Runge-Kutta methods for orthogonal and isospectral flows (Q5961738)

The authors consider the system: \[ Y'= G(t,Y),\;t>0,\;Y(0)=Y_0 \] where \(Y\), \(Y_0\) are \(d\)-dimensional real matrices. In many application systems of these type preserving orthogonality, symmetry or spectral properties of the initial matrix play an important role. When directly applying Runge-Kutta procedures such invariants may get lost. In this paper the authors describe how to retain at least approximately the relevant invariants.