Symmetric-Adjoint and Symplectic-Adjoint Runge-Kutta Methods and Their Applications

Symmetric-Adjoint and Symplectic-Adjoint Runge-Kutta Methods and Their Applications

Year:    2022

Author:    Geng Sun, Siqing Gan, Hongyu Liu, Zaijiu Shang

Numerical Mathematics: Theory, Methods and Applications, Vol. 15 (2022), Iss. 2 : pp. 304–335

Abstract

Symmetric and symplectic methods are classical notions in the theory of numerical methods for solving ordinary differential equations. They can generate numerical flows that respectively preserve the symmetry and symplecticity of the continuous flows in the phase space. This article is mainly concerned with the symmetric-adjoint and symplectic-adjoint Runge-Kutta methods as well as their applications. It is a continuation and an extension of the study in [14], where the authors introduced the notion of symplectic-adjoint method of a Runge-Kutta method and provided a simple way to construct symplectic partitioned Runge-Kutta methods via the symplectic-adjoint method. In this paper, we provide a more comprehensive and systematic study on the properties of the symmetric-adjoint and symplectic-adjoint Runge-Kutta methods. These properties reveal some intrinsic connections among some classical Runge-Kutta methods. Moreover, those properties can be used to significantly simplify the order conditions and hence can be applied to the construction of high-order Runge-Kutta methods. As a specific and illustrating application, we construct a novel class of explicit Runge-Kutta methods of stage 6 and order 5. Finally, with the help of symplectic-adjoint method, we thereby obtain a new simple proof of the nonexistence of explicit Runge-Kutta method with stage 5 and order 5.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.OA-2021-0097

Numerical Mathematics: Theory, Methods and Applications, Vol. 15 (2022), Iss. 2 : pp. 304–335

Published online:    2022-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    32

Keywords:    Runge-Kutta method symmetric symplectic adjoint high-order explicit method.

Author Details

Geng Sun

Siqing Gan

Hongyu Liu

Zaijiu Shang

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