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arXiv 1002.4394math.NAcs.NA
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哈密顿边值方法(HBVMs)的等谱性质及其与龙格-库塔配置方法的联系

Isospectral Property of Hamiltonian Boundary Value Methods (HBVMs) and their connections with Runge-Kutta collocation methods

Università di Firenze(佛罗伦萨大学);Università di Bari(巴里大学)

Luigi Brugnano, Felice Iavernaro, Donato Trigiante

AI总结:

研究哈密顿边值方法(HBVMs)在龙格-库塔形式下具有与高斯-勒让德方法相同谱(除零特征值外)的等谱性质,从而证明其完美A稳定性,并阐明与经典龙格-库塔配置方法的联系。

摘要:

在数值积分自治哈密顿系统时,一个主要问题是其某些不变量的长期守恒,其中哈密顿函数本身尤为重要。最近,一类名为哈密顿边值方法(HBVMs)的新方法被引入并分析,该方法能够精确保持任意高次的多项式哈密顿量。我们在此研究这类方法的另一个性质:当表示为龙格-库塔方法时,其Butcher表矩阵具有与相应高斯-勒让德方法相同的谱(除零特征值外),而与所考虑的横坐标无关。因此,HBVMs始终是完美的A稳定方法。这进而阐明了它们与经典龙格-库塔配置方法之间的现有联系。

英文摘要:

One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants, among which the Hamiltonian function itself. Recently, a new class of methods, named Hamiltonian Boundary Value Methods (HBVMs) has been introduced and analysed, which are able to exactly preserve polynomial Hamiltonians of arbitrarily high degree. We here study a further property of such methods, namely that of having, when cast as a Runge-Kutta method, a matrix of the Butcher tableau with the same spectrum (apart from the zero eigenvalues) as that of the corresponding Gauss-Legendre method, independently of the considered abscissae. Consequently, HBVMs are always perfectly A-stable methods. This, in turn, allows to elucidate the existing connections with classical Runge-Kutta collocation methods.

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