Runge-Kutta conservation of quadratic invariants

ID: runge-kutta-conservation-of-quadratic-invariants

For stage states and a vector field with , expansion of the new squared norm gives , where . Hence preserves the quadratic form exactly for every well-defined step. The same argument with a fixed symmetric matrix in the inner product preserves any quadratic invariant of the vector field. In particular it preserves the Euclidean norm for a skew-symmetric matrix differential equation.

New to topics? Read the docs here!