1,356 research outputs found
Splitting and composition methods in the numerical integration of differential equations
We provide a comprehensive survey of splitting and composition methods for
the numerical integration of ordinary differential equations (ODEs). Splitting
methods constitute an appropriate choice when the vector field associated with
the ODE can be decomposed into several pieces and each of them is integrable.
This class of integrators are explicit, simple to implement and preserve
structural properties of the system. In consequence, they are specially useful
in geometric numerical integration. In addition, the numerical solution
obtained by splitting schemes can be seen as the exact solution to a perturbed
system of ODEs possessing the same geometric properties as the original system.
This backward error interpretation has direct implications for the qualitative
behavior of the numerical solution as well as for the error propagation along
time. Closely connected with splitting integrators are composition methods. We
analyze the order conditions required by a method to achieve a given order and
summarize the different families of schemes one can find in the literature.
Finally, we illustrate the main features of splitting and composition methods
on several numerical examples arising from applications.Comment: Review paper; 56 pages, 6 figures, 8 table
Palindromic 3-stage splitting integrators, a roadmap
The implementation of multi-stage splitting integrators is essentially the
same as the implementation of the familiar Strang/Verlet method. Therefore
multi-stage formulas may be easily incorporated into software that now uses the
Strang/Verlet integrator. We study in detail the two-parameter family of
palindromic, three-stage splitting formulas and identify choices of parameters
that may outperform the Strang/Verlet method. One of these choices leads to a
method of effective order four suitable to integrate in time some partial
differential equations. Other choices may be seen as perturbations of the
Strang method that increase efficiency in molecular dynamics simulations and in
Hybrid Monte Carlo sampling.Comment: 20 pages, 8 figures, 2 table
Backward error analysis for multisymplectic discretizations of Hamiltonian PDEs
Several recently developed multisymplectic schemes for Hamiltonian PDEs have
been shown to preserve associated local conservation laws and constraints very
well in long time numerical simulations. Backward error analysis for PDEs, or
the method of modified equations, is a useful technique for studying the
qualitative behavior of a discretization and provides insight into the
preservation properties of the scheme. In this paper we initiate a backward
error analysis for PDE discretizations, in particular of multisymplectic box
schemes for the nonlinear Schrodinger equation. We show that the associated
modified differential equations are also multisymplectic and derive the
modified conservation laws which are satisfied to higher order by the numerical
solution. Higher order preservation of the modified local conservation laws is
verified numerically.Comment: 12 pages, 6 figures, accepted Math. and Comp. Simul., May 200
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