In this paper structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton-Pontryagin variational principle. From this principle one can derive a novel class of variational partitioned Runge-Kutta methods on Lie groups. Included among these integrators are generalizations of symplectic Euler and Störmer-Verlet integrators from flat spaces to Lie groups. Because of their variational design, these integrators preserve a discrete momentum map (in the presence of symmetry) and a symplectic form.
In a companion paper, we perform a numerical analysis of these methods and report on numerical experiments on the rigid body and chaotic dynamics of an underwater vehicle. The numerics reveal that these variational integrators possess structure-preserving properties that methods designed to preserve momentum (using the coadjoint action of the Lie group) and energy (for example, by projection) lack.
It is well known that symplectic integrators lose their near energy preservation properties when variable step sizes are used. The most common approach to combine adaptive step sizes and symplectic integrators involves the Poincaré transformation of the original Hamiltonian. In this article, we provide a framework for the construction of variational integrators using the Poincaré transformation. Since the transformed Hamiltonian is typically degenerate, the use of Hamiltonian variational integrators based on Type II or Type III generating functions is required instead of the more traditional L…
Variational integrators have traditionally been constructed from the perspective of Lagrangian mechanics, but there have been recent efforts to adopt discrete variational approaches to the symplectic discretization of Hamiltonian mechanics using Hamiltonian variational integrators. In this paper, we will extend these results to the setting of Hamiltonian multisymplectic field theories. We demonstrate that one can use the notion of Type II generating functionals for Hamiltonian partial differential equations as the basis for systematically constructing Galerkin Hamiltonian variational integrato…
A long-term numerical energy-preserving analysis of symmetric and/or symplectic extended RKN integrators for efficiently solving highly oscillatory Hamiltonian systems
Qufu Normal University（曲阜师范大学）；University of Tübingen（蒂宾根大学）；Nanjing University（南京大学）
Preservation of stability properties near fixed points of linear hamiltonian systems by symplectic integrators
Harbin Institute of Technology（哈尔滨工业大学）；University of Washington（华盛顿大学）；Academy of Mathematics and System Sciences, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）
In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal discretization using continuous Runge-Kutta-type methods, and the spatial discretization using pseudospectral methods or Gauss--Legendre collocation methods. The local energy conservation law of our new schemes is analyzed in detail. The effectiveness of the novel local energy-preserving integrators is demonstrated by coupled nonlinear Schrödinger equations and 2D nonlin…
Following the discrete embedding formalism, we give a new derivation of the mid-point variational integrators as developed by J.M. Wendlandt and J.E. Marsden by defining an adapted order two discrete differential and integral calculus. This allows us to obtain a clearer correspondence between the discrete and continuous case. We also discuss the corresponding definition of a discrete Hamiltonian system. A complete comparaison with the results of J.M. Wendlandt and J.E. Marsden is provided.
In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes with both advantages of long-time stability and excellent behavior for highly oscillatory or stiff problems. Compared to the existing energy-preserving exponential integrators (EP-EI) in practical implementation, our proposed methods are much efficient which can at least be computed by subsystem instead of handling a nonlinear coupling system at a time. Moreov…
Hamiltonian systems are differential equations which describe systems in classical mechanics, plasma physics, and sampling problems. They exhibit many structural properties, such as a lack of attractors and the presence of conservation laws. To predict Hamiltonian dynamics based on discrete trajectory observations, incorporation of prior knowledge about Hamiltonian structure greatly improves predictions. This is typically done by learning the system's Hamiltonian and then integrating the Hamiltonian vector field with a symplectic integrator. For this, however, Hamiltonian data needs to be appr…
A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al., and later generalized to the Riemannian manifold setting in Duruisseaux and Leok. This variational framework was exploited on normed vector spaces in Duruisseaux et al. using time-adaptive geometric integrators to design efficient explicit algorithms for symplectic accelerated optimization, and it was observed that geometric discretizations which respect the time-rescaling invariance and symplecticity of the Lagrangian and Hamiltonian flows were substantially less prone to…
Stochastic K-symplectic integrators for stochastic non-canonical Hamiltonian systems and applications to the Lotka--Volterra model
School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）；Institute of Applied Physics and Computational Mathematics（应用物理与计算力学研究所）；School of Science, East China Jiaotong University（华东交通大学理学院）
The kinetic term of the $N$-body Hamiltonian system defined on the surface of the sphere is non-separable. As a result, standard explicit symplectic integrators are inapplicable. We exploit an underlying hierarchy in the structure of the kinetic term to construct an explicit time-reversible symplectic scheme of second order. We use iterative applications of the method to construct a fourth order scheme and demonstrate its efficiency.
Fast weak-KAM integrators for separable Hamiltonian systems
Ecole Normale Supérieure（巴黎高等师范学院）；INRIA & Ecole Normale Supérieure de Cachan Bretagne（法国国家信息与自动化研究所 & 卡昂高等师范学校布列塔尼分校）；Institut de Mathématiques de Jussieu, Université Pierre et Marie Curie（儒勒·让数学研究所，皮埃尔和玛丽居里大学）
The well known 1956 unpublished report by De Vogelaere, motivated by the physics of particle accelerators, is the first demonstration of the existence of numerical integrators (now called symplectic integrators) that preserve a basic property of Hamiltonian systems. The purpose of this short note is to introduce René De Vogelaere, list his pioneering accomplishments, and relate them to other early work on symplectic integrators. The preprint itself, typset in LaTeX, is attached as an appendix.
Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for the stochastic flow of the Hamiltonian system. The generating function is obtained by introducing an appropriate stochastic action functional and considering a stochastic generalization of the deterministic Lagrange-d'Alembert principle. Our approach presents a general methodology to derive new structure-preserving numerical schemes. The resulting integrators…
Collective Lie-Poisson integrators on $\mathbf{R}^{3}$
Institute of Fundamental Sciences, Massey University（梅西大学基础科学研究所）；Department of Mathematical Sciences, Chalmers University of Technology（查尔姆斯理工大学数学科学系）；Department of Mathematics, University of Bergen（卑尔根大学数学系）
Variational integrators using forced discrete Hamiltonian systems
Universidad Nacional de Cuyo（门多萨国立大学）；Instituto Balseiro（巴尔塞罗研究所）；Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET)（国家科学研究委员会）；Universidad Nacional de La Plata（拉普拉塔国立大学）；Facultad de Ingeniería Universidad Nacional de La Plata（拉普拉塔国立大学工程学院）；Centro de Matemática de La Plata (CMaLP)（拉普拉塔数学中心）；Facultad de Ciencias Exactas Universidad Nacional de La Plata（拉普拉塔国立大学理学院）
