Numerical integrators that contract volume

Authors
McLachlan, RI Quispel, GRW
Citation
Ri. Mclachlan et Grw. Quispel, Numerical integrators that contract volume, APPL NUM M, 34(2-3), 2000, pp. 253-260
Citations number
11
Categorie Soggetti
Mathematics
Journal title
APPLIED NUMERICAL MATHEMATICS
ISSN journal
01689274 → ACNP
Volume
34
Issue
2-3
Year of publication
2000
Pages
253 - 260
Database
ISI
SICI code
0168-9274(200007)34:2-3<253:NITCV>2.0.ZU;2-T
Abstract
We study numerical integrators that contract phase space volume even when t he ODE does so at an arbitrarily small rate. This is done by a splitting in to two-dimensional contractive systems. We prove a sufficient condition for Runge-Kutta methods to have the appropriate contraction property for these two-dimensional systems; the midpoint rule is an example, (C) 2000 IMACS. Published by Elsevier Science B.V. All rights reserved.