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We reconsider the variational derivation of symplectic partitioned Runge-Kutta schemes. Such type of variational integrators are of great importance since they integrate mechanical systems with high order accuracy while preserving the…

数值分析 · 数学 2015-05-08 Cédric M. Campos

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…

数值分析 · 数学 2019-09-25 Antonella Zanna

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…

数值分析 · 数学 2014-02-28 Robert I McLachlan , Klas Modin , Olivier Verdier , Matt Wilkins

Symmetric method and symplectic method are classical notions in the theory of Runge-Kutta methods. They can generate numerical flows that respectively preserve the symmetry and symplecticity of the continuous flows in the phase space.…

数值分析 · 数学 2018-08-17 Geng Sun , Siqing Gan , Hongyu Liu , Zaijiu Shang

Runge-Kutta methods are affine equivariant: applying a method before or after an affine change of variables yields the same numerical trajectory. However, for some applications, one would like to perform numerical integration after a…

数值分析 · 数学 2026-03-17 Ari Stern , Milo Viviani

We study symplectic numerical integration of mechanical systems with a Hamiltonian specified in non-canonical coordinates and its application to guiding-center motion of charged plasma particles in magnetic confinement devices. The…

计算物理 · 物理学 2020-01-29 Christopher G. Albert , Sergei V. Kasilov , Winfried Kernbichler

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

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…

数值分析 · 数学 2023-12-14 Michael Günther , Adrian Sandu , Kevin Schäfers , Antonella Zanna

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

Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX…

数值分析 · 数学 2012-02-07 Michael Herty , Lorenzo Pareschi , Sonja Steffensen

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

高能物理 - 格点 · 物理学 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

There exist many Runge-Kutta methods (explicit or implicit), more or less adapted to specific problems. Some of them have interesting properties, such as stability for stiff problems or symplectic capability for problems with energy…

数值分析 · 数学 2018-04-16 Julien Alexandre dit Sandretto

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

In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…

数值分析 · 数学 2014-01-31 Tomasz M. Tyranowski , Mathieu Desbrun

Based on reasonable testing model problems, we study the preservation by symplectic Runge-Kutta method (SRK) and symplectic partitioned Runge-Kutta method (SPRK) of structures for fixed points of linear Hamiltonian systems. The…

数值分析 · 数学 2008-02-18 Xiaohua Ding , Hongyu Liu , Zaijiu Shang , Geng Sun , Lingshu Wang

We compare three approaches for structure preserving numerical integration of isospectral flows on quadratic Lie algebras. Such flows originate from Hamiltonian dynamics on the cotangent bundle of the Lie group. It is known, via discrete…

数值分析 · 数学 2026-04-03 Paolo Cifani , Klas Modin , Cecilia Pagliantini , Milo Viviani

Isospectral flows appear in a variety of applications, e.g. the Toda lattice in solid state physics or in discrete models for two-dimensional hydrodynamics, with the isospectral property often corresponding to mathematically or physically…

数值分析 · 数学 2021-12-28 Clauson Carvalho da Silva , Christian Lessig

We calculate Noether like operators and first integrals of scalar equation y'' = -k^2 y using complex Lie symmetry method, by taking values of k and y to be real as well as complex. We numerically integrate the equations using a symplectic…

数值分析 · 数学 2017-11-07 W. Irshad , Y. Habib , M. U. Farooq

A new approach to the construction of difference schemes of any order for the many-body problem that preserves all its algebraic integrals is proposed. We introduced additional variables, namely, distances and reciprocal distances between…

数值分析 · 数学 2020-07-03 Vladimir Gerdt , Mikhail Malykh , Leonid Sevastianov , Yu Ying

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
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