Adjoint and selfadjoint Lie-group methods

被引:16
作者
Zanna, A [1 ]
Engo, K [1 ]
Munthe-Kaas, HZ [1 ]
机构
[1] Univ Bergen, Dept Comp Sci, N-5020 Bergen, Norway
关键词
adjoint method; Lie-group methods; Runge-Kutta schemes; Magnus expansion;
D O I
10.1023/A:1021950708869
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In the past few years, a number of Lie-group methods based on Runge-Kutta schemes have been proposed. One might extrapolate that using a selfadjoint Runge-Kutta scheme yields a Lie-group selfadjoint scheme, but this is generally not the case: Lie-group methods depend on the choice of a coordinate chart which might fail to comply to selfadjointness. In this paper we discuss Lie-group methods and their dependence on centering coordinate charts. The definition of the adjoint of a numerical method is thus subordinate to the method itself and the choice of the chart. We study Lie-group numerical methods and their adjoints, and define selfadjoint numerical methods. The latter are defined in terms of classical selfadjoint Runge-Kutta schemes and symmetric coordinates, based on a geodesic or on a flow midpoint. As a result, the proposed selfadjoint Lie-group numerical schemes obey time-symmetry both for linear and nonlinear problems.
引用
收藏
页码:395 / 421
页数:27
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