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Explicit, time reversible, adaptive step size control

delete2005-01-01
delete43
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OA
AI
E
Ernst Hairer *
G
Gustaf Söderlind
DOI:10.1137/040606995delete
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Abstract

Abstract

En 中文
Adaptive step size control is difficult to combine with geometric numerical integration. As classical step size control is based on past information only, time symmetry is destroyed and with it the qualitative properties of the method. In this paper we develop completely explicit, reversible, symmetry-preserving, adaptive step size selection algorithms for geometric numerical integrators such as the Stormer-Verlet method. A new step density controller is proposed and analyzed using backward error analysis and reversible perturbation theory. For integrable reversible systems we show that the resulting adaptive method nearly preserves all action variables and, in particular, the total energy for Hamiltonian systems. It has the same excellent long-term behavior as that obtained when constant steps are used. With variable steps, however, both accuracy and efficiency are greatly improved.
Keywords:
adaptive integration
geometric integration
time reversible and symmetric methods
Stormer-Verlet method
Hamiltonian systems
explicit and reversible step size control
backward error analysis
reversible perturbation theory

Journal

SIAM Journal on Scientific Computing cover
SIAM Journal on Scientific Computing
IF:
2.6
Papers:
5.1K
Citations:
1.8W

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