Year: 2008
Journal of Computational Mathematics, Vol. 26 (2008), Iss. 5 : pp. 657–659
Abstract
For the numerical treatment of Hamiltonian differential equations, symplectic integrators are the most suitable choice, and methods that are conjugate to a symplectic integrator share the same good long-time behavior. This note characterizes linear multistep methods whose underlying one-step method is conjugate to a symplectic integrator. The boundedness of parasitic solution components is not addressed.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2008-JCM-8649
Journal of Computational Mathematics, Vol. 26 (2008), Iss. 5 : pp. 657–659
Published online: 2008-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 3
Keywords: Linear multistep method Underlying one-step method Conjugate-symplecticity Symmetry.