Symplectic Runge--Kutta schemes for adjoint equations, automatic differentiation, optimal control, and more

JM Sanz-Serna - SIAM review, 2016 - SIAM
The study of the sensitivity of the solution of a system of differential equations with respect to
changes in the initial conditions leads to the introduction of an adjoint system, whose …

Symplectic methods based on decompositions

AL Araújo, A Murua, JM Sanz-Serna - SIAM journal on numerical analysis, 1997 - SIAM
We consider methods that integrate systems of differential equations dy/dt=f(y) by taking
advantage of a decomposition of the right-hand side f=∑f^ν. We derive a general necessary …

Conjugate-symplecticity properties of Euler–Maclaurin methods and their implementation on the Infinity Computer

F Iavernaro, F Mazzia, MS Mukhametzhanov… - Applied Numerical …, 2020 - Elsevier
Multi-derivative one-step methods based upon Euler–Maclaurin integration formulae are
considered for the solution of canonical Hamiltonian dynamical systems. Despite the …

Formal series and numerical integrators, Part I: Systems of ODEs and symplectic integrators

A Murua - Applied numerical mathematics, 1999 - Elsevier
The study of the order conditions of numerical integrators for systems of differential
equations and differential-algebraic equations often leads to different kinds of series …

A survey of open problems in symplectic integration

RI McLachlan, C Scovel - 1993 - osti.gov
In the past few years there has been a substantial amount of research on symplectic
integration. The subject is only part of a program concerned with numerically preserving a …

High-order stiff ODE solvers via automatic differentiation and rational prediction

GF Corliss, A Griewank, P Henneberger… - Numerical Analysis and …, 1997 - Springer
A class of higher order methods is investigated which can be viewed as implicit Taylor series
methods based on Hermite quadratures. Improved automatic differentiation techniques for …

[图书][B] ODE solving via automatic differentiation and rational prediction

A Griewank, DF Griffiths, GA Watson - 1995 - Citeseer
We consider the classical Taylor series approximation to the solution of initial value
problems in ordinary di erential equations and examine implicit variants for the numerical …

On a class of Hermite-Obreshkov one-step methods with continuous spline extension

F Mazzia, A Sestini - axioms, 2018 - mdpi.com
The class of A-stable symmetric one-step Hermite–Obreshkov (HO) methods introduced by
F. Loscalzo in 1968 for dealing with initial value problems is analyzed. Such schemes have …

Formal series and numerical integrators: some history and some new techniques

JM Sanz-Serna, A Murua - arXiv preprint arXiv:1503.06976, 2015 - arxiv.org
This paper provides a brief history of B-series and the associated Butcher group and
presents the new theory of word series and extended word series. B-series (Hairer and …

Efficient implementation of symplectic implicit Runge-Kutta schemes with simplified Newton iterations

M Antoñana, J Makazaga, A Murua - Numerical Algorithms, 2018 - Springer
We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK)
methods applied to systems of Hamiltonian ordinary differential equations by means of …