Runge-Kutta methods for orthogonal and isospectral flows
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The authors consider the system: NEWLINE\[NEWLINEY'= G(t,Y),\;t>0,\;Y(0)=Y_0NEWLINE\]NEWLINE where \(Y\), \(Y_0\) are \(d\)-dimensional real matrices. In many application systems of these type preserving orthogonality, symmetry or spectral properties of the initial matrix play an important role. When directly applying Runge-Kutta procedures such invariants may get lost. In this paper the authors describe how to retain at least approximately the relevant invariants.
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Cited in
(26)- One step semi-explicit methods based on the Cayley transform for solving isospectral flows
- High order Runge-Kutta methods on manifolds
- Variable step-size techniques in continuous Runge-Kutta methods for isospectral dynamical systems
- Numerical procedures based on Runge-Kutta methods for solving isospectral flows
- Runge-Kutta methods on Lie groups
- Applications of the Cayley approach in the numerical solution of matrix differential systems on quadratic groups
- Explicit methods based on a class of four stage fourth order Runge-Kutta methods for preserving quadratic laws
- Runge Kutta type methods for isodynamical matrix flows: Applications to balanced realizations
- Isospectral flows and the inverse eigenvalue problem for Toeplitz matrices
- RKMK method of solving non-damping LL equations and ferromagnet chain equations
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- Vakonomic Fluids
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