Abstract
The numerical integration of Hamiltonian systems with multi-frequency and multidimensional oscillatory solutions is encountered frequently in many fields of the applied sciences. In this paper, we firstly summarize the extended Runge–Kutta–Nyström (ERKN) methods proposed by Wu et al. (Comput. Phys. Comm. 181:1873–1887, (2010)) for multi-frequency and multidimensional oscillatory systems and restate the order conditions and symplecticity conditions for the explicit ERKN methods. Secondly, we devote to exploring the explicit symplectic multi-frequency and multidimensional ERKN methods of order five based on the symplecticity conditions and order conditions. A five-stage explicit symplectic multi-frequency and multidimensional ERKN method of order five with some small residuals is proposed and its stability and phase properties are analyzed. It is shown that the new method is dispersive of order six. Numerical experiments are carried out and the numerical results demonstrate that the new method is much more efficient than the methods appeared in the scientific literature.
Similar content being viewed by others
References
Hochbruck, M., Lubich, C.: A Gautschi-type method for oscillatory second-order differential equations. Numer. Math. 83, 403–426 (1999)
Franco, J.M.: Exponentially fitted explicit Runge–Kutta–Nyström methods. J. Comput. Appl. Math. 167, 1–19 (2004)
Franco, J.M.: New methods for oscillatory systems based on ARKN methods. Appl. Numer. Math. 56, 1040–1053 (2006)
Wu, X., You, X., Xia, J.: Order conditions for ARKN methods solving oscillatory systems. Comput. Phys. Comm. 180, 2250–2257 (2009)
Wu, X., You, X., Shi, W., Wang, B.: ERKN integrators for systems of oscillatory second-order differential equations. Comput. Phys. Comm. 181, 1873–1887 (2010)
Wu, X., Wang, B.: Multidimensional adapted Runge–Kutta–Nyström methods for oscillatory systems. Comput. Phys. Comm. 181, 1955–1962 (2010)
Wang, B., Wu, X.: A new high precision energy-preserving integrator for system of oscillatory second-order differential equations. Phys. Lett. A 376, 1185–1190 (2012)
Wang, B., Wu, X., Zhao, H.: Novel improved multidimensional Strömer-Verlet formulas with applications to four aspects in scientific computation. Math. Comput. Modell. 57, 857–872 (2013)
Wang, B., Liu, K., Wu, X.: A Filon-type asymptotic approach to solving highly oscillatory second-order initial value problems. J. Comput. Phys. 243, 210–223 (2013)
Wu, X., You, X., Wang, B.: Structure-Preserving Algorithms for Oscillatory Differential Equations. Springer-Verlag, Berlin, Heidelberg (2013)
Hairer, E., Lubich, C., Wanner, G.: Geometric Numerical Integration: Structure-Preserving Algorithms. Springer-Verlag, Berlin, Heidelberg (2002)
Ruth, R.D.: A canonical integration technique. IEEE Trans. Nuclear Sci. NS 30(4), 2669–2671 (1983)
Yoshida, H.: Construction of high order symplectic integrators. Phys. Lett. A 150, 262–268 (1990)
Calvo, M.P., Sanz-Serna, J.M.: Order conditions for canonical Runge–Kutta–Nyström methods. BIT 32, 131–142 (1992)
Sanz-Serna, J.M.: Symplectic integrators for Hamiltonian problems: an overview. Acta Numer. 1, 243–286 (1992)
Simos, T.E., Vigo-Aguiar, J.: Exponentially fitted symplectic integrator. Phys. Rev. E 67, 016701–7 (2003)
Okunbor, D., Skeel, R.D.: Canonical Runge–Kutta–Nyström methods of order 5 and 6. J. Comput. Appl. Math 51, 375–382 (1994)
Cohen, D., Hairer, E., Lubich, C.: Numerical energy conservation for multi-frequency oscillatory differential equations. BIT Numer. Math. 45, 287–305 (2005)
Van de Vyver, H.: A symplectic exponentially fitted modified Runge–Kutta–Nyström methods for the numerical integration of orbital problems. New Astron. 10, 261–269 (2005)
Wu, X., Wang, B., Xia, J.: Explicit symplectic multidimensional exponential fitting modified Runge–Kutta–Nyström methods. BIT 52, 773–795 (2012)
Van der Houwen, P.J., Sommeijer, B.P.: Explicit Runge–Kutta(–Nyström) methods with reduced phase errors for computing oscillating solution. SIAM J. Numer. Anal. 24, 595–617 (1987)
Van de Vyver, H.: Scheifele two-step methods for perturbed oscillators. J. Comput. Appl. Math. 224, 415–432 (2009)
Wu, X.: A note on stability of multidimensional adapted Runge–Kutta–Nyström methods for oscillatory systems. Appl. Math. Modell 36, 6331–6337 (2012)
Hairer, E., Nørsett, S.P., Wanner, G.: Solving Ordinary Differential Equations I: Nonstiff Problems. Springer-Verlag, Berlin (1993)
García-Archilla, B., Sanz-Serna, J.M., Skeel, R.D.: Long-time-step methods for oscillatory differential equations. SIAM J. Sci. Comput. 20, 930–963 (1999)
Hairer, E., Lubich, C.: Long-time energy conservation of numerical methods for oscillatory differential equations. SIAM J. Numer. Anal. 38, 414–441 (2000)
Sanz-Serna, J.M., Calvo, M.P.: Numerical Hamiltonian Problem. In: Applied Mathematics and Matematical Computation, vol. 7. Chapman & Hall, London (1994)
Kevorkian, J., Cole, J.D.: Perturbation Methods in Applied Mathematics, Applied Mathematical Sciences, vol. 34. Springer, New York (1981)
Kevorkian, J., Cole, J.D.: Multiple Scale and Singular Perturbation Methods, Applied Mathematical Sciences, vol. 114. Springer, New York (1996)
Jimánez, S., Vázquez, L.: Analysis of four numerical schemes for a nonlinear Klein-Gordon equation. Appl. Math. Comput. 35, 61–93 (1990)
Author information
Authors and Affiliations
Corresponding author
Additional information
Dedicated to John’s 80th Birthday
The research of the first author was supported by the Doctoral Found of Qingdao University of Science & Technology. The research of the second author was supported in part by the Natural Science Foundation of China under Grant 11271186, by the Specialized Research Foundation for the Doctoral Program of Higher Education under Grant 20100091110033, by the 985 Project at Nanjing University under Grant 9112020301, by A Project Funded by the Priority Academic Program Development of Jiangsu Higher Education Institutions.
Rights and permissions
About this article
Cite this article
Wang, B., Wu, X. A highly accurate explicit symplectic ERKN method for multi-frequency and multidimensional oscillatory Hamiltonian systems. Numer Algor 65, 705–721 (2014). https://doi.org/10.1007/s11075-013-9811-y
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-013-9811-y
Keywords
- Explicit multi-frequency and multidimensional ERKN methods
- Higher-order symplectic methods
- Stability and phase properties
- Multi-frequency and multidimensional oscillatory Hamiltonian systems