In this paper, we provide a simple framework to derive and analyse a class of one-step methods that may be conceived as a generalization of the class of Gauss methods. The framework consists in coupling two simple tools: firstly a local Fourier expansion of the continuous problem is truncated after a finite number of terms and secondly the coefficients of the expansion are computed by a suitable quadrature formula. Different choices of the basis lead to different classes of methods, even though we shall here consider only the case of an orthonormal polynomial basis, from which a large subclass of Runge-Kutta methods can be derived. The obtained results are then applied to prove, in a simplified way, the order and stability properties of Hamiltonian BVMs (HBVMs), a recently introduced class of energy preserving methods for canonical Hamiltonian systems (see [2] and references therein). A few numerical tests are also included, in order to confirm the effectiveness of the methods resulting from our analysis.

We introduce a family of fourth-order two-step methods that preserve the energy function of canonical polynomial Hamiltonian systems. As is the case with linear mutistep and one-leg methods, a prerogative of the new formulae is that the associated nonlinear systems to be solved at each step of the integration procedure have the very same dimension of the underlying continuous problem. The key tools in the new methods are the line integral associated with a conservative vector field (such as the one defined by a Hamiltonian dynamical system) and its discretization obtained by the aid of a quadrature formula. Energy conservation is equivalent to the requirement that the quadrature is exact, which turns out to be always the case in the event that the Hamiltonian function is a polynomial and the degree of precision of the quadrature formula is high enough. The non-polynomial case is also discussed and a number of test problems are finally presented in order to compare the behavior of the new methods to the theoretical results.

One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants; among them the Hamiltonian function itself. For example, it is well known that classical symplectic methods can only exactly preserve, at most, quadratic Hamiltonians. In this paper, we report the theoretical foundations which have led to the definition of the new family of methods, called Hamiltonian Boundary Value Methods (HBVMs). HBVMs are able to exactly preserve, in the discrete solution, Hamiltonian functions of polynomial type of arbitrarily high degree. These methods turn out to be symmetric and can have arbitrarily high order. A few numerical tests confirm the theoretical results.

The continued fraction expansion of a real number may be studied by considering a suitable discrete dynamical system of dimension two. In the special case where the number to be expanded is a quadratic irrational, that is a positive irrational root of a polynomial of degree two, more insight may be gained by considering a new dynamical system of dimension three, where the state vector stores the coefficients of the quadratic polynomials resulting from the expansion process. We show that a number of constants of motions can be derived and exploited to explore the attracting set of the solutions. Links with the solution to Pell’s equations are also investigated.

In this paper we define an efficient implementation of Runge-Kutta methods of Radau IIA type, which are commonly used when solving stiff ODE-IVPs problems. The proposed implementation relies on an alternative low-rank formulation of the methods, for which a splitting procedure is easily defined. The linear convergence analysis of this splitting procedure exhibits excellent properties, which are confirmed by its performance on a few numerical tests.

We here investigate the efficient implementation of the energy-conserving methods named Hamiltonian Boundary Value Methods (HBVMs) recently introduced for the numerical solution of Hamiltonian problems. In this note, we describe an iterative procedure, based on a triangular splitting, for solving the generated discrete problems, when the problem at hand is separable.

In this paper we define an efficient implementation for the family of low-rank energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs), recently defined in the last years. The proposed implementation relies on the particular structure of the Butcher matrix defining such methods, for which we can derive an efficient splitting procedure. The very same procedure turns out to be automatically suited for the efficient implementation of Gauss-Legendre collocation methods, since these methods are a special instance of HBVMs. The linear convergence analysis of the splitting procedure exhibits excellent properties, which are confirmed by a few numerical tests. © 2014 Springer Science+Business Media New York.

Recently, a whole class of evergy-preserving integrators has been derived for the numerical solution of Hamiltonian problems. In the mainstream of this research, we have defined a new family of symplectic integrators depending on a real parameter α. For α = 0, the corresponding method in the family becomes the classical Gauss collocation formula of order 2s, where s denotes the number of the internal stages. For any given non-null α, the corresponding method remains symplectic and has order 2s − 2: hence it may be interpreted as a O(h 2s−2 ) (symplectic) perturbation of the Gauss method. Under suitable assumptions, it can be shown that the parameter α may be properly tuned, at each step of the integration procedure, so as to guarantee energy conservation in the numerical solution. The resulting method shares the same order 2s as the generating Gauss formula, and is able to preserve both energy and quadratic invariants.

We introduce a new family of symplectic integrators for canonical Hamiltonian systems. Each method in the family depends on a real parameter $\alpha$. When $\alpha=0$ we obtain the classical Gauss collocation formula of order $2s$, where $s$ denotes the number of the internal stages. For any given non-null $\alpha$, the corresponding method remains symplectic and has order $2s-2$; hence it may be interpreted as an $O(h^{2s-2})$ (symplectic) perturbation of the Gauss method. Under suitable assumptions, we show that the parameter $\alpha$ may be properly tuned, at each step of the integration procedure, so as to guarantee energy conservation in the numerical solution, as well as to maintain the original order $2s$ as the generating Gauss formula.

In this paper we show that energy conserving methods, in particular those in the class of Hamiltonian Boundary Value Methods, can be conveniently used for the numerical solution of Hamiltonian Partial Differential Equations, after a suitable space semi-discretization.

