Starting algorithms for Gauss Runge-Kutta methods for Hamiltonian systems.
DOI10.1016/S0898-1221(03)80026-3zbMATH Open1035.65154OpenAlexW2017587577MaRDI QIDQ1416396FDOQ1416396
J. I. Montijano, Manuel Calvo, M. P. Laburta
Publication date: 14 December 2003
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0898-1221(03)80026-3
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numerical experimentsHamiltonian systemssymplectic integratorsimplicit Runge-Kutta methodsGauss methodsStarting algorithms
Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)
Cites Work
- Solving Ordinary Differential Equations I
- Title not available (Why is that?)
- Backward Error Analysis for Numerical Integrators
- Title not available (Why is that?)
- Comparing Numerical Methods for Ordinary Differential Equations
- Variable steps for reversible integration methods
- Variable time step integration with symplectic methods
- Construction of starting algorithms for the RK-Gauss methods
- Starting algorithms for IRK methods
- Variable step implementation of geometric integrators
Cited In (8)
- Approximate preservation of quadratic first integrals by explicit Runge-Kutta methods
- Two-step high order starting values for implicit Runge--Kutta methods
- Starting algorithms for low stage order RKN methods
- Performance of Gauss implicit Runge-Kutta methods on separable Hamiltonian systems.
- High order starting iterates for implicit Runge-Kutta methods: An improvement for variable-step symplectic integrators
- Stage value predictors for additive and partitioned Runge-Kutta methods
- Starting algorithms for a class of RK methods for index-2 DAEs
- Initializers for RK-Gauss methods based on pseudo-symplecticity
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