scientific article; zbMATH DE number 556480
zbMATH Open0795.65049MaRDI QIDQ4288939FDOQ4288939
Authors: M. Calvo, Jesús María Sanz-Serna 
Publication date: 8 September 1994
scientific article; zbMATH DE number Title of this publication is (Why is no real title available?)
Recommendations
Hamiltonian systemsymplectic integratorsnumerical testsvariable step-size methodsexplicit Runge-Kutta- Nyström method
Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Cited In (26)
- Variable step size does not harm second-order integrators for Hamiltonian systems
- Symplectic Runge-Kutta and related methods: Recent results
- A variational symplectic scheme based on Simpson's quadrature
- Construction of starting algorithms for the RK-Gauss methods
- Order conditions for canonical Runge-Kutta-Nyström methods
- Variable steps for reversible integration methods
- Anomaly in symplectic integrator
- A variable step-size implementation of the hybrid Nyström method for integrating Hamiltonian and stiff differential systems
- Some Remarks on Variable Step Integration
- Variable step Runge-Kutta-Nyström methods for the numerical solution of reversible systems
- High order starting iterates for implicit Runge-Kutta methods: An improvement for variable-step symplectic integrators
- On quadratic invariants and symplectic structure
- Performance of variable step size methods for solving model separable Hamiltonian systems
- The Development of Variable-Step Symplectic Integrators, with Application to the Two-Body Problem
- Simpson’s Quadrature for a Nonlinear Variational Symplectic Scheme
- Partitioned Runge-Kutta Methods for Separable Hamiltonian Problems
- Recent progress in the theory and application of symplectic integrators
- odeToJava: a PSE for the numerical solution of IVPS
- Symplectic difference systems: Variable stepsize discretization and discrete quadratic functionals
- Invariants and numerical methods for ODEs
- Does variable step size ruin a symplectic integrator?
- A new class of symplectic integration schemes based on generating functions
- Adaptive Hamiltonian variational integrators and applications to symplectic accelerated optimization
- Title not available (Why is no real title available?)
- A technique to construct symmetric variable-stepsize linear multistep methods for second-order systems
- Title not available (Why is no real title available?)
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