Math 2.0

Numerical analysis Ordinary differential equations Proposition

Beeman's algorithm

Builds on Initial value problemVerlet integration

Statement

Let a ⁣:ℝd→ℝda \colon \R^d \to \R^d be continuous, and consider the equation x′′=a(x)x'' = a(x). Fix a step size h>0h > 0 and write an=a(xn)a_n = a(x_n). Beeman's algorithm computes, from xnx_n, vnv_n, ana_n and an−1a_{n-1}, xn+1=xn+hvn+h26(4an−an−1),x_{n+1} = x_n + h v_n + \frac{h^2}{6} (4 a_n - a_{n-1}), vn+1=vn+h6(2an+1+5an−an−1).v_{n+1} = v_n + \frac{h}{6} (2 a_{n+1} + 5 a_n - a_{n-1}). Then for all n≥2n \ge 2 for which the sequences are defined, xn+1=2xn−xn−1+h2an.x_{n+1} = 2 x_n - x_{n-1} + h^2 a_n. So Beeman's algorithm produces the same positions as the Störmer–Verlet method, once both start from the same x1x_1 and x2x_2.

Remarks

Subtract the position formula at step n−1n - 1 from the one at step nn: xn+1−2xn+xn−1=h(vn−vn−1)+h26(4an−5an−1+an−2).x_{n+1} - 2x_n + x_{n-1} = h (v_n - v_{n-1}) + \frac{h^2}{6} (4 a_n - 5 a_{n-1} + a_{n-2}). The velocity formula gives h(vn−vn−1)=h26(2an+5an−1−an−2)h (v_n - v_{n-1}) = \frac{h^2}{6}(2 a_n + 5 a_{n-1} - a_{n-2}), and the sum is h2anh^2 a_n. The difference from Verlet lies only in the velocities, which Beeman's formula computes more accurately than the central difference (xn+1−xn−1)/(2h)(x_{n+1} - x_{n-1})/(2h); this improves the computed kinetic energy. The velocity formula above is the implicit form; a common explicit variant predicts vn+1v_{n+1} first when the force depends on the velocity.

Going deeper

For a student

The identity shows that Beeman's method inherits the stability and the long-time behaviour of Verlet's positions. It is a multistep method, so it needs a starting procedure to produce a−1a_{-1} or x1x_1. In practice velocity Verlet is more common, because it gives similar accuracy with less storage.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Hamiltonian system concept
  2. Initial value problem concept
  3. Symplectic integrator concept
  4. Leapfrog integration statement
  5. Verlet integration statement
  6. Beeman's algorithm statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Beeman%27s_algorithm
About this page
TagRHQ88QD2BE
URIm2://RHQ88QD2BE
Kindstatement, proposition
WritingW0 stub
MSC65L06, 70-08
StatusThis copy of the site has no build data. Run m2 status RHQ88QD2BE.
AboutVerlet integration
UsesInitial value problem, Verlet integration

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