Article ID: | iaor20123320 |
Volume: | 218 |
Issue: | 16 |
Start Page Number: | 8056 |
End Page Number: | 8063 |
Publication Date: | Apr 2012 |
Journal: | Applied Mathematics and Computation |
Authors: | Iavernaro Felice, Trigiante Donato, Brugnano Luigi |
Keywords: | simulation, differential equations |
When numerically integrating canonical Hamiltonian systems, the long‐term conservation of some of its invariants, for example the Hamiltonian function itself, assumes a central role. The classical approach to this problem has led to the definition of symplectic methods, among which we mention Gauss–Legendre collocation formulae. Indeed, in the continuous setting, energy conservation is derived from symplecticity via an