Variable step implementation of geometric integrators
A comparison of several techniques for combining symplectic integrators with variable steps sizes is presented. More specifically the modifications of the well-known Verlet method made by \textit{W. Huang} and \textit{B. Leimkuhler} [SIAM J. Sci. Comput. 18, No. 1, 239-256 (1997; Zbl 0877.65048)] and symplectic integrators constructed via Poincaré transformations and proposed by \textit{E. Hairer} [Appl. Numer. Math. 25, No. 2-3, 219-227 (1997; Zbl 0884.65073)] are studied. The conclusion is that for Hamiltonian problems a symplectic variable stepsize algorithm based on high-order Gauss formulae with Poincaré transformations can be compared effectively with standard variable step algorithms. For the new methods an analysis of error growth when integrating periodic orbits is given.
- Are Gauss-Legendre methods useful in molecular dynamics?
- Backward Error Analysis for Numerical Integrators
- Dangers of multiple time step methods
- Does variable step size ruin a symplectic integrator?
- Error Growth in the Numerical Integration of Periodic Orbits, with Application to Hamiltonian and Reversible Systems
- Explicit Symplectic Integrators Using Hessian--Vector Products
- Families of Runge-Kutta-Nystrom Formulae
- Generalizing a study of a rotating rod carrying a collar
- scientific article; zbMATH DE number 495924 (Why is no real title available?)
- scientific article; zbMATH DE number 702482 (Why is no real title available?)
- scientific article; zbMATH DE number 1069174 (Why is no real title available?)
- scientific article; zbMATH DE number 775665 (Why is no real title available?)
- scientific article; zbMATH DE number 846277 (Why is no real title available?)
- Reversible adaptive regularization: perturbed Kepler motion and classical atomic trajectories
- Reversible Long-Term Integration with Variable Stepsizes
- The Adaptive Verlet Method
- The Development of Variable-Step Symplectic Integrators, with Application to the Two-Body Problem
- Variable steps for reversible integration methods
- Variable time step integration with symplectic methods
- Symplectic variable step size integration for \(N\)-body problems
- Variable time step integration with symplectic methods
- Starting algorithms for Gauss Runge-Kutta methods for Hamiltonian systems.
- Performance of Gauss implicit Runge-Kutta methods on separable Hamiltonian systems.
- Conserving first integrals under discretization with variable step size integration procedures
- Explicit adaptive symplectic integrators for solving Hamiltonian systems
- 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
- Some Remarks on Variable Step Integration
- scientific article; zbMATH DE number 556480 (Why is no real title available?)
- Analysis of variable-stepsize linear multistep methods with special emphasis on symmetric ones
- A technique to construct symmetric variable-stepsize linear multistep methods for second-order systems
- scientific article; zbMATH DE number 1552407 (Why is no real title available?)
- Majorant series for the N-body problem
- Explicit, Time Reversible, Adaptive Step Size Control
- Explicit variable step-size and time-reversible integration
- Splitting methods for differential equations
- Does variable step size ruin a symplectic integrator?
This page was built for publication: Variable step implementation of geometric integrators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1294498)
