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English

Backward analysis of numerical integrators and symplectic methods

ContributorsHairer, Ernst
Published inAnnals of numerical mathematics, vol. 1, p. 107-132
Publication date1994
Abstract

A backward analysis of integration methods, whose numerical solution is a P-series, is presented. Such methods include Runge-Kutta methods, partitioned Runge-Kutta methods and Nystr"om methods. It is shown that the numerical solution can formally be interpreted as the exact solution of a perturbed differential system whose right-hand side is again a P-series. The main result of this article is that for symplectic integrators applied to Hamiltonian systems the perturbed differential equation is a Hamiltonian system too. The proofs use the one-to-one correspondence between rooted trees and the expressions appearing in the Taylor expansions of the exact and numerical solutions (elementary differentials).

Keywords
  • Backward analysis
  • Hamiltonian systems
  • Runge-Kutta methods
  • Symplectic methods
  • P-series
Citation (ISO format)
HAIRER, Ernst. Backward analysis of numerical integrators and symplectic methods. In: Annals of numerical mathematics, 1994, vol. 1, p. 107–132.
Main files (1)
Article (Accepted version)
accessLevelPublic
Identifiers
  • PID : unige:12640
ISSN of the journal1021-2655
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542downloads

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