Construction of High Order Symplectic Runge-Kutta Methods

Characterizations of symmetric and symplectic Runge-Kutta methods, which are based on the W-transformation of Hairer and Wanner, are presented. Using these characterizations we construct two classes of high order symplectic (symmetric and algebraically stable or algebraically stable) Runge-Kutta methods. They include and extend known classes of high order implicit Runge-Kutta methods.     

Symplectic Runge-Kutta methods of high order based on W-transformation

In this paper , characterizations of symmetric and symplectic Runge-Kutta methods based on the W-transformation of Hairer and Wanner are presented. Using these characterizations, we construct two families symplectic (symmetric and algebraically stable or algebraically stable) Runge-Kutta methods of high order. Methods constructed in this way and presented in this paper include and extend the known classes of high order implicit Runge-Kutta methods.     

波动方程的一类显式辛格式

1．引言和预备知识本文主要考虑如下波动方程初边值问题的数值方法．一般的哈密顿系统可写成那么，系统（1．幻称为可分的哈密顿系统．众所周知，方程（1．la）在引进新变量。t＝v后，它变成一类可分的线性哈密顿系统：它的哈密顿函数为H一三矿（V“＋。乏）咖，并且在离散＊。＝。。。后，（1．4）是一个方程组，u，V是向量．人们早就知道，初边值问题（1．1）在应用隐式中点公式（辛格式）进行数值解时，能保持真解许多重要性质，并且格式是无条件稳定的，但美中不足的是，在每积分步，它要求解一个线性方程组，当考虑大的离散系统时，…     

Essentially Symplectic Boundary Value Methods for Linear Hamiltonian Systems

1.IlltroductiollInmanyareasofphysics,mechanics,etc.,HamiltoniansystemsofODEsplayaveryimportantrole.Suchsystemshavethefollowinggeneralform:where,bydenotingwithOfandimthenullmatrixandtheidentitymatrixofordermarespectively,SimplepropertiesofthematrixJZmarethefollowingones:Inequation(1)AH(~,t)isthegradientofascalarfunctionH(y,t),usuallycalledHamiltonian.InthecasewhereH(y,t)=H(y),thenthevalueofthisfunctionremainsconstantalongt.hesollltion7/(t),t,hatis'*ReceivedFebruaryI3,1995.l)Worksupporte…     

Higher order symplectic RK and RKN methods using perturbed collocation

In this paper, we derive a one-parameter family of symplectic Runge-Kutta-Nyström methods of order 2s-1 and a two-parameter family of symplectic Runge-Kutta methods of order 2s-2.     

Hamilton系统下基于相位误差的精细辛算法

Hamilton系统是一类重要的动力系统，辛算法（如生成函数法、SRK法、SPRK法、多步法等）是针对Hamilton系统所设计的具有保持相空间辛结构不变或保Hamilton函数不变的算法.但是，时域上，同阶的辛算法与Runge-Kutta法具有相同的数值精度，即辛算法在计算过程中也存在相位误差，导致时域上解的数值精度不高.经过长时间计算后，计算结果在时域上也会变得“面目全非”.为了提高辛算法在时域上解的精度，将精细算法引入到辛差分格式中，提出了基于相位误差的精细辛算法（HPD-symplectic method），这种算法满足辛格式的要求，因此在离散过程中具有保Hamilton系统辛结构的优良特性.同时，由于精细化时间步长，极大地减小了辛算法的相位误差，大幅度提高了时域上解的数值精度，几乎可以达到计算机的精度，误差为O（10-13）.对于高低混频系统和刚性系统，常规的辛算法很难在较大的步长下同时实现对高低频精确仿真，精细辛算法通过精细计算时间步长，在大步长情况下，没有额外增加计算量，实现了高低混频的精确仿真.数值结果验证了此方法的有效性和可靠性.     

A sixth order diagonally implicit symmetric and symplectic Runge-Kutta method for solving Hamiltonian systems

The paper is concerned with construction of symmetric and symplectic Runge-Kutta methods for Hamiltonian systems. Based on the symplectic and symmetrical properties, a sixth-order diagonally implicit symmetric and symplectic Runge-Kutta method with seven stages is presented, the proposed method proved to be P-stable. Numerical experiments with some Hamiltonian oscillatory problems are presented to show the proposed method is as competitive as the existing Runge-Kutta methods in scientic literature.     

