Two-Step High Order Starting Values for Implicit Runge–Kutta Methods

In this article a simple form of expressing and studying the order conditions to be satisfied by starting algorithms for Runge–Kutta methods, which use information from the two previous steps is presented. In particular, starting algorithms of highest order for Runge–Kutta–Gauss methods up to seven stages are derived. Some numerical experiments with Hamiltonian systems to compare the behaviour of the new starting algorithms with other existing ones are presented.     

Projection methods preserving Lyapunov functions

In this paper we consider ordinary differential equations with a known Lyapunov function. We study the use of Runge–Kutta methods provided with a dense output and a projection technique to preserve any given Lyapunov function. This approach extends previous work of Grimm and Quispel (BIT 45, 2005), allowing the use of Runge–Kutta methods for which the associated quadrature formula does not need to have positive or zero coefficients. Some numerical experiments show the good performance of the proposed technique.     

A note on the error growth in the numerical integration of periodic orbits

The aim of this note is to extend the analysis of B. Cano and J. M. Sanz-Serna [2] on the global error behaviour of general one step methods in the numerical integration of a periodic orbit to the case that such a periodic orbit can be embedded into a family of periodic orbits. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Author Index

Authors Index

Author Index     

Approximate preservation of quadratic first integrals by explicit Runge–Kutta methods

The approximate preservation of quadratic first integrals (QFIs) of differential systems in the numerical integration with Runge–Kutta (RK) methods is studied. Conditions on the coefficients of the RK method to preserve all QFIs up to a given order are obtained, showing that the pseudo-symplectic methods studied by Aubry and Chartier (BIT 98(3):439–461, 1998) of algebraic order p preserve QFIs with order q = 2p. An expression of the error of conservation of QFIs by a RK method is given, and a new explicit six-stage formula with classical order four and seventh order of QFI-conservation is obtained by choosing their coefficients so that they minimize both local truncation and conservation errors. Several formulas with algebraic orders 3 and 4 and different orders of conservation have been tested with some problems with quadratic and general first integrals. It is shown that the new fourth-order explicit method preserves much better the qualitative properties of the flow than the standard fourth-order RK method at the price of two extra function evaluations per step and it is a practical and efficient alternative to the fully implicit methods required for a complete preservation of QFIs.     

Construction of starting algorithms for the RK-Gauss methods

In this paper starting algorithms for the numerical solution of stage equations in Runge-Kutta-Gauss formulae with 2, 3 and 4 stages are constructed. For each of these formulae, three types of starting algorithms are given according to their requirement of none, one or two additional function evaluations per step. Numerical experiments with Hamiltonian systems are presented to show the superior performance of the new starting algorithms of high order.