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Symmetric multistep methods for constrained Hamiltonian systems
Authors:Paola Console  Ernst Hairer  Christian Lubich
Institution:1. Dept. de Mathématiques, Univ. de Genève, 1211, Genève 4, Switzerland
2. Mathematisches Institut, Universit?t Tübingen, Auf der Morgenstelle, 72076, Tübingen, Germany
Abstract:A method of choice for the long-time integration of constrained Hamiltonian systems is the Rattle algorithm. It is symmetric, symplectic, and nearly preserves the Hamiltonian, but it is only of order two and thus not efficient for high accuracy requirements. In this article we prove that certain symmetric linear multistep methods have the same qualitative behavior and can achieve an arbitrarily high order with a computational cost comparable to that of the Rattle algorithm.
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