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In recent years, the efficient numerical solution of Hamiltonian problems has led to the definition of a class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs). Such methods admit an interesting…

数值分析 · 数学 2022-04-22 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

High order energy-preserving methods for Hamiltonian systems are presented. For this aim, an energy-preserving condition of continuous stage Runge--Kutta methods is proved. Order conditions are simplified and parallelizable conditions are…

数值分析 · 数学 2016-11-08 Yuto Miyatake , John C. Butcher

It is a classical theorem of Liouville that Hamiltonian systems preserve volume in phase space. Any symplectic Runge-Kutta method will respect this property for such systems, but it has been shown that no B-Series method can be volume…

数值分析 · 数学 2015-07-03 Philipp Bader , David I McLaren , G. R. W. Quispel , Marcus Webb

It is well-known that a numerical method which is at the same time geometric structure-preserving and physical property-preserving cannot exist in general for Hamiltonian partial differential equations. In this paper, we present a novel…

数值分析 · 数学 2019-07-25 Chuchu Chen , Jialin Hong , Chol Sim , Kwang Sonwu

In this paper, we present continuous-stage partitioned Runge-Kutta (csPRK) methods for energy-preserving integration of Hamiltonian systems. A sufficient condition for the energy preservation of the csPRK methods is derived. It is shown…

数值分析 · 数学 2025-07-25 Wensheng Tang

In recent years, the class of energy-conserving methods named Hamiltonian Boundary Value Methods (HBVMs) has been devised for numerically solving Hamiltonian problems. In this short note, we study their natural formulation as…

数值分析 · 数学 2019-10-17 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

The Average Vector Field (AVF) method is a B-series scheme of the second order. As a discrete gradient method it preserves exactly the energy integral for any canonical Hamiltonian system. We present and discuss two locally exact and…

数值分析 · 数学 2013-08-08 Jan L. Cieśliński

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. For example, it is well known that classical symplectic…

数值分析 · 数学 2014-06-23 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

A novel class of explicit high-order energy-preserving methods are proposed for general Hamiltonian partial differential equations with non-canonical structure matrix. When the energy is not quadratic, it is firstly done that the original…

数值分析 · 数学 2020-06-02 Chaolong Jiang , Yushun Wang , Yuezheng Gong

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…

数值分析 · 数学 2018-03-20 Jialin Hong , Chuying Huang , Xu Wang

The recently-introduced relaxation approach for Runge-Kutta methods can be used to enforce conservation of energy in the integration of Hamiltonian systems. We study the behavior of implicit and explicit relaxation Runge-Kutta methods in…

数值分析 · 数学 2020-07-13 Hendrik Ranocha , David I. Ketcheson

Using a recent characterization of energy-preserving B-series, we derive the explicit conditions on the coefficients of a Runge-Kutta method that ensure energy preservation (for Hamiltonian systems) up to a given order in the step size,…

数值分析 · 数学 2025-01-24 Gabriel A. Barrios de León , David I. Ketcheson , Hendrik Ranocha

Recently, the class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs), has been proposed for the efficient solution of Hamiltonian problems, as well as for other types of conservative problems. In…

数值分析 · 数学 2013-10-22 Luigi Brugnano , Yajuan Sun

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…

数值分析 · 数学 2015-10-16 Wensheng Tang , Guangming Lang , Xuqiong Luo

We develop continuous-stage Runge-Kutta methods based on weighted orthogonal polynomials in this paper. There are two main highlighted merits for developing such methods: Firstly, we do not need to study the tedious solution of…

数值分析 · 数学 2025-07-23 Wensheng Tang

The classic second-order average vector field (AVF) method can exactly preserve the energy for Hamiltonian ordinary differential equations and partial differential equations. However, the AVF method inevitably leads to fully-implicit…

数值分析 · 数学 2018-06-29 Wenjun Cai , Haochen Li , Yushun Wang

In this paper, we present a quadratic auxiliary variable approach to develop a new class of energy-preserving Runge-Kutta methods for the Korteweg-de Vries equation. The quadratic auxiliary variable approach is first proposed to reformulate…

数值分析 · 数学 2021-10-29 Yue Chen , Yuezheng Gong , Qi Hong , Chuwu Wang

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…

数值分析 · 数学 2010-02-24 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

In a recent series of papers, the class of energy-conserving Runge-Kutta methods named Hamiltonian BVMs (HBVMs) has been defined and studied. Such methods have been further generalized for the efficient solution of general conservative…

数值分析 · 数学 2014-03-05 Luigi Brugnano , Yajuan Sun

We introduce a new class of parametricization structure-preserving partitioned Runge-Kutta ($\alpha$-PRK) methods for Hamiltonian systems with holonomic constraints. When the scalar parameter $\alpha=0$, the methods are reduced to the usual…

数值分析 · 数学 2020-07-14 Lei Li , Dongling Wang
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