Numerical solution of isospectral flows

被引:76
作者
Calvo, MP
Iserles, A
Zanna, A
机构
[1] UNIV CAMBRIDGE, DEPT APPL MATH & THEORET PHYS, CAMBRIDGE CB2 1TN, ENGLAND
[2] UNIV CAMBRIDGE NEWNHAM COLL, CAMBRIDGE CB3 9DF, ENGLAND
关键词
isospectral flows; Runge-Kutta methods; conservation laws; unitary flows; Toda lattice equations;
D O I
10.1090/S0025-5718-97-00902-2
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we are concerned with the problem of solving numerically isospec L' = [B(L),L], L(0) = L-0, where L-0 is a d x d symmetric matrix, B(L) is a skew-symmetric matrix function of L and [B,L] is the Lie bracket operator. We show that standard Runge-Kutta schemes fail in recovering the main qualitative feature of these flows, that is isospectrality, since they cannot recover arbitrary cubic conservation laws. This failure motivates us to introduce an alternative approach and establish a framework for generation of isospectral methods of arbitrarily high order.
引用
收藏
页码:1461 / 1486
页数:26
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