L. Brugnano, J. I. Montijano, L. Rández
Multi-frequency, highly-oscillatory Hamiltonian problems derive from the mathematical modelling of many real life applications. We here propose a variant of Hamiltonian Boundary Value Methods (HBVMs), which is able to efficiently deal with the numerical solution of such problems.
L. Brugnano, J. I. Montijano, L. Rández
In this paper we study arbitrarily high-order energy-conserving methods for simulating the dynamics of a charged particle. They are derived and studied within the framework of Line Integral Methods (LIMs), previously used for defining Hamiltonian Boundary Value Methods (HBVMs), a class of energy-conserving Runge-Kutta methods for Hamiltonian problems. A complete analysis of the new methods is provided, which is confirmed by a few numerical tests.
L. Brugnano, F. Iavernaro, C. Magherini
In this paper we define an efficient implementation of Runge-Kutta methods of Radau IIA type, which are commonly used when solving stiff ODE-IVPs problems. The proposed implementation relies on an alternative low-rank formulation of the methods, for which a splitting procedure is easily defined. The linear convergence analysis of this splitting procedure exhibits excellent properties, which are confirmed by its performance on a few numerical tests.