Preservation of equilibria for symplectic methods applied to Hamiltonian systems

In this paper, the linear stability of symplectic methods for Hamiltonian systems is studied. In par- ticular, three classes of symplectic methods are considered： symplectic Runge-Kutta （SRK） methods, symplectic partitioned Runge-Kutta （SPRK） methods and the composition methods based on SRK or SPRK methods. It is shown that the SRK methods and their compositions preserve the ellipticity of equilibrium points uncondi- tionally, whereas the SPRK methods and their compositions have some restrictions on the time-step.     

Symplectic RK Methods and Symplectic PRK Methods with Real Eigenvalues

Properties of symplectic Runge-Kutta (RK) methods and symplectic partitioned Runge-Kutta (PRK) methods with real eigenvalues are discussed in this paper. It is shown that an s stage such method can‘t reach order more than s 1. Particularly, we prove that no symplectic RK method with real eigenvalues exists in stage s of order s 1 when s is even. But an example constructed by using the W-transformation shows that PRK method of this type does not necessarily meet this order barrier. Another useful way other than W-transformation to construct symplectic PRK method with real eigenvalues is then presented. Finally, a class of efficient symplectic methods is recommended.     

关于辛算法稳定性的若干注记

我们讨论辛算法的线性稳定性和非线性稳定性,从动力系统和计算的角度论述了研究辛算法的这两类稳定性问题的重要性,分析总结了相关重要结果.我们给出了解析方法的明确定义,证明了稳定函数是亚纯函数的解析辛方法是绝对线性稳定的.绝对线性稳定的辛方法既有解析方法（如Runge-Kutta辛方法）,也有非解析方法（如基于常数变易公式对线性部分进行指数积分而对非线性部分使用其它数值积分的方法）.我们特别回顾并讨论了R.I.McLachlan,S.K.Gray和S.Blanes,F.Casas,A.Murua等关于分裂算法的线性稳定性结果,如通过选取适当的稳定多项式函数构造具有最优线性稳定性的任意高阶分裂辛算法和高效共轭校正辛算法,这类经优化后的方法应用于诸如高振荡系统和波动方程等线性方程或者线性主导的弱非线性方程具有良好的数值稳定性.我们通过分析辛算法在保持椭圆平衡点的稳定性,能量面的指数长时间慢扩散和KAM不变环面的保持等三个方面阐述了辛算法的非线性稳定性,总结了相关已有结果.最后在向后误差分析基础上,基于一个自由度的非线性振子和同宿轨分析法讨论了辛算法的非线性稳定性,提出了一个新的非线性稳定性概念,目的是为辛算法提供一个实际可用的非线性稳定性判别法.     

On Stability of Symplectic Algorithms

1.FundamentalDeflnitionsLemma1.Thesolutionofalinearoofinarydtherentialequationwithcon8tantcoeffcientY=AYissta6leifalleigenvalue8ofAhaven0nP6sitivercalpartsandtheeigenvalueswithnullrealpartaresingleroots0ftheminimalp0lynomial.,/P\ThelinearHamiltoniansystemcanbeden0tedasZ=JSZwhereZ=(q),J=(ELs),andtheHamiltonianfuncti0nH(z)=ty.Lemma2.Thesolution80flinearHamiltoniansy8temsarecmticallysta6leifalleigenvaluesofJShavenullrsalpartandaresinglerootsojtheminitnalp0lyno?nial.Definiti0n1.Whenthemo…     

Poisson系统的辛结构

当Poisson系统中的Poisson矩阵是非常数时,经典的辛方法如辛Runge-Kutta方法,生成函数法一般不能保持Poisson系统的Poisson结构,利用非线性变换可把非常数Poisson结构转化成辛结构,然后任意阶的辛方法可以长时间计算Poisson系统的辛结构．自由刚体问题中Euler方程被转换成辛结构并用辛中点格式进行数值求解,数值结果给出了这种非线性变换的有效性．     

Butcher's simplifying assumption for symplectic integrators

Implicit Runge-Kutta methods with vanishingM matrix are discussed for preserving the symplectic structure of Hamiltonian systems. The number of the order conditions independent of the number of stages can be reduced considerably for the symplectic IRK method through the analysis utilizing the rooted tree and the corresponding elementary differentials. Butcher's simplifying condition further reduces the number of independent order conditions.     

