Hamiltonian boundary value methods (HBVMs) and their efficient implementation
Abstract
One of the main features when dealing with Hamiltonian problems is the conservation of the energy. In this paper we review, at an elemental level, the main facts concerning the family of low-rank Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs) for the efficient numerical integration of these problems. Using these methods one can obtain, an at least “practical”, conservation of the Hamiltonian. We also discuss the efficient implementation of HBVMs by means of two different procedures: the blended implementation of the methods and an iterative procedure based on a particular triangular splitting of the corresponding Butcher’s matrix. We analyze the computational cost of these two procedures that result to be an excellent alternative to a classical fixed-point iteration when the problem at hand is a stiff one. A few numerical tests confirm all the theoretical findings.
Autore Pugliese
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IAVERNARO F.
Titolo volume/Rivista
Non Disponibile
Anno di pubblicazione
2014
ISSN
2041-3173
ISBN
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Numero di citazioni Wos
Nessuna citazione
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Settori ERC
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Codici ASJC
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