A complete error analysis of variational integrators is obtained, by blowing up the discrete variational principles, all of which have a singularity at zero time-step. Divisions by the time step lead to an order that is one less than observed in simulations, a deficit that is repaired with the help of a new past-future symmetry.
In this paper, high-order numerical integrators on homogeneous spaces will be presented as an application of nonholonomic partitioned Runge-Kutta Munthe-Kaas (RKMK) methods on Lie groups. A homogeneous space $M$ is a manifold where a group $G$ acts transitively. Such a space can be understood as a quotient $M \cong G/H$, where $H$ a closed Lie subgroup, is the isotropy group of each point of $M$. The Lie algebra of $G$ may be decomposed into $\mathfrak{g} = \mathfrak{m} \oplus \mathfrak{h}$, where $\mathfrak{h}$ is the subalgebra that generates $H$ and $\mathfrak{m}$ is a subspace. Thus, varia…
This paper deals with the control of parasitism in variational integrators for degenerate Lagrangian systems by writing them as general linear methods. This enables us to calculate their parasitic growth parameters which are responsible for the loss of long-time energy conservation properties of these algorithms. As a remedy and to offset the effects of parasitism, the standard projection technique is then applied to the general linear methods to numerically preserve the invariants of the degenerate Lagrangian systems by projecting the solution onto the desired manifold.
This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained systems with the solution of certain saddle point problems in order to meet the constraints throughout the integration process. The result is a novel class of semi-explicit time integration schemes. We prove the expected convergence rates and illustrate the performance on two numerical examples including a parabolic equation with nonlinear dynamic boundary con…
We present geometric numerical integrators for contact flows that stem from a discretization of Herglotz' variational principle. First we show that the resulting discrete map is a contact transformation and that any contact map can be derived from a variational principle. Then we discuss the backward error analysis of our variational integrators, including the construction of a modified Lagrangian. Throughout the paper we use the damped harmonic oscillator as a benchmark example to compare our integrators to their symplectic analogues.
In this paper, we continue the construction of variational integrators adapted to contact geometry started in \cite{VBS}, in particular, we introduce a discrete Herglotz Principle and the corresponding discrete Herglotz Equations for a discrete Lagrangian in the contact setting. This allows us to develop convenient numerical integrators for contact Lagrangian systems that are conformally contact by construction. The existence of an exact Lagrangian function is also discussed.
In this paper we provide a variational derivation of the Euler-Poincaré equations for systems subjected to external forces using an adaptation of the techniques introduced by Galley and others. Moreover, we study in detail the underlying geometry which is related to the notion of Poisson groupoid. Finally, we apply the previous construction to the formal derivation of the variational error for numerical integrators of forced Euler-Poincaré equations and the application of this theory to the derivation of geometric integrators for forced systems.
Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea for those variational integrators is to discretize Hamilton's principle rather than the equations of motion in a way that preserves some of the invariants of the original system. In this paper we construct variational integrators with fixed time step for time-dependent Lagrangian systems modelling an important class of autonomous dissipative systems. These …
We present a structure preserving discretization of the fundamental spacetime geometric structures of fluid mechanics in the Lagrangian description in 2D and 3D. Based on this, multisymplectic variational integrators are developed for barotropic and incompressible fluid models, which satisfy a discrete version of Noether theorem. We show how the geometric integrator can handle regular fluid motion in vacuum with free boundaries and constraints such as the impact against an obstacle of a fluid flowing on a surface. Our approach is applicable to a wide range of models including the Boussinesq an…
We develop an explicit, second-order, variational time integrator for full body dynamics that preserves the momenta of the continuous dynamics, such as linear and angular momenta, and exhibits near-conservation of total energy over exponentially long times. In order to achieve these properties, we parametrize the space of rotations using exponential local coordinates represented by a rescaled form of the Rodrigues rotation vector and we systematically derive the time integrator from a discrete Lagrangian function that yields discrete Euler-Lagrange equations amenable to explicit, closed-form s…
In this paper, we propose a semi-Lagrangian discontinuous Galerkin method coupled with Runge-Kutta exponential integrators (SLDG-RKEI) for nonlinear Vlasov dynamics. The commutator-free Runge-Kutta (RK) exponential integrators (EI) were proposed by Celledoni, et al. (FGCS, 2003). In the nonlinear transport setting, the RKEI can be used to decompose the evolution of the nonlinear transport into a composition of a sequence of linearized dynamics. The resulting linearized transport equations can be solved by the semi-Lagrangian (SL) discontinuous Galerkin (DG) method proposed in Cai, et al. (JSC,…
Geometric integrators for higher-order variational systems and their application to optimal control
University of Michigan（密歇根大学）；Universidad Nacional del Sur（国立苏尔大学）；Instituto de Matemática Bahía Blanca（巴亚布兰卡数学研究所）；CONICET（阿根廷国家科学研究委员会）；Instituto de Ciencias Matemáticas (CSIC-UAM-UC3M-UCM)（数学科学研究所（西班牙高等科学研究理事会-马德里自治大学-马德里理工大学-马德里 Complutense 大学））
We study the order of convergence of Galerkin variational integrators for ordinary differential equations. Galerkin variational integrators approximate a variational (Lagrangian) problem by restricting the space of curves to the set of polynomials of degree at most $s$ and approximating the action integral using a quadrature rule. We show that, if the quadrature rule is sufficiently accurate, the order of the integrators thus obtained is $2s$.
