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ETHZ Research Project
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Variable Step Size Integration for Reversible Systems
Conventional variable step implementation of symplectic or reversible
integration methods destroy the symplectic or reversible structure of the
system. In fact we prove that the symplectic structure is preserved only if
the step size is essentially kept constant. For reversible methods however
variable step sizes are feasible provided the following symmetry condition
is satisfied: the step-size is the same for ``reflected'' steps. We construct
reversible variable step size schemes based on explicit integrators.
Numerical experiments show that for
Kepler's problem the new methods perform better than conventional variable
step size procedures or symplectic schemes with constant step size. In
particular they exhibit linear growth of the global error (as do symplectic
methods with constant step size). For details see D. Stoffer, ''Variable steps for reversible
integration methods''; Computing 55, 1-22 (1995).
Implementation of reversible step size algorithms for implicit Runge-Kutta
methods and backward analysis of variable step size methods were studied
in collaboration with Ernst Hairer, see : E. Hairer, D. Stoffer, Reversible
long-term integration with variable step sizes, SIAM J. Sci.
Comput., 18, 257-269 (1997).
Contacts:
PD
Dr. D. Stoffer
Electronic Contacts:
stoffer@math.ethz.ch
In Collaboration With:
E. Hairer
Last Update:
04/07/97
Responsible:
Professor or Project Leader: : Prof. Dr. Urs Kirchgraber
Institute or Independent Professorship : Independent Professorship of Mathematics
Department : Department of Mathematics
Comments to the
ETH Research Report administration : Sat Jun 19 16:30:35 1999
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