Essentially Symplectic Boundary Value Methods for Linear Hamiltonian Systems

Essentially Symplectic Boundary Value Methods for Linear Hamiltonian Systems

Year:    1997

Journal of Computational Mathematics, Vol. 15 (1997), Iss. 3 : pp. 233–252

Abstract

In this paper we are concerned with finite difference schemes for the numerical approximation of linear Hamiltonian systems of ODEs. Numerical methods which preserves the qualitative properties of Hamiltonian flows are called symplectic integrators. Several symplectic methods are known in the class of Runge-Kutta methods. However, no high order symplectic integrators are known in the class of Linear Multistep Methods (LMMs). Here, by using LMMs as Boundary Value Methods (BVMs), we show that symplectic integrators of arbitrary high order are also available in this class. Moreover, these methods can be used to solve both initial and boundary value problems. In both cases, the properties of the flow of Hamiltonian systems are "essentially" maintained by the discrete map, at least for linear problems.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1997-JCM-9202

Journal of Computational Mathematics, Vol. 15 (1997), Iss. 3 : pp. 233–252

Published online:    1997-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    20

Keywords: