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High-order Gauss-Legendre methods admit a composition representation and a conjugate-symplectic counterpart

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Felice Iavernaro, Francesca Mazzia, and Ernst Hairer

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Abstract. One of the most classical pairs of symplectic and conjugate-symplectic schemes is given by the Midpoint method (the Gauss-Runge-Kutta method of order 2) and the Trapezoidal rule. These can be interpreted as compositions of the Implicit and Explicit Euler methods, taken in direct and reverse order, respectively. This naturally raises the question of whether a similar composition structure exists for higher-order Gauss-Legendre methods. In this paper, we provide a positive answer by first examining the fourth-order case and then outlining a generalization to higher orders.

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Key Words. Ordinary differential equations, Hamiltonian systems, multi-derivative methods, symplectic methods.

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