A Two Step, Fourth Order, Nearly-Linear Method with Energy Preserving Properties

TL;DR

This paper presents a new family of fourth order two-step methods for Hamiltonian systems that nearly preserve energy, using line integrals and quadrature formulas, especially effective for polynomial Hamiltonians.

Contribution

The paper introduces a novel correction-based two-step method that achieves energy preservation for polynomial Hamiltonian systems with high-order accuracy.

Findings

Methods exactly preserve energy for polynomial Hamiltonians.

Numerical tests demonstrate superior energy conservation.

Approach extends to non-polynomial Hamiltonians with promising results.

Abstract

We introduce a family of fourth order two-step methods that preserve the energy function of canonical polynomial Hamiltonian systems. Each method in the family may be viewed as a correction of a linear two-step method, where the correction term is O(h^5) (h is the stepsize of integration). The key tools the new methods are based upon are the line integral associated with a conservative vector field (such as the one defined by a Hamiltonian dynamical system) and its discretization obtained by the aid of a quadrature formula. Energy conservation is equivalent to the requirement that the quadrature is exact, which turns out to be always the case in the event that the Hamiltonian function is a polynomial and the degree of precision of the quadrature formula is high enough. The non-polynomial case is also discussed and a number of test problems are finally presented in order to compare the behavior of the new methods to the theoretical results.