Summary
We consider the question of whether multistep methods inherit in some sense quadratic first integrals possessed by the differential system being integrated. We also investigate whether, in the integration of Hamiltonian systems, multistep methods conserve the symplectic structure of the phase space.
Similar content being viewed by others
References
Arnold, V.I. (1989): Mathematical methods of classical mechanics, 2nd ed. Springer, Berlin Heidelberg New York
Baiocchi, C., Crouzeix, M. (1989): On the equivalence of A-stability and G-stability. Appl. Numer. Math.5, 19–22
Channell, P.J., Scovel, C. (1990): Symplectic integration of Hamiltonian systems. Nonlinearity3 231–259
Dahlquist, G. (1976): Error analysis for a class of methods for stiff nonlinear initial value problems. In: G.A. Watson, ed., Springer, Berlin Heidelberg New York, pp. 60–72
Dahlquist, G. (1978): G-stability is equivalent to A-stability. BIT18, 384–401
Feng, K. (1986): Difference schemes for Hamiltonian formalism and symplectic geometry. J. Comput. Math.4, 279–289
Frutos, J. de, Ortega, T., Sanz-Serna, J.M. (1990): A Hamiltonian explicit algorithm with spectral accuracy for the ‘good’ Boussinesq system. Comput. Methods Appl. Mech. Engrg.80, 417–423
Lasagni, F.M. (1988): Canonical Runge-Kutta methods. Z. Angew. Math. Phys.39, 952–953
Ruth, R. (1984): A canonical integration technique. IEEE Trans. Nucl. Sci.30, 269–271
Sanz-Serna, J.M. (1988): Runge-Kutta schemes for Hamiltonian systems. BIT28, 877–883
Sanz-Serna, J.M. (1991): The numerical integration of Hamiltonian systems. Proceedings of the Conference on Computational Differential Equations, Imperial College London, 3rd–7th July 1989 (to appear)
Sanz-Serna, J.M. (1991): Two topics in nonlinear stability. In: W. Light, ed., Advances in Numerical Analysis, Vol. 1. Clarendon Press, Oxford, pp. 147–174
Sanz-Serna, J.M., Abia, L. (1991): Order conditions for canonical Runge-Kutta schemes. SIAM J. Numer. Anal.28, 1081–1096
Sanz-Serna, J.M., Vadillo, F. (1986): Nonlinear instability the dynamic approach. In: D.F. Griffiths, G.A. Watson, eds., Numerical Analysis, Longman, London, pp. 187–199
Sanz-Serna, J.M., Vadillo, F. (1987): Studies in nonlinear instability III: augmented hamiltonian systems. SIAM J. Appl. Math.47, 92–108
Sanz-Serna, J.M., Verwer, J.G. (1986): Conservative and nonconservative schemes for the solution of the nonlinear Schrödinger equation. IMA. J. Numer. Anal.6 25–42
Suris, Y.B. (1987) Canonical transformations generated by methods of Runge-Kutta type for the numerical integration of the systemx″=−∂U/∂x. Zh. Vychisl. Mat. i Mat. Fiz.29, 202–211 [in Russian]
Dahlquist, G. (1983): On one-leg multistep methods. SIAM J. Numer Anal.20, 1130–1138
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Eirola, T., Sanz-Serna, J.M. Conservation of integrals and symplectic structure in the integration of differential equations by multistep methods. Numer. Math. 61, 281–290 (1992). https://doi.org/10.1007/BF01385510
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01385510