Volume preservation by Runge-Kutta methods

Philipp Bader, David I. McLaren, G.R.W. Quispel, Marcus Webb

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Abstract

It is a classical theorem of Liouville that Hamiltonian systems preserve volume in phase space. Any symplectic Runge–Kutta method will respect this property for such systems, but it has been shown by Iserles, Quispel and Tse and independently by Chartier and Murua that no B-Series method can be volume preserving for all volume preserving vector fields. In this paper, we show that despite this result, symplectic Runge–Kutta methods can be volume preserving for a much larger class of vector fields than Hamiltonian systems, and discuss how some Runge–Kutta methods can preserve a modified measure exactly.
Original languageEnglish
Pages (from-to)123-137
Number of pages15
JournalApplied Numerical Mathematics
Early online date12 Jul 2016
DOIs
Publication statusPublished - 1 Nov 2016

Keywords

  • Volume preservation
  • Runge-Kutta method
  • Measure preservation
  • Kahan's method

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