English
Related papers

Related papers: Diagonal implicit symplectic ERKN methods for solv…

200 papers

In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…

Numerical Analysis · Mathematics 2023-12-05 Xianfa Hu , Wansheng Wang , Bin Wang , Yonglei Fang

This paper analyses the long-time behaviour of one-stage symplectic or symmetric extended Runge--Kutta--Nystr\"{o}m (ERKN) methods when applied to nonlinear wave equations. It is shown that energy, momentum, and all harmonic actions are…

Numerical Analysis · Mathematics 2018-10-04 Bin Wang , Xinyuan Wu

The primary objective of this paper is to present a long-term numerical energy-preserving analysis of one-stage explicit symmetric and/or symplectic extended Runge--Kutta--Nystr\"{o}m (ERKN) integrators for highly oscillatory Hamiltonian…

Numerical Analysis · Mathematics 2018-06-26 Bin Wang , Xinyuan Wu

We show that symplectic Runge-Kutta methods provide effective symplectic integrators for Hamiltonian systems with index one constraints. These include the Hamiltonian description of variational problems subject to position and velocity…

Numerical Analysis · Mathematics 2014-02-28 Robert I McLachlan , Klas Modin , Olivier Verdier , Matt Wilkins

We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter $H\in(1/4,1/2]$. We indicate that the phase flow preserves the symplectic…

Numerical Analysis · Mathematics 2018-03-20 Jialin Hong , Chuying Huang , Xu Wang

This letter studies symmetric and symplectic exponential integrators when applied to numerically computing nonlinear Hamiltonian systems. We first establish the symmetry and symplecticity conditions of exponential integrators and then show…

Numerical Analysis · Mathematics 2018-12-11 Yajun Wu , Bin Wang

On the basis of the previous work by Tang \& Zhang (Appl. Math. Comput. 323, 2018, p. 204--219), in this paper we present a more effective way to construct high-order symplectic integrators for solving second order Hamiltonian equations.…

Numerical Analysis · Mathematics 2019-06-11 Wensheng Tang , Yajuan Sun , Jingjing Zhang

We propose a new method to prove the partitioned Runge--Kutta methods with symplectic conditions for determinate and stochastic Hamiltonian systems are symplectic. We utilize Gr\"obner basis technology which is the one of symbolic…

Numerical Analysis · Mathematics 2025-09-16 Xiaojing Zhang

We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of (non-necessarily Hamiltonian) ordinary differential equations by means of Newton-like iterations. We pay particular…

Numerical Analysis · Mathematics 2017-03-23 Mikel Antoñana , Joseba Makazaga , Ander Murua

We develop continuous-stage Runge-Kutta-Nystr\"{o}m (csRKN) methods for solving second order ordinary differential equations (ODEs) in this paper. The second order ODEs are commonly encountered in various fields and some of them can be…

Numerical Analysis · Mathematics 2016-02-05 Wensheng Tang , Jingjing Zhang

In this paper, we construct stochastic symplectic Runge--Kutta (SSRK) methods of high strong order for Hamiltonian systems with additive noise. By means of colored rooted tree theory, we combine conditions of mean-square order 1.5 and…

Numerical Analysis · Mathematics 2017-05-24 Weien Zhou , Jingjing Zhang , Jialin Hong , Songhe Song

We prove that a class of A-stable symplectic Runge--Kutta time semidiscretizations (including the Gauss--Legendre methods) applied to a class of semilinear Hamiltonian PDEs which are well-posed on spaces of analytic functions with analytic…

Numerical Analysis · Mathematics 2015-02-10 Claudia Wulff , Marcel Oliver

In this paper, we analyse the long-time behaviour of the extended RKN (ERKN) integrators for solving highly oscillatory Hamiltonian systems with a slowly varying, solution-dependent high frequency. We prove that a symmetric ERKN integrator…

Numerical Analysis · Mathematics 2018-11-20 Bin Wang , Xinyuan Wu

We propose a family of integrators, Flow-Composed Implicit Runge-Kutta (FCIRK) methods, for perturbations of nonlinear ordinary differential equations, consisting of the composition of flows of the unperturbed part alternated with one step…

Numerical Analysis · Mathematics 2017-11-17 Mikel Antoñana , Joseba Makazaga , Ander Murua

Hamiltonian systems are one of the most important class of dynamical systems with a geometric structure called symplecticity and the numerical algorithms which can preserve such geometric structure are of interest. In this article we study…

Numerical Analysis · Mathematics 2015-10-16 Wensheng Tang , Guangming Lang , Xuqiong Luo

We propose efficient numerical methods for nonseparable non-canonical Hamiltonian systems which are explicit, K-symplectic in the extended phase space with long time energy conservation properties. They are based on extending the original…

Numerical Analysis · Mathematics 2023-03-01 Beibei Zhu , Lun Ji , Aiqing Zhu , Yifa Tang

Generalized Additive Runge-Kutta schemes have shown to be a suitable tool for solving ordinary differential equations with additively partitioned right-hand sides. This work develops symplectic GARK schemes for additively partitioned…

Numerical Analysis · Mathematics 2023-12-14 Michael Günther , Adrian Sandu , Kevin Schäfers , Antonella Zanna

In this paper, we study symplectic integration of canonical Hamiltonian systems with Jacobi polynomials. The relevant theoretical results of continuous-stage Runge-Kutta methods are revisited firstly and then symplectic methods with Jacobi…

Numerical Analysis · Mathematics 2025-07-23 Wensheng Tang

Symplectic partitioned Runge--Kutta methods can be obtained from a variational formulation where all the terms in the discrete Lagrangian are treated with the same quadrature formula. We construct a family of symplectic methods allowing the…

Numerical Analysis · Mathematics 2019-09-25 Antonella Zanna

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…

Numerical Analysis · Mathematics 2010-08-06 Matthew Dobson , Claude Le Bris , Frederic Legoll
‹ Prev 1 2 3 10 Next ›