Order conditions of two kinds of canonical difference schemes (Q2365970): Difference between revisions
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English | Order conditions of two kinds of canonical difference schemes |
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Order conditions of two kinds of canonical difference schemes (English)
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29 June 1993
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The authors consider Hamiltonian systems \[ dp/dt=-H_ q,\quad dq/dt=H_ p\quad\text{with}\quad p=(p^ 1,\dots,p^ n)^ T,\quad q=(q^ 1,\dots,q^ n)^ T, \] \[ H_ p=\partial H/\partial p=(\partial H/\partial p^ 1,\dots,\partial H/\partial p^ n)^ T,\quad H_ q=\partial H/\partial q=(\partial H/\partial q^ 1,\dots,\partial H/\partial q^ n)^ T \] which are separable, i.e. the Hamiltonian function is of the form \(H(p,q)=U(p)+V(q)\). In this case one has \((*)\) \(dp/dq=-H_ q=-\partial V/\partial q=f(q)\), \(dq/dt=H_ p=\partial U/\partial p=g(p)\) and the following \((s-1)\)-stage scheme \(p_ i=p_{i- 1}+c_ i hf(q_{i-1})\), \(q_ i=q_{i-1}+d_ i hg(p_ i)\), \(i=1,\dots,s-1\), (where \(p_ 0\), \(q_ 0\) are initial values and \(h\) is the step size) is canonical when used to solve system \((*)\). The authors use the \(P\)-series and \(P\)-tree method introduced by \textit{E. Hairer}, \textit{S. P. Nørsett} and \textit{G. Wanner} [Solving ordinary differential equations. I: Nonstiff problems (1987; Zbl 0638.65058)] to get general order conditions for the explicit canonical method.
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difference schemes
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Runge-Kutta-Nyström method
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Hamiltonian systems
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\(P\)-series
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\(P\)-tree
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order conditions
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explicit canonical method
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