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  • Cited by 3
  • Print publication year: 2009
  • Online publication date: September 2011

1 - Oscillations over long times in numerical Hamiltonian systems



The numerical treatment of ordinary differential equations has continued to be a lively area of numerical analysis for more than a century, with interesting applications in various fields and rich theory. There are three main developments in the design of numerical techniques and in the analysis of the algorithms:

Non-stiff differential equations. In the 19th century (Adams, Bashforth, and later Runge, Heun and Kutta), numerical integrators have been designed that are efficient (high order) and easy to apply (explicit) in practical situations.

Stiff differential equations. In the middle of the 20th century one became aware that earlier developed methods are impractical for a certain class of differential equations (stiff problems) due to stability restrictions. New integrators (typically implicit) were needed as well as new theories for a better understanding of the algorithms.

Geometric numerical integration. In long-time simulations of Hamiltonian systems (molecular dynamics, astronomy) neither classical explicit methods nor implicit integrators for stiff problems give satisfactory results. In the last few decades, special numerical methods have been designed that preserve the geometric structure of the exact flow and thus have an improved long-time behaviour.

The basic developments (algorithmic and theoretical) of these epochs are documented in the monographs [HNW93], [HW96], and [HLW06]. Within geometric numerical integration we can also distinguish between non-stiff and stiff situations. Since here the main emphasis is on conservative Hamiltonian systems, the term “stiff” has to be interpreted as “highly oscillatory”.