A new implementation of symplectic Runge–Kutta methods
Robert McLachlan
Abstract:
We propose a new iteration for solving implicit Runge–Kutta equations, using the
Jacobian of the vector field and matrix–vector multiplies whose extra cost for certain
structured problems is negligible. The iteration reduces the number of vector field
evaluations almost to that of Newton’s method, often only 1 or 2 per time step, making
symplectic Runge–Kutta methods efficient even at relatively large time steps.
Submitted by r.mclachaln@massey.ac.nz on 07/04/2006 23:01:45
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2006-3