G.
AU - Wright, William M.
TI - Energy-preserving Runge-Kutta methods
JO - ESAIM: Mathematical Modelling and Numerical Analysis
DA - 2009/7//
PB - EDP Sciences
VL - 43
IS - 4
SP - 645
EP - 649
AB - We show that while Runge-Kutta methods cannot preserve polynomial invariants in general, they can preserve polynomials that are the energy invariant of canonical Hamiltonian systems.
LA - eng
KW - B-series; Hamiltonian systems; energy-preserving integrators; Runge-Kutta methods.; Runge-Kutta methods
UR - http://eudml.org/doc/250591
ER -

References

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  2. E. Celledoni, R.I. McLachlan, B. Owren and G.R.W. Quispel, Energy-preserving integrators and the structure of B-series. Preprint.  
  3. P. Chartier, E. Faou and A. Murua, An algebraic approach to invariant preserving integrators: The case of quadratic and Hamiltonian invariants. Numer. Math.103 (2006) 575–590.  
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  6. E. Hairer, C. Lubich and G. Wanner, Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations. Springer, Berlin, 2nd Edition (2006).  
  7. A. Iserles and A. Zanna, Preserving algebraic invariants with Runge-Kutta methods. J. Comput. Appl. Math.125 (2000) 69–81.  
  8. R.I. McLachlan, G.R.W. Quispel and G.S. Turner, Numerical integrators that preserve symmetries and reversing symmetries. SIAM J. Numer. Anal.35 (1998) 586–599.  
  9. R.I. McLachlan, G.R.W. Quispel and N. Robidoux, Geometric integration using discrete gradients. Phil. Trans. Roy. Soc. A357 (1999) 1021–1046.  
  10. G.R.W. Quispel and D.I. McLaren, A new class of energy-preserving numerical integration methods. J. Phys. A41 (2008) 045206.  
  11. J.E. Scully, A search for improved numerical integration methods using rooted trees and splitting. MSc Thesis, La Trobe University, Australia (2002).  
  12. L.F. Shampine, Conservation laws and the numerical solution of ODEs. Comput. Math. Appl.12B (1986) 1287–1296.  

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