Conjugate-symplecticity of linear multistep methods
E. Hairer
Abstract. For the numerical treatment of Hamiltonian differential equations, symplectic integrators are the most suitable choice, and methods that are conjugate to a symplectic integrator share the same good long-time behavior. This note characterises linear multistep methods whose underlying one-step method is conjugate to a symplectic integrator. The bounded-ness of parasitic solution components is not addressed.
Key Words. Linear multistep method, conjugate-symplecticity.