Skip to main content
Log in

A highly accurate explicit symplectic ERKN method for multi-frequency and multidimensional oscillatory Hamiltonian systems

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Hochbruck, M., Lubich, C.: A Gautschi-type method for oscillatory second-order differential equations. Numer. Math. 83, 403–426 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  2. Franco, J.M.: Exponentially fitted explicit Runge–Kutta–Nyström methods. J. Comput. Appl. Math. 167, 1–19 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  3. Franco, J.M.: New methods for oscillatory systems based on ARKN methods. Appl. Numer. Math. 56, 1040–1053 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  4. Wu, X., You, X., Xia, J.: Order conditions for ARKN methods solving oscillatory systems. Comput. Phys. Comm. 180, 2250–2257 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  5. 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)

    Article  MATH  MathSciNet  Google Scholar 

  6. Wu, X., Wang, B.: Multidimensional adapted Runge–Kutta–Nyström methods for oscillatory systems. Comput. Phys. Comm. 181, 1955–1962 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  7. 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)

    Article  MATH  MathSciNet  Google Scholar 

  8. 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)

    Article  MathSciNet  Google Scholar 

  9. 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)

    Article  MathSciNet  Google Scholar 

  10. Wu, X., You, X., Wang, B.: Structure-Preserving Algorithms for Oscillatory Differential Equations. Springer-Verlag, Berlin, Heidelberg (2013)

    Book  MATH  Google Scholar 

  11. Hairer, E., Lubich, C., Wanner, G.: Geometric Numerical Integration: Structure-Preserving Algorithms. Springer-Verlag, Berlin, Heidelberg (2002)

    Book  Google Scholar 

  12. Ruth, R.D.: A canonical integration technique. IEEE Trans. Nuclear Sci. NS 30(4), 2669–2671 (1983)

    Article  Google Scholar 

  13. Yoshida, H.: Construction of high order symplectic integrators. Phys. Lett. A 150, 262–268 (1990)

    Article  MathSciNet  Google Scholar 

  14. Calvo, M.P., Sanz-Serna, J.M.: Order conditions for canonical Runge–Kutta–Nyström methods. BIT 32, 131–142 (1992)

    Article  MATH  MathSciNet  Google Scholar 

  15. Sanz-Serna, J.M.: Symplectic integrators for Hamiltonian problems: an overview. Acta Numer. 1, 243–286 (1992)

    Article  MathSciNet  Google Scholar 

  16. Simos, T.E., Vigo-Aguiar, J.: Exponentially fitted symplectic integrator. Phys. Rev. E 67, 016701–7 (2003)

    Article  MathSciNet  Google Scholar 

  17. Okunbor, D., Skeel, R.D.: Canonical Runge–Kutta–Nyström methods of order 5 and 6. J. Comput. Appl. Math 51, 375–382 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  18. Cohen, D., Hairer, E., Lubich, C.: Numerical energy conservation for multi-frequency oscillatory differential equations. BIT Numer. Math. 45, 287–305 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  19. 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)

    Article  Google Scholar 

  20. Wu, X., Wang, B., Xia, J.: Explicit symplectic multidimensional exponential fitting modified Runge–Kutta–Nyström methods. BIT 52, 773–795 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  21. 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)

    Article  MATH  MathSciNet  Google Scholar 

  22. Van de Vyver, H.: Scheifele two-step methods for perturbed oscillators. J. Comput. Appl. Math. 224, 415–432 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  23. Wu, X.: A note on stability of multidimensional adapted Runge–Kutta–Nyström methods for oscillatory systems. Appl. Math. Modell 36, 6331–6337 (2012)

    Article  Google Scholar 

  24. Hairer, E., Nørsett, S.P., Wanner, G.: Solving Ordinary Differential Equations I: Nonstiff Problems. Springer-Verlag, Berlin (1993)

    MATH  Google Scholar 

  25. 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)

    Article  MATH  MathSciNet  Google Scholar 

  26. Hairer, E., Lubich, C.: Long-time energy conservation of numerical methods for oscillatory differential equations. SIAM J. Numer. Anal. 38, 414–441 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  27. Sanz-Serna, J.M., Calvo, M.P.: Numerical Hamiltonian Problem. In: Applied Mathematics and Matematical Computation, vol. 7. Chapman & Hall, London (1994)

    Google Scholar 

  28. Kevorkian, J., Cole, J.D.: Perturbation Methods in Applied Mathematics, Applied Mathematical Sciences, vol. 34. Springer, New York (1981)

    Book  Google Scholar 

  29. Kevorkian, J., Cole, J.D.: Multiple Scale and Singular Perturbation Methods, Applied Mathematical Sciences, vol. 114. Springer, New York (1996)

    Book  Google Scholar 

  30. Jimánez, S., Vázquez, L.: Analysis of four numerical schemes for a nonlinear Klein-Gordon equation. Appl. Math. Comput. 35, 61–93 (1990)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Xinyuan Wu.

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

Reprints 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

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-013-9811-y

Keywords

Mathematics Subject Classifications (2010)

Navigation