Symmetric general linear methods

DOI10.1007/S10543-016-0613-1zbMATH Open1355.65095arXiv1507.01202OpenAlexW1947132235MaRDI QIDQ727889FDOQ727889

Authors: J. C. Butcher, Adrian T. Hill, Terence J. T. Norton 

Publication date: 21 December 2016

Published in: BIT (Search for Journal in Brave)

Abstract: The article considers symmetric general linear methods, a class of numerical time integration methods which, like symmetric Runge--Kutta methods, are applicable to general time--reversible differential equations, not just those derived from separable second--order problems. A definition of time--reversal symmetry is formulated for general linear methods, and criteria are found for the methods to be free of linear parasitism. It is shown that symmetric parasitism--free methods cannot be explicit, but a method of order $4$ is constructed with only one implicit stage. Several characterizations of symmetry are given, and connections are made with $G$--symplecticity. Symmetric methods are shown to be of even order, a suitable symmetric starting method is constructed and shown to be essentially unique. The underlying one--step method is shown to be time--symmetric. Several symmetric methods of order $4$ are constructed and implemented on test problems. The methods are efficient when compared with Runge--Kutta methods of the same order, and invariants of the motion are well--approximated over long time intervals.

Full work available at URL: https://arxiv.org/abs/1507.01202

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zbMATH Keywords

multivalue methodsconservative methods\(G\)-symplectic methodstime-symmetric general linear methods

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

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Cited In (9)

• Symmetric second derivative integration methods
• Composite symmetric second derivative general linear methods for Hamiltonian systems
• Composite symmetric general linear methods (COSY-GLMs) for the long-time integration of reversible Hamiltonian systems
• An iterative starting method to control parasitism for the Leapfrog method
• General linear methods with projection
• Partitioned second derivative methods for separable Hamiltonian problems
• A G-symplectic method with order 6
• G-symplectic integration of many body problems
• The Fer expansion and time-symmetry: A Strang-type approach

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