Mikel Antoñana

Mikel Antoñana, Joseba Makazaga, Ander Murua

We propose an implementation of symplectic implicit Runge-Kutta schemes for highly accurate numerical integration of non-stiff Hamiltonian systems based on fixed point iteration. Provided that the computations are done in a given floating point arithmetic, the precision of the results is limited by round-off error propagation. We claim that our implementation with fixed point iteration is near-optimal with respect to round-off error propagation under the assumption that the function that evaluates the right-hand side of the differential equations is implemented with machine numbers (of the prescribed floating point arithmetic) as input and output. In addition, we present a simple procedure to estimate the round-off error propagation by means of a slightly less precise second numerical integration. Some numerical experiments are reported to illustrate the round-off error propagation properties of the proposed implementation.

Mikel Antoñana, Joseba Makazaga, Ander Murua

We propose a family of integrators, Flow-Composed Implicit Runge-Kutta (FCIRK) methods, for perturbations of nonlinear ordinary differential equations, consisting of the composition of flows of the unperturbed part alternated with one step of an implicit Runge-Kutta (IRK) method applied to a transformed system. The resulting integration schemes are symplectic when both the perturbation and the unperturbed part are Hamiltonian and the underlying IRK scheme is symplectic. In addition, they are symmetric in time (resp. have order of accuracy $r$) if the underlying IRK scheme is time-symmetric (resp. of order $r$). The proposed new methods admit mixed precision implementation that allows us to efficiently reduce the effect of round-off errors. We particularly focus on the potential application to long-term solar system simulations, with the equations of motion of the solar system rewritten as a Hamiltonian perturbation of a system of uncoupled Keplerian equations. We present some preliminary numerical experiments with a simple point mass Newtonian 10-body model of the solar system (with the sun, the eight planets, and Pluto) written in canonical heliocentric coordinates.

Mikel Antoñana, Joseba Makazaga, Ander Murua

We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of (non-necessarily Hamiltonian) ordinary differential equations by means of Newton-like iterations. We pay particular attention to symmetric symplectic IRK schemes (such as collocation methods with Gaussian nodes). For a $s$-stage IRK scheme used to integrate a $d$-dimensional system of ordinary differential equations, the application of simplified versions of Newton iterations requires solving at each step several linear systems (one per iteration) with the same $sd \times sd$ real coefficient matrix. We propose rewriting such $sd$-dimensional linear systems as an equivalent $(s+1)d$-dimensional systems that can be solved by performing the LU decompositions of $[s/2] +1$ real matrices of size $d \times d$. We present a C implementation (based on Newton-like iterations) of Runge-Kutta collocation methods with Gaussian nodes that make use of such a rewriting of the linear system and that takes special care in reducing the effect of round-off errors. We report some numerical experiments that demonstrate the reduced round-off error propagation of our implementation.