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Structure preservation of exponentially fitted Runge–Kutta methods

✍ Scribed by M. Calvo; J.M. Franco; J.I. Montijano; L. Rández

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
227 KB
Volume
218
Category
Article
ISSN
0377-0427

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✦ Synopsis

The preservation of some structure properties of the flow of differential systems by numerical exponentially fitted Runge-Kutta (EFRK) methods is considered. A complete characterisation of EFRK methods that preserve linear or quadratic invariants is given and, following the approach of Bochev and Scovel [On quadratic invariants and symplectic structure, BIT 34 (1994) 337-345], the sufficient conditions on symplecticity of EFRK methods derived by Van de Vyver [A fourth-order symplectic exponentially fitted integrator, Comput. Phys. Comm. 174 (2006) 255-262] are obtained. Further, a family of symplectic EFRK two-stage methods with order four has been derived. It includes the symplectic EFRK method proposed by Van de Vyver as well as a collocation method at variable nodes that can be considered as the natural collocation extension of the classical RK Gauss method. Finally, the results of some numerical experiments are presented to compare the relative merits of several fitted and nonfitted fourth-order methods in the integration of oscillatory systems.

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