English

Isospectral Property of Hamiltonian Boundary Value Methods (HBVMs) and their blended implementation

Numerical Analysis 2010-02-09 v1

Abstract

One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants, among which the Hamiltonian function itself. Recently, a new class of methods, named "Hamiltonian Boundary Value Methods (HBVMs)" has been introduced and analysed, which are able to exactly preserve polynomial Hamiltonians of arbitrarily high degree. We here study a further property of such methods, namely that of having, when cast as Runge-Kutta methods, a matrix of the Butcher tableau with the same spectrum (apart the zero eigenvalues) as that of the corresponding Gauss-Legendre method, independently of the considered abscissae. Consequently, HBVMs are always perfectly A-stable methods. Moreover, this allows their efficient "blended" implementation, for solving the generated discrete problems.

Keywords

Cite

@article{arxiv.1002.1387,
  title  = {Isospectral Property of Hamiltonian Boundary Value Methods (HBVMs) and their blended implementation},
  author = {Luigi Brugnano and Felice Iavernaro and Donato Trigiante},
  journal= {arXiv preprint arXiv:1002.1387},
  year   = {2010}
}

Comments

17 pages, 2 figures