Abstract
The article considers symmetric general linear methods, a class of numerical time integration methods which, like symmetric Runge–Kutta methods, are applicable to general time-reversible differential equations, not just those derived from separable second-order problems. A definition of time-reversal symmetry is formulated for general linear methods, and criteria are found for the methods to be free of linear parasitism. It is shown that symmetric parasitism-free methods cannot be explicit, but such a method of order 4 is constructed with only one implicit stage. Several characterizations of symmetry are given, and connections are made with G-symplecticity. Symmetric methods are shown to be of even order, a suitable symmetric starting method is constructed and shown to be essentially unique. The underlying one-step method is shown to be time-symmetric.
Original language | English |
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Pages (from-to) | 1189-1212 |
Number of pages | 24 |
Journal | BIT Numerical Mathematics |
Volume | 56 |
Issue number | 4 |
Early online date | 22 Mar 2016 |
DOIs | |
Publication status | Published - 1 Dec 2016 |
Keywords
- Time-symmetric general linear methods
- G-symplectic methods · Multivalue methods
- Conservative methods