Achieving Brouwer's law with implicit Runge-Kutta methods

被引:42
作者
Hairer, E. [1 ]
McLachlan, R. I. [2 ]
Razakarivony, A. [1 ]
机构
[1] Univ Geneva, Sect Math, CH-1211 Geneva 4, Switzerland
[2] Massey Univ, Inst Fundamental Sci, Palmerston North, New Zealand
关键词
round-off error; probabilistic error propagation; implicit Runge-Kutta methods; long-time integration; efficient implementation;
D O I
10.1007/s10543-008-0170-3
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In high accuracy long-time integration of differential equations, round-off errors may dominate truncation errors. This article studies the influence of round-off on the conservation of first integrals such as the total energy in Hamiltonian systems. For implicit Runge-Kutta methods, a standard implementation shows an unexpected propagation. We propose a modification that reduces the effect of round-off and shows a qualitative and quantitative improvement for an accurate integration over long times.
引用
收藏
页码:231 / 243
页数:13
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