Long-term stability of multi-value methods for ordinary differential equations

DOI10.1007/s10915-013-9812-yzbMath1312.65111OpenAlexW2129116604MaRDI QIDQ474963

Raffaele D'Ambrosio, Ernst Hairer

Publication date: 25 November 2014

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-013-9812-y

zbMATH Keywords

initial value problemsHamiltonian systemsnumerical experimentlong-term stabilitygeneral linear methodsbackward error analysisparasitic componentslong-term integrationmulti-value methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

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A G-symplectic method with order 6 ⋮ Composite symmetric second derivative general linear methods for Hamiltonian systems ⋮ Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations ⋮ Composite symmetric general linear methods (COSY-GLMs) for the long-time integration of reversible Hamiltonian systems ⋮ Construction of \(G\)- or \(G (\epsilon)\)-symplectic general linear methods ⋮ Partitioned general linear methods for separable Hamiltonian problems ⋮ Symmetric second derivative integration methods ⋮ Jacobian-dependent vs Jacobian-free discretizations for nonlinear differential problems ⋮ Numerical conservation issues for the stochastic Korteweg-de Vries equation ⋮ Variable stepsize multivalue collocation methods ⋮ G-symplecticity implies conjugate-symplecticity of the underlying one-step method ⋮ Multivalue collocation methods free from order reduction ⋮ General linear methods with projection ⋮ G-symplectic integration of many body problems ⋮ General Nyström methods in Nordsieck form: error analysis ⋮ Symmetric general linear methods ⋮ Nearly conservative multivalue methods with extended bounded parasitism ⋮ Multi-value Numerical Methods for Hamiltonian Systems ⋮ A symmetric nearly preserving general linear method for Hamiltonian problems

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• Long-Term Stability of Symmetric Partitioned Linear Multistep Methods
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• Numerical Methods for Ordinary Differential Equations

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