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A Fourth Order Symplectic and Conjugate-Symplectic Extension of the Midpoint and Trapezoidal Methods

Author

Listed:
  • Felice Iavernaro

    (Dipartimento di Matematica, Università degli studi di Bari Aldo Moro, 70125 Bari, Italy)

  • Francesca Mazzia

    (Dipartimento di Informatica, Università degli studi di Bari Aldo Moro, 70125 Bari, Italy)

Abstract

The paper presents fourth order Runge–Kutta methods derived from symmetric Hermite–Obreshkov schemes by suitably approximating the involved higher derivatives. In particular, starting from the multi-derivative extension of the midpoint method we have obtained a new symmetric implicit Runge–Kutta method of order four, for the numerical solution of first-order differential equations. The new method is symplectic and is suitable for the solution of both initial and boundary value Hamiltonian problems. Moreover, starting from the conjugate class of multi-derivative trapezoidal schemes, we have derived a new method that is conjugate to the new symplectic method.

Suggested Citation

  • Felice Iavernaro & Francesca Mazzia, 2021. "A Fourth Order Symplectic and Conjugate-Symplectic Extension of the Midpoint and Trapezoidal Methods," Mathematics, MDPI, vol. 9(10), pages 1-15, May.
    • Handle: RePEc:gam:jmathe:v:9:y:2021:i:10:p:1103-:d:553901
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