Symmetric-adjoint and symplectic-adjoint methods and their applications

TL;DR

This paper introduces symplectic-adjoint Runge-Kutta methods, explores their properties and connections to classical methods, and develops a new approach for constructing high-order explicit Runge-Kutta methods.

Contribution

It defines symplectic-adjoint methods, proves their properties, and applies these insights to create high-order explicit Runge-Kutta methods.

Findings

Properties of symmetric-adjoint and symplectic-adjoint methods revealed

Connections among classical Runge-Kutta classes established

New practical approach for high-order explicit methods developed

Abstract

Symmetric method and symplectic method are classical notions in the theory of Runge-Kutta methods. They can generate numerical flows that respectively preserve the symmetry and symplecticity of the continuous flows in the phase space. Adjoint method is an important way of constructing a new Runge-Kutta method via the symmetrisation of another Runge-Kutta method. In this paper, we introduce a new notion, called symplectic-adjoint Runge-Kutta method. We prove some interesting properties of the symmetric-adjoint and symplectic-adjoint methods. These properties reveal some intrinsic connections among several classical classes of Runge-Kutta methods. In particular, the newly introduced notion and the corresponding properties enable us to develop a novel and practical approach of constructing high-order explicit Runge-Kutta methods, which is a challenging and longly overlooked topic in the theory of Runge-Kutta methods.