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.
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…
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 $2s$.
Contact integrators are a family of geometric numerical schemes which guarantee the conservation of the contact structure. In this work we review the construction of both the variational and Hamiltonian versions of these methods. We illustrate some of the advantages of geometric integration in the dissipative setting by focusing on models inspired by recent studies in celestial mechanics and cosmology.
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…
Long-Run Accuracy of Variational Integrators in the Stochastic Context
Courant Institute of Mathematical Sciences, New York University（纽约大学库朗数学科学研究所）；Applied & Computational Mathematics and Control & Dynamical Systems, Caltech（加州理工学院应用与计算数学及控制与动力系统系）
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…
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.
Variational integrator for the rotating shallow-water equations on the sphere
Memorial University of Newfoundland（纽芬兰纪念大学）；Imperial College London（伦敦帝国学院）；École Normale Supérieure/CNRS, Laboratoire de Météorologie Dynamique（巴黎高等师范学院/法国国家科学研究中心，动态气象实验室）
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…
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.
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…
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…
Center of Mathematics for Artificial Intelligence and Data Science（人工智能与数据科学数学中心）；Chubu University（中部大学）；The Institute of Statistical Mathematics（统计数学研究所）；RIKEN AIP（理化学研究所先进智能项目中心）
In this paper, explicit stable integrators based on symplectic and contact geometries are proposed for a non-autonomous ordinarily differential equation (ODE) found in improving convergence rate of Nesterov's accelerated gradient method. Symplectic geometry is known to be suitable for describing Hamiltonian mechanics, and contact geometry is known as an odd-dimensional counterpart of symplectic geometry. Moreover, a procedure, called symplectization, is a known way to construct a symplectic manifold from a contact manifold, yielding Hamiltonian systems from contact ones. It is found in this pa…
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.
Starting from a contact Hamiltonian description of Liénard systems, we introduce a new family of explicit geometric integrators for these nonlinear dynamical systems. Focusing on the paradigmatic example of the van der Pol oscillator, we demonstrate that these integrators are particularly stable and preserve the qualitative features of the dynamics, even for relatively large values of the time step and in the stiff regime.
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…
In this paper, we present two Hermite polynomial based approaches to derive one-step numerical integrators for mechanical systems. These methods are based on discretizing the configuration using Hermite polynomials which leads to numerical trajectories continuous in both configuration and velocity. First, we incorporate Hermite polynomials for time-discretization and derive one-step variational methods by discretizing the Lagrange-d'Alembert principle over a single time step. Second, we present the Galerkin approach to derive one-step numerical integrators by setting the weighted average of th…
A novel implicit integration scheme for the Discrete Element Method (DEM) based on the variational integrator approach is presented. The numerical solver provides a fully dynamical description that, notably, reduces to an energy minimisation scheme in the quasi-static limit. A detailed derivation of the numerical method is presented for the Hookean contact model and tested against an established open source DEM package that uses the velocity-Verlet integration scheme. These tests compare results for a single collision, long-term stability and statistical quantities of ensembles of particles. N…
