Projected Runge-Kutta methods for constrained Hamiltonian systems

Abstract

Projected Runge-Kutta (R-K) methods for constrained Hamiltonian systems are proposed. Dynamic equations of the systems, which are index-3 differential-algebraic equations (DAEs) in the Heisenberg form, are established under the framework of Lagrangian multipliers. R-K methods combined with the technique of projections are then used to solve the DAEs. The basic idea of projections is to eliminate the constraint violations at the position, velocity, and acceleration levels, and to preserve the total energy of constrained Hamiltonian systems by correcting variables of the position, velocity, acceleration, and energy. Numerical results confirm the validity and show the high precision of the proposed method in preserving three levels of constraints and total energy compared with results reported in the literature.