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arxiv: 1811.06800 · v1 · pith:XPT343KEnew · submitted 2018-11-16 · 🧮 math.NA · cs.NA

Analysis of Spectral Hamiltonian Boundary Value Methods (SHBVMs) for the numerical solution of ODE problems

classification 🧮 math.NA cs.NA
keywords methodsnumericalanalysishamiltonianproblemsspectralbeenboundary
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Recently, the numerical solution of stiffly/highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time. While a theoretical analysis of this spectral approach has been only partially addressed, there is enough numerical evidence that it turns out to be very effective even when applied to a wider range of problems. Here we fill this gap by providing a thorough convergence analysis of the methods and confirm the theoretical results with the aid of a few numerical tests.

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