High-order linearly implicit schemes conserving quadratic invariants

被引:3
|
作者
Sato, Shun [1 ]
Miyatake, Yuto [2 ]
Butcher, John C. [3 ]
机构
[1] Univ Tokyo, Grad Sch Informat Sci & Technol, Dept Math Informat, Tokyo, Japan
[2] Osaka Univ, Cybermedia Ctr, Osaka, Japan
[3] Univ Auckland, Dept Math, Auckland, New Zealand
关键词
Ordinary differential equations; Quadratic invariants; Geometric numerical integration; Linearly implicit schemes; Canonical Runge-Kutta methods; FINITE-DIFFERENCE SCHEMES; ENERGY; DISSIPATION; INTEGRATION; SYSTEMS; 1ST;
D O I
10.1016/j.apnum.2023.02.005
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for preserving them have been ex-tensively studied. Since linear invariants can be easily kept after discretisation, quadratic invariants are essentially the simplest ones. Quadratic invariants are important objects that appear not only in many physical examples but also in the computationally efficient con-servative schemes for general invariants such as scalar auxiliary variable approach, which have been studied in recent years. It is known that quadratic invariants can be maintained relatively easily compared with general invariants, and can be preserved by canonical Runge-Kutta methods. However, there is no unified method for constructing linearly im-plicit and high order conservative schemes. In this paper, we construct such schemes based on canonical Runge-Kutta methods and prove some properties involving accuracy. (c) 2023 The Authors. Published by Elsevier B.V. on behalf of IMACS. This is an open access article under the CC BY-NC-ND license (http:// creativecommons .org /licenses /by-nc -nd /4 .0/).
引用
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页码:71 / 88
页数:18
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