Variable step-size techniques in continuous Runge-Kutta methods for isospectral dynamical systems (Q1372040)
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English | Variable step-size techniques in continuous Runge-Kutta methods for isospectral dynamical systems |
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Variable step-size techniques in continuous Runge-Kutta methods for isospectral dynamical systems (English)
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12 March 1998
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The authors study the design of a stepsize strategy for a special class of numerical methods for isospectral flows combining a continuous explicit Runge-Kutta method with a Gauss-Legendre Runge-Kutta method. The approach is introduced for double-bracket flows and based on the fact that such a flow can be written as the gradient flow for a potential. The authors show how to compute (approximately) a stepsize such that each step minimizes this potential. Some numerical tests (including an eigenvalue problem for a symmetric matrix) demonstrate the effect of the strategy.
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continuous Runge-Kutta methods
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variable stepsize
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isospectral flow
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double bracket flow
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gradient flow
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potential function
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eigenvalues
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numerical tests
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symmetric matrix
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