Scientific article
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English

Conjugate-symplecticity of linear multistep methods

Contributors

Hairer, Ernst

Published in

Journal of Computational Mathematics, vol. 26, no. 5, p. 657-659

Publication date

2008

Abstract

For the numerical treatment of Hamiltonian differential equations, symplectic integrators are the most suitable choice, and methods that are conjugate to a symplectic integrator share the same good long-time behavior. This note characterises linear multistep methods whose underlying one-step method is conjugate to a symplectic integrator. The bounded-ness of parasitic solution components is not addressed.

Keywords

  • Linear multistep method
  • Conjugate-symplecticity

Citation (ISO format)

HAIRER, Ernst. Conjugate-symplecticity of linear multistep methods. In: Journal of Computational Mathematics, 2008, vol. 26, n° 5, p. 657–659.

Main files (1)

Article (Accepted version)

Identifiers

  • PID : unige:5209

Journal ISSN

0254-9409
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Technical informations

Creation

16/02/2010 11:57:00

First validation

16/02/2010 11:57:00

Update

14/03/2023 15:24:07

Status update

14/03/2023 15:24:07

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