A long-term numerical energy-preserving analysis of symmetric and/or symplectic extended RKN integrators for efficiently solving highly oscillatory Hamiltonian systems

DOI10.1007/S10543-021-00846-3zbMATH Open1472.65159arXiv1712.04969OpenAlexW3173960225WikidataQ114227193 ScholiaQ114227193MaRDI QIDQ2045174FDOQ2045174

Authors: Bin Wang, Xinyuan Wu 

Publication date: 12 August 2021

Published in: BIT (Search for Journal in Brave)

Abstract: The primary objective of this paper is to present a long-term numerical energy-preserving analysis of one-stage explicit symmetric and/or symplectic extended Runge--Kutta--Nystr"{o}m (ERKN) integrators for highly oscillatory Hamiltonian systems. We study the long-time numerical energy conservation not only for symmetric integrators but also for symplectic integrators. In the analysis, we neither assume symplecticity for symmetric methods, nor assume symmetry for symplectic methods. It turns out that these both kinds of ERKN integrators have a near conservation of the total and oscillatory energy over a long term. To prove the result for symmetric integrators, a relationship between symmetric ERKN integrators and trigonometric integrators is established by using Strang splitting and based on this connection, the long-time conservation is derived. For the long-term analysis of symplectic ERKN integrators, the above approach does not work anymore and we use the technology of modulated Fourier expansion developed in SIAM J. Numer. Anal. 38 (2000) by Hairer and Lubich. By taking some novel adaptations of this essential technology for non-symmetric methods, we derive the modulated Fourier expansion for symplectic ERKN integrators. Moreover, it is shown that the symplectic ERKN integrators have two almost-invariants and then the near energy conservation over a long term is obtained.

Full work available at URL: https://arxiv.org/abs/1712.04969

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zbMATH Keywords

modulated Fourier expansionshighly oscillatory Hamiltonian systemsextended RKN integratorslong-time energy conservationsymmetric or symplectic methods

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cited In (13)

• A dissipation-preserving scheme for damped oscillatory Hamiltonian systems based on splitting
• Structure‐preserving exponential wave integrator methods and the long‐time convergence analysis for the Klein‐Gordon‐Dirac equation with the small coupling constant
• An approach to solving Maxwell's equations in time domain
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• An essential extension of the finite-energy condition for extended Runge-Kutta-Nyström integrators when applied to nonlinear wave equations
• Analysis of a conservative fourth-order compact finite difference scheme for the Klein-Gordon-Dirac equation
• Asymptotic-numerical solvers for highly oscillatory ordinary differential equations and Hamiltonian systems
• Numerical energy conservation for multi-frequency oscillatory differential equations

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