Approximately preserving symmetries in the numerical integration of ordinary differential equations

1999 ◽  
Vol 10 (5) ◽  
pp. 419-445 ◽  
Author(s):  
ARIEH ISERLES ◽  
ROBERT McLACHLAN ◽  
ANTONELLA ZANNA
Keyword(s):  
Phase Space ◽  
Differential Equations ◽  
Symmetry Group ◽  
Numerical Integration ◽  
Adjoint Method ◽  
General Procedure ◽  
Original Method ◽  
Time Step ◽  
Numerical Integrator ◽  
Solution Sequence

We present a general procedure for recursively improving the invariance of a numerical integrator under a symmetry group. If h is a symmetry, we construct the adjoint method h−1h. In each time step we apply either the original method or the adjoint method, according to a prescription based on the Thue–Morse sequence. The outcome is a solution sequence which displays progressively smaller symmetry errors, to any desired order in the time-step. The method can also be used to force the solution to stay close to a desired submanifold of phase space, while retaining structural properties of the original method.

scholarly journals Numerical Integration of Nearly-Hamiltonian Systems

1978 ◽  
Vol 41 ◽  
pp. 159-173
Author(s):  
Victor R. Bond
Keyword(s):  
Phase Space ◽  
Differential Equations ◽  
Numerical Integration ◽  
Hamiltonian Systems ◽  
Hamiltonian Function ◽  
Extended Phase Space ◽  
Extended Phase ◽  
Systems Of Differential Equations

AbstractConsideration is given to the solution by numerical integration of systems of differential equations that are derived from a Hamiltonian function in the extended phase space plus additional forces not included in the Hamiltonian (that is, nearly-Hamiltonian systems). An extended phase space Hamiltonian which vanishes initially will vanish on any solution of the system differential equations. Furthermore, it vanishes in spite of the additional forces, and defines a surface in the extended phase space upon which the solution is constrained.

Explicit symplectic-like integration with corrected map for inseparable Hamiltonian

2020 ◽  
Vol 501 (1) ◽  
pp. 1511-1519
Author(s):  
Junjie Luo ◽  
Weipeng Lin ◽  
Lili Yang
Keyword(s):  
Phase Space ◽  
Space Structure ◽  
Eighth Order ◽  
Time Step ◽  
Extended Phase ◽  
Energy Error ◽  
Phase Space Structure ◽  
Compact Binary ◽  
Three Body

ABSTRACT Symplectic algorithms are widely used for long-term integration of astrophysical problems. However, this technique can only be easily constructed for separable Hamiltonian, as preserving the phase-space structure. Recently, for inseparable Hamiltonian, the fourth-order extended phase-space explicit symplectic-like methods have been developed by using the Yoshida’s triple product with a mid-point map, where the algorithm is more effective, stable and also more accurate, compared with the sequent permutations of momenta and position coordinates, especially for some chaotic case. However, it has been found that, for the cases such as with chaotic orbits of spinning compact binary or circular restricted three-body system, it may cause secular drift in energy error and even more the computation break down. To solve this problem, we have made further improvement on the mid-point map with a momentum-scaling correction, which turns out to behave more stably in long-term evolution and have smaller energy error than previous methods. In particular, it could obtain a comparable phase-space distance as computing from the eighth-order Runge–Kutta method with the same time-step.

scholarly journals Enhancing Accuracy of Runge–Kutta-Type Collocation Methods for Solving ODEs

Mathematics ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 174
Author(s):  
Janez Urevc ◽  
Miroslav Halilovič
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Numerical Integration ◽  
Integral Form ◽  
Collocation Methods ◽  
Nonlinear Odes ◽  
New Class ◽  
New Methods ◽  
Runge Kutta

In this paper, a new class of Runge–Kutta-type collocation methods for the numerical integration of ordinary differential equations (ODEs) is presented. Its derivation is based on the integral form of the differential equation. The approach enables enhancing the accuracy of the established collocation Runge–Kutta methods while retaining the same number of stages. We demonstrate that, with the proposed approach, the Gauss–Legendre and Lobatto IIIA methods can be derived and that their accuracy can be improved for the same number of method coefficients. We expressed the methods in the form of tables similar to Butcher tableaus. The performance of the new methods is investigated on some well-known stiff, oscillatory, and nonlinear ODEs from the literature.

scholarly journals Wavelet Collocation Method for Solving Multiorder Fractional Differential Equations

2012 ◽  
Vol 2012 ◽  
pp. 1-19 ◽  
Author(s):  
M. H. Heydari ◽  
M. R. Hooshmandasl ◽  
F. M. Maalek Ghaini ◽  
F. Mohammadi
Keyword(s):  
Differential Equations ◽  
Collocation Method ◽  
Fractional Differential Equations ◽  
Initial Conditions ◽  
General Procedure ◽  
Wavelet Expansion ◽  
Operational Matrices ◽  
Chebyshev Wavelets ◽  
Block Pulse Functions ◽  
Fractional Differential

The operational matrices of fractional-order integration for the Legendre and Chebyshev wavelets are derived. Block pulse functions and collocation method are employed to derive a general procedure for forming these matrices for both the Legendre and the Chebyshev wavelets. Then numerical methods based on wavelet expansion and these operational matrices are proposed. In this proposed method, by a change of variables, the multiorder fractional differential equations (MOFDEs) with nonhomogeneous initial conditions are transformed to the MOFDEs with homogeneous initial conditions to obtain suitable numerical solution of these problems. Numerical examples are provided to demonstrate the applicability and simplicity of the numerical scheme based on the Legendre and Chebyshev wavelets.

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