Construction of higher order symplectic schemes by composition (Q1184701)

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Construction of higher order symplectic schemes by composition
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    Construction of higher order symplectic schemes by composition (English)
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    28 June 1992
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    The authors discuss systems of ordinary differential equations (1) \(y'=f(y)\), \(f: \mathbb{R}^ n\to\mathbb{R}^ n\), \(y=y(t)\), \(t\) is the independent variable. A one-step compatible difference scheme approximating (1) can be formally written as (2) \(y_{n+1}=s(\tau)y_ n\) where \(\tau\) is the stepsize and \(s(\tau)\) is called the integrator. Now the authors introduce the concept of adjoint methods by defining: an integrator \(s^*(\tau)\) is called the adjoint integrator of \(s(\tau)\), if (3) \(s^*(-\tau)s(\tau)=I\) and \(s(\tau)s^*(-\tau)=I\). Furthermore: \(s(\tau)\) is called self-adjoint, if \(s^*(\tau)=s(\tau)\) i.e. \(s(- \tau)s(\tau)=I\). The authors show some properties of this concept, e.g. (i) there is a self-adjoint scheme of even order corresponding to every method, (ii) every self-adjoint integrator has an even order of accuracy, (iii) using self adjoint schemes with lower order, one can construct higher order schemes by ``composing'' and this constructing process can be continued to get arbitrary even order schemes. The authors show the self-adjointness of some schemes of Runge-Kutta form and the way one can decide this looking at the Butcher-tableau of those forms.
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    symplectic schemes
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    Runge-Kutta method
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    self-adjoint method
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    composition method
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    systems
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    difference scheme
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    adjoint methods
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    Butcher-tableau
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