CONJUGATE-SYMPLECTICITY OF LINEAR MULTISTEP METHODS  

作　　者：Ernst Hairer 

机构地区：[1]Section de Mathématiques,Univ.de Genève

出　　处：《Journal of Computational Mathematics》2008年第5期657-659,共3页计算数学（英文）

基　　金：the Swiss National Science Foundation, project No.200020-121561

摘　　要：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 characterizes linear multistep methods whose underlying one-step method is conjugate to a symplectic integrator. The bounded- hess of parasitic solution components is not addressed.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 characterizes linear multistep methods whose underlying one-step method is conjugate to a symplectic integrator. The bounded- hess of parasitic solution components is not addressed.

关 键 词：Linear multistep method Underlying one-step method Conjugate-symplecticity Symmetry. 

分 类 号：O241.8[理学—计算数学]