On the Preservation of Invariants by Explicit Runge--Kutta Methods

DOI10.1137/04061979XzbMATH Open1118.65085OpenAlexW2049888254MaRDI QIDQ3440193FDOQ3440193

Authors: Manuel Calvo, D. Hernández-Abreu, J. I. Montijano, Luis Rández 

Publication date: 22 May 2007

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/04061979x

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zbMATH Keywords

numerical integrationnumerical experimentsinitial-value problemsvariable step-size codespreservation of invariantsDormand-Prince code

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cited In (53)

• Approximate preservation of quadratic first integrals by explicit Runge-Kutta methods
• Multiple-relaxation Runge Kutta methods for conservative dynamical systems
• Analysis of Hamiltonian boundary value methods (HBVMs): A class of energy-preserving Runge-Kutta methods for the numerical solution of polynomial Hamiltonian systems
• Multiderivative time integration methods preserving nonlinear functionals via relaxation
• On the preservation of Lyapunov functions by Runge-Kutta methods
• Multistep methods on manifolds
• Bounds preserving temporal integration methods for hyperbolic conservation laws
• Entropy-preserving and entropy-stable relaxation IMEX and multirate time-stepping methods
• Analysis of energy and quadratic invariant preserving (EQUIP) methods
• Linearly implicit and high-order energy-preserving relaxation schemes for highly oscillatory Hamiltonian systems
• Invariants preserving schemes based on explicit Runge-Kutta methods
• Explicit high-order structure-preserving algorithms for the two-dimensional fractional nonlinear Schrödinger equation
• Energy stability of explicit Runge-Kutta methods for nonautonomous or nonlinear problems
• Explicit high-order conservative exponential time differencing Runge-Kutta schemes for the two-dimensional nonlinear Schrödinger equation
• Error growth in the numerical integration of periodic orbits
• New embedded explicit pairs of exponentially fitted Runge-Kutta methods
• Affine-invariant projection methods for conservative integration of differential equations
• Highly efficient invariant-conserving explicit Runge-Kutta schemes for nonlinear Hamiltonian differential equations
• General relaxation methods for initial-value problems with application to multistep schemes
• Reprint of ``Analysis of Hamiltonian boundary value methods (HBVMs): a class of energy-preserving Runge-Kutta methods for the numerical solution of polynomial Hamiltonian systems
• A Conservative SAV-RRK Finite Element Method for the Nonlinear Schrödinger Equation
• Resolving entropy growth from iterative methods
• Invariant-domain-preserving high-order time stepping. I: Explicit Runge-Kutta schemes
• Preserving algebraic invariants with Runge-Kutta methods
• Preservation of Oscillations in the Runge-Kutta Method for a Type of Advanced Differential Equation
• Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods
• A modified version of explicit Runge-Kutta methods for energy-preserving
• High-order linearly implicit structure-preserving exponential integrators for the nonlinear Schrödinger equation
• Structure-preserving exponential Runge-Kutta methods
• Explicit high-order energy-preserving methods for general Hamiltonian partial differential equations
• Numerical methods for non conservative perturbations of conservative problems
• Energy-conserving explicit and implicit time integration methods for the multi-dimensional Hermite-DG discretization of the Vlasov-Maxwell equations
• Discrete adjoint computations for relaxation Runge-Kutta methods
• Energy-preserving methods for Poisson systems
• Line integral methods which preserve all invariants of conservative problems
• High-order supplementary variable methods for thermodynamically consistent partial differential equations
• SLERP-TVDRK (STVDRK) methods for ordinary differential equations on spheres
• High-order explicit conservative exponential integrator schemes for fractional Hamiltonian PDEs
• Relaxation Runge-Kutta methods for Hamiltonian problems
• Relaxation exponential Runge-Kutta methods and their applications to semilinear dissipative/conservative systems
• Energy-preserving exponential integrators of arbitrarily high order for conservative or dissipative systems with highly oscillatory solutions
• Projection methods preserving Lyapunov functions
• Explicit high-order energy-preserving exponential time differencing method for nonlinear Hamiltonian PDEs
• Relaxation RKN-type integrators that preserve two invariants for second-order (oscillatory) systems
• Accurate solution of the nonlinear Schrödinger equation via conservative multiple-relaxation ImEx methods
• Multiple relaxation exponential Runge-Kutta methods for the nonlinear Schrödinger equation
• On the preservation of second integrals by Runge-Kutta methods
• Supplementary variable method for thermodynamically consistent partial differential equations
• High order \(C^0\)-continuous Galerkin schemes for high order PDEs, conservation of quadratic invariants and application to the Korteweg-de Vries model
• Implicit-explicit relaxation Runge-Kutta methods: construction, analysis and applications to PDEs
• Relaxation Runge-Kutta methods: conservation and stability for inner-product norms
• Relaxation Runge-Kutta methods: fully discrete explicit entropy-stable schemes for the compressible Euler and Navier-Stokes equations
• Runge-Kutta projection methods with low dispersion and dissipation errors

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