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Volume preservation by Runge–Kutta methods

Published version
Peer-reviewed

Change log

Authors

Bader, Philipp 
McLaren, David I 
Quispel, GRW 

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.

Description

This is the final version of the article. It first appeared from Elsevier via http://dx.doi.org/10.1016/j.apnum.2016.06.010

Keywords

volume preservation, Runge–Kutta method, measure preservation, Kahan’s method

Journal Title

Applied Numerical Mathematics

Conference Name

Journal ISSN

0168-9274

Volume Title

109

Publisher

Elsevier BV
Sponsorship
This research was supported by the Marie Curie International Research Staff Exchange Scheme, grant number DP140100640, within the 7th European Community Framework Programme; by the Australian Research Council grant number 269281; and by the UK Engineering and Physical Sciences Research Council grant EP/H023348/1 for the Cambridge Centre for Analysis.