2015/03/13 by J. M. Sanz‐Serna, Sanz-Serna, J. M. · 4 citations
Engineering · Mathematics · #Advanced Numerical Methods in Computational Mathematics #Computational Fluid Dynamics and Aerodynamics #FOS: Mathematics #Numerical Analysis (math.NA) #Numerical methods for differential equations #Optimization and Control (math.OC)
paper · pdf · doi:10.48550/arxiv.1503.04021
openalex publication_date 2015/03/13 · openalex created_date 2019/06/27 · openalex updated_date 2026/07/28
It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve \em quadratic first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity (it does not hold for arbitrary first integrals), it plays an important role in the computation of numerical sensitivities, optimal control theory and Lagrangian mechanics, as described in this paper, which, together with some new material, presents in a unified way a number of results now scattered or implicit in the literature. Some widely used procedures, such as the direct method in optimal control theory and the computation of sensitivities via reverse accumulation imply "hidden" integrations with symplectic Partitioned Runge-Kutta schemes.