Nearly conservative multivalue methods with extended bounded parasitism

DOI10.1016/J.APNUM.2019.12.007zbMATH Open1448.37104OpenAlexW2996013614WikidataQ126579057 ScholiaQ126579057MaRDI QIDQ2301428FDOQ2301428

Authors: Vincenzo Citro, Raffaele D'Ambrosio 

Publication date: 24 February 2020

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2019.12.007

Recommendations

• Multi-value numerical methods for Hamiltonian systems
• Construction of nearly conservative multivalue numerical methods for Hamiltonian problems
• Long-term stability of multi-value methods for ordinary differential equations
• Symmetric multistep methods over long times
• The control of parasitism in \(G\)-symplectic methods

zbMATH Keywords

symmetryparasitismHamiltonian problemsmultivalue methodsgeometric numerical integration

Mathematics Subject Classification ID

Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

Cites Work

• Line integral methods for conservative problems
• Title not available (Why is that?)
• Geometric Numerical Integration
• The existence of symplectic general linear methods
• Symmetric multistep methods over long times
• The symplecticity of multi-step methods
• Partitioned general linear methods for separable Hamiltonian problems
• G-symplecticity implies conjugate-symplecticity of the underlying one-step method
• On the G-symplecticity of two-step Runge-Kutta methods
• Construction of nearly conservative multivalue numerical methods for Hamiltonian problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Numerical integration of Hamiltonian problems by G-symplectic methods
• Long-term stability of multi-value methods for ordinary differential equations
• The control of parasitism in \(G\)-symplectic methods
• Geometric integrators for ODEs
• Numerical Methods for Ordinary Differential Equations
• General linear methods for \(y^{\prime\prime} = f(y(t))\)
• Canonical Runge-Kutta methods
• Title not available (Why is that?)
• Energy conservation with non-symplectic methods: examples and counter-examples
• Dealing with Parasitic Behaviour in G-Symplectic Integrators
• Title not available (Why is that?)
• Backward error analysis for multistep methods
• A spectral method for stochastic fractional differential equations
• Numerical solution of time fractional diffusion systems
• Exponential mean-square stability properties of stochastic linear multistep methods
• Numerical preservation of long-term dynamics by stochastic two-step methods
• Drift-preserving numerical integrators for stochastic Hamiltonian systems

Cited In (2)

• Multi-value numerical methods for Hamiltonian systems
• General linear methods with projection

Uses Software

• LIMbook

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