Consider the problem of finding the maximal nonpositive solvent $Φ$ of the quadratic matrix equation (QME) $X^2 + BX + C =0$ with $B$ being a nonsingular $M$-matrix and $C$ an $M$-matrix such that $B^{-1}C\ge 0$, and $B - C - I$ a nonsingular $M$-matrix. Such QME arises from