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The minimal stage, energy preserving Runge-Kutta method for polynomial Hamiltonian systems is the Averaged Vector Field method

2012/03/15 by Celledoni, Elena, Owren, Brynjulf, Sun, Yajuan · 1 citation
#FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.1203.3252

Abstract

No Runge-Kutta method can be energy preserving for all Hamiltonian systems. But for problems in which the Hamiltonian is a polynomial, the Averaged Vector Field (AVF) method can be interpreted as a Runge-Kutta method whose weights bi and abscissae ci represent a quadrature rule of degree at least that of the Hamiltonian. We prove that when the number of stages is minimal, the Runge-Kutta scheme must in fact be identical to the AVF scheme.

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