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Numerical solution of isospectral flows
Authors:Mari Paz Calvo  Arieh Iserles  Antonella Zanna
Institution:Departamento de Matemática Aplicada y Computación, Universidad de Valladolid, Valladolid, Spain

Arieh Iserles ; Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Cambridge, England

Antonella Zanna ; Newnham College, University of Cambridge, Cambridge, England

Abstract:In this paper we are concerned with the problem of solving numerically isospectral flows. These flows are characterized by the differential equation

\begin{displaymath}L' = B(L), L], \quad L(0)=L_0, \end{displaymath}

where $L_0$ is a $d\times d$ symmetric matrix, $B(L)$ is a skew-symmetric matrix function of $L$ and $B,L]$ is the Lie bracket operator. We show that standard Runge-Kutta schemes fail in recovering the main qualitative feature of these flows, that is isospectrality, since they cannot recover arbitrary cubic conservation laws. This failure motivates us to introduce an alternative approach and establish a framework for generation of isospectral methods of arbitrarily high order.

Keywords:Isospectral flows  Runge-Kutta methods  conservation laws  unitary flows  Toda lattice equations  
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