用摄动配置方法求解含时薛定谔方程

将摄动配置方法应用到含时薛定谔方程,在计算实现的基础上结合摄动配置的特征提出了一类新的数值积分方法,并给出了一个2级2阶和一个3级4阶的辛摄动配置方法对含时薛定谔方程的数值算例.为了检验新的数值积分方法,我们还给出了与两个辛摄动配置格式在理论上等价的辛龙格-库塔方法以及同阶的非辛方法的数值模拟.展示了一些数值结果,并给出了一些分析.     

ORDER PROPERTIES AND CONSTRUCTION OF SYMPLECTIC RUNGE-KUTTA METHODS

1. IntroductionFOr a given s stage Runge-Kutta methodwith A = [ail], p = [pl, PZt... 5 P.]T and ac = [afl, ry23... ) %]T / 0, we introduce thefollowing simplifying conditions as in Butcher [1]and make the notational convensionwhere 1 5 m? pi(x), i ~ 1, 2, 3,' ? are arbitrarily given i--th polynomials with the property that pi(0) = 0,Note that B(P), C(P) and D(P) are equivalent to BI,. = 0, CI,P = 0 and DI,. = 0respectively. We shall always denote BI,., CI,., DI,. and VI,. by B, …     

Symplectic Partitioned Runge-Kutta Methods

For partitioned Runge-Kutta methods, in the integration of Hamiltonian systems, a condition for symplecticness and its characterization which is based on the W-transformation of Hairer and Wanner are presented. Examples for partitioned Runge-Kutta methods which satisfy the symplecticness condition are given. A special class of symplectic partitioned Runge-Kutta methods is constructed.     

Pseudo-symplectic Runge-Kutta methods

Apart from specific methods amenable to specific problems, symplectic Runge-Kutta methods are necessarily implicit. The aim of this paper is to construct explicit Runge-Kutta methods which mimic symplectic ones as far as the linear growth of the global error is concerned. Such method of orderp have to bepseudo-symplectic of pseudosymplecticness order2p, i.e. to preserve the symplectic form to within ⊗(h ^2p )-terms. Pseudo-symplecticness conditions are then derived and the effective construction of methods discussed. Finally, the performances of the new methods are illustrated on several test problems.     

Numerical integration of Hamiltonian problems by G-symplectic methods

It is the purpose of this paper to consider the employ of General Linear Methods (GLMs) as geometric numerical solvers for the treatment of Hamiltonian problems. Indeed, even if the numerical flow generated by a GLM cannot be symplectic, we exploit here a concept of near conservation for such methods which, properly combined with other desirable features (such as symmetry and boundedness of parasitic components), allows to achieve an accurate conservation of the Hamiltonian. In this paper we focus our attention on the connection between order of convergence and Hamiltonian deviation by multivalue methods. Moreover, we derive a semi-implicit GLM which results competitive to symplectic Runge-Kutta methods, which are notoriously implicit.     

On the conservativeness of a two-parameter family of three-stage symmetric-symplectic Runge-Kutta methods

We study the conservation of the total energy in the numerical solution of the Cauchy problem for the equations of classical molecular dynamics by symplectic and symmetric methods. On the basis of the analysis of a two-parameter family of three-stage symmetricsymplectic Runge-Kutta methods, we suggest a one-parameter family of methods preserving the Hamiltonian function. Test computations for sample problems justify a sufficiently high accuracy of the methods.     

On high order symmetric and symplectic trigonometrically fitted Runge-Kutta methods with an even number of stages

The existence and construction of symplectic 2s-stage variable coefficients Runge-Kutta (RK) methods that integrate exactly IVPs whose solution is a trigonometrical polynomial of order s with a given frequency ω is considered. The resulting methods, that can be considered as trigonometrical collocation methods, are fully implicit, symmetric and symplectic RK methods with variable nodes and coefficients that are even functions of ν=ω h (h is the step size), and for ω→0 they tend to the conventional RK Gauss methods. The present analysis extends previous results on two-stage symplectic exponentially fitted integrators of Van de Vyver (Comput. Phys. Commun. 174: 255–262, 2006) and Calvo et al. (J. Comput. Appl. Math. 218: 421–434, 2008) to symmetric and symplectic trigonometrically fitted methods of high order. The algebraic order of the trigonometrically fitted symmetric and symplectic 2s-stage methods is shown to be 4s like in conventional RK Gauss methods. Finally, some numerical experiments with oscillatory Hamiltonian systems are presented.