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Energy-preserving methods for Poisson systems
Authors:L Brugnano  M Calvo  JI Montijano  L Rández
Institution:1. Dipartimento di Matematica “U. Dini”, Università di Firenze, Italy;2. IUMA–Departamento de Matemática Aplicada, Universidad de Zaragoza, Spain
Abstract:We present and analyze energy-conserving methods for the numerical integration of IVPs of Poisson type that are able to preserve some Casimirs. Their derivation and analysis is done following the ideas of Hamiltonian BVMs (HBVMs) (see Brugnano et al. 10] and references therein). It is seen that the proposed approach allows us to obtain the methods recently derived in Cohen and Hairer (2011) 17], giving an alternative derivation of such methods and a new proof of their order. Sufficient conditions that ensure the existence of a unique solution of the implicit equations defining the formulae are given. A study of the implementation of the methods is provided. In particular, order and preservation properties when the involved integrals are approximated by means of a quadrature formula, are derived.
Keywords:65P10  65L05
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