en
Scientific article
Open access
English

Conjugate-symplecticity of linear multistep methods

ContributorsHairer, Ernst
Published inJournal of Computational Mathematics, vol. 26, no. 5, p. 657-659
Publication date2008
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)
accessLevelPublic
Identifiers
  • PID : unige:5209
ISSN of the journal0254-9409
477views
240downloads

Technical informations

Creation02/16/2010 11:57:00 AM
First validation02/16/2010 11:57:00 AM
Update time03/14/2023 3:24:07 PM
Status update03/14/2023 3:24:07 PM
Last indexation01/15/2024 7:33:15 PM
All rights reserved by Archive ouverte UNIGE and the University of GenevaunigeBlack