Linearly implicit structure-preserving schemes for Hamiltonian systems

Abstract

Kahan’s method and a two-step generalization of the discrete gradient method are both linearly implicit methods that can preserve a modified energy for Hamiltonian systems with a cubic Hamiltonian. These methods are here investigated and compared. The schemes are applied to the Korteweg–de Vries equation and the Camassa–Holm equation, and the numerical results are presented and analysed.