We consider the issue of energy conservation in the numerical solution of Hamiltonian systems coupled with boundary conditions and discuss a few examples arising from astrodynamics.

We introduce new methods for the numerical solution of general Hamiltonian boundary value problems. The main feature of the new formulae is to produce numerical solutions along which the energy is precisely conserved, as is the case with the analytical solution. We apply the methods to locate periodic orbits in the circular restricted three body problem by using their energy value rather than their period as input data. We also use the methods for solving optimal transfer problems in astrodynamics.

We show that many Runge-Kutta methods derived in the framework of Geometric Integration can be elegantly formalized by using special matrices defined by a suitable polynomial basis.

Recently, a new family of integrators (Hamiltonian Boundary Value Methods) has been introduced, which is able to precisely conserve the energy function of polynomial Hamiltonian systems and to provide a practical conservation of the energy in the non-polynomial case. We settle the definition and the theory of such methods in a more general framework. Our aim is on the one hand to give account of their good behavior when applied to general Hamiltonian systems and, on the other hand, to find out what are the optimal formulae, in relation to the choice of the polynomial basis and of the distribution of the nodes. Such analysis is based upon the notion of extended collocation conditions and the definition of discrete line integral, and is carried out by looking at the limit of such family of methods as the number of the so called silent stages tends to infinity

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.

Recently, the class of Hamiltonian Boundary Value Methods (HBVMs) has been introduced with the aim of preserving the energy associated with polynomial Hamiltonian systems (and, more in general, with all suitably regular Hamiltonian systems). However, many interesting problems admit other invariants besides the Hamiltonian function. It would be therefore useful to have methods able to preserve any number of independent invariants. This goal is achieved by generalizing the line-integral approach which HBVMs rely on, thus obtaining a number of generalizations which we collectively name Line Integral Methods. In fact, it turns out that this approach is quite general, so that it can be applied to any numerical method whose discrete solution can be suitably associated with a polynomial, such as a collocation method, as well as to any conservative problem. In particular, a completely conservative variant of both HBVMs and Gauss collocation methods is presented. Numerical experiments confirm the effectiveness of the proposed methods.

In this paper we define a class of modified line integral methods, which are a suitable modification of energy conserving methods in the HBVMs class, able to cope with conservative problems possessing multiple invariants. The analysis of the methods is provided, along with some numerical tests.

We here report a few numerical tests comparing geometric integrators, of Runge-Kutta type...

On computers, discrete problems are solved instead of continuous ones. One must be sure that the solutions of the former problems, obtained in real time (i.e., when the stepsize h not infinitesimal) are good approximations of the solutions of the latter ones. However, since the discrete world is much richer than the continuous one (the latter being a limit case of the former), the classical definitions and techniques, devised to analyze the behaviors of continuous problems, are often insufficient to handle the discrete case, and new specific tools are needed. Often, the insistence in following a path already traced in the continuous setting, has caused waste of time and efforts, whereas new specific tools have solved the problems both more easily and elegantly. In this paper we survey three of the main difficulties encountered in the numerical solutions of ODEs, along with the novel solutions proposed. 2010

The numerical solution of conservative problems, i.e., problems characterized by the presence of constants of motion, is of great interest in the computational practice. Such problems, indeed, occur in many real-life applications, ranging from the nano-scale of molecular dynamics to the macro-scale of celestial mechanics. Often, they are formulated as Hamiltonian problems. Concerning such problems, recently the energy conserving methods named Hamiltonian Boundary Value Methods (HBVMs) have been introduced. In this paper we review the main facts about HBVMs, as well as the existing connections with other approaches to the problem. A few new directions of investigation will be also outlined. In particular, we will place emphasis on the last contributions to the field of Prof. Donato Trigiante, passed away last year.

The numerical solution of Hamiltonian PDEs has been the subject of many investigations in the last years, especially concerning the use of multi-symplectic methods. We shall here be concerned with the use of energy-conserving methods in the HBVMs class, when a spectral space discretization is considered.

A new class of geometric integrators, able to preserve any number of independent invariants of a general conservative problem, is here sketched, by suitably generalizing the line-integral approach which has recently led to the definition of Hamiltonian BVMs (HBVMs), a class of energy-preserving methods for canonical Hamiltonian systems. Because of this reason, the new methods are collectively named Line Integral Methods. We here sketch the main results contained in [1].

We introduce a new formulation of Gauss collocation methods for the numerical solution of ordinary differential equations. These formulae may be thought of as Runge-Kutta methods with rank-deficient array and may be specified in order to allow an easy parallel implementation. We show some preliminary results on Gauss methods of order 4, 6 and 8.

When numerically integrating canonical Hamiltonian systems, the long-term conservation of some of its invariants, for example the Hamiltonian function itself, assumes a central role. The classical approach to this problem has led to the definition of symplectic methods, among which we mention Gauss-Legendre collocation formulae. Indeed, in the continuous setting, energy conservation is derived from symplecticity via an infinite number of infinitesimal contact transformations. However, this infinite process cannot be directly transferred to the discrete setting. By following a different approach, in this paper we describe a sequence of methods, sharing the same essential spectrum (and, then, the same essential properties), which are energy preserving starting from a certain element of the sequence on, i.e., after a finite number of steps.