The purpose of this paper is to perform an error analysis of the variational integrators of mechanical systems subject to external forcing. Essentially, we prove that when a discretization of contact order $r$ of the Lagrangian and force are used, the integrator has the same contact order. Our analysis is performed first for discrete forced mechanical systems defined over $TQ$, where we study the existence of flows, the construction and properties of discrete exact systems and the contact order of the flows (variational integrators) in terms of the contact order of the original systems. Then w…
Compatible discretizations, such as finite element exterior calculus, provide a discretization framework that respect the cohomological structure of the de Rham complex, which can be used to systematically construct stable mixed finite element methods. Multisymplectic variational integrators are a class of geometric numerical integrators for Lagrangian and Hamiltonian field theories, and they yield methods that preserve the multisymplectic structure and momentum-conservation properties of the continuous system. In this paper, we investigate the synthesis of these two approaches, by constructin…
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…
A fixed time-step variational integrator cannot preserve momentum, energy, and symplectic form simultaneously for nonintegrable systems. This barrier can be overcome by treating time as a discrete dynamic variable and deriving adaptive time-step variational integrators that conserve the energy in addition to being symplectic and momentum-preserving. Their utility, however, is still an open question due to the numerical difficulties associated with solving the discrete governing equations. In this work, we investigate the numerical performance of energy-preserving, adaptive time-step variationa…
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 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…
Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this paper we present two ways to construct r-adaptive vari…
Variational Integrators for Reduced Magnetohydrodynamics
Max-Planck-Institut für Plasmaphysik（马克斯·普朗克等离子体物理研究所）；Technische Universität München, Zentrum Mathematik（慕尼黑工业大学数学中心）；Aix-Marseille Université, Université de Toulon, CNRS, CPT, UMR 7332（艾克斯-马赛大学、土伦大学、法国国家科学研究中心、CPT、UMR 7332）；ISC-CNR and Politecnico di Torino, Dipartimento Energia（意大利国家研究委员会计算科学研究所和都灵理工大学能源系）
The objective of this work is the introduction and investigation of favourable time integration methods for the Gross--Pitaevskii equation with rotation term. Employing a reformulation in rotating Lagrangian coordinates, the equation takes the form of a nonlinear Schr{ö}dinger equation involving a space-time-dependent potential. A natural approach that combines commutator-free quasi-Magnus exponential integrators with operator splitting methods and Fourier spectral space discretisations is proposed. Furthermore, the special structure of the Hamilton operator permits the design of specifically …
We present a geometric variational discretization of nonlinear elasticity in 2D and 3D in the Lagrangian description. A main step in our construction is the definition of discrete deformation gradients and discrete Cauchy-Green deformation tensors, which allows for the development of a general discrete geometric setting for frame indifferent isotropic hyperelastic models. The resulting discrete framework is in perfect adequacy with the multisymplectic discretization of fluids proposed earlier by the authors. Thanks to the unified discrete setting, a geometric variational discretization can be …
