Canonical Runge-Kutta methods (Q1122044): Difference between revisions

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Canonical Runge-Kutta methods
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    Canonical Runge-Kutta methods (English)
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    1988
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    An integration procedure is called canonical if it generates a globally canonical map if applied to a Hamiltonian system. In this note the author characterizes all canonical Runge-Kutta methods for Hamiltonian systems of the form \(\dot x=H^ T_ y\), \(\dot y=-H^ T_ x\) with Hamiltonian H(x,y,t), \(x,y\in {\mathbb{R}}^ n\), \(t\in {\mathbb{R}}\).
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    Hamiltonian system
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    canonical Runge-Kutta methods
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