Volume preservation by Runge-Kutta methods

DOI10.1016/J.APNUM.2016.06.010zbMATH Open1416.65509arXiv1507.00535OpenAlexW1644584072MaRDI QIDQ311673FDOQ311673

Authors: P. Bader, David I. McLaren, Marcus Webb, G. R. W. Quispel 

Publication date: 13 September 2016

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

Abstract: It is a classical theorem of Liouville that Hamiltonian systems preserve volume in phase space. Any symplectic Runge-Kutta method will respect this property for such systems, but it has been shown that no B-Series method can be volume preserving for all volume preserving vector fields (BIT 47 (2007) 351-378 and IMA J. Numer. Anal. 27 (2007) 381-405). In this paper we show that despite this result, symplectic Runge-Kutta methods can be volume preserving for a much larger class of vector fields than Hamiltonian systems, and discuss how some Runge-Kutta methods can preserve a modified measure exactly.

Full work available at URL: https://arxiv.org/abs/1507.00535

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zbMATH Keywords

Runge-Kutta methodKahan's methodmeasure preservationvolume preservation

Mathematics Subject Classification ID

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

Cites Work

• Geometric Numerical Integration
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• Volume-preserving schemes and numerical experiments
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• What kinds of dynamics are there? Lie pseudogroups, dynamical systems and geometric integration
• Integrability properties of Kahan's method
• On conjugate B-series and their geometric structure
• Preserving first integrals and volume forms of additively split systems
• Volume-preserving integrators
• B-series methods cannot be volume-preserving

Cited In (8)

• Explicit volume-preserving splitting methods for linear and quadratic divergence-free vector fields
• Volume preserving RK methods for linear systems
• Volume-preserving exponential integrators and their applications
• High-order symmetric and energy-preserving collocation integrators for the second-order Hamiltonian system
• Preserving first integrals and volume forms of additively split systems
• Volume-preserving integrators
• B-series methods cannot be volume-preserving
• Partitioned Runge-Kutta methods as phase volume preserving integrators

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