Explicit, time reversible, adaptive step size control

被引:41
作者
Hairer, E
Söderlind, G
机构
[1] Univ Geneva, Sect Math, Geneva, Switzerland
[2] Lund Univ, Ctr Math Sci, S-22100 Lund, Sweden
关键词
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;
D O I
10.1137/040606995
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:1838 / 1851
页数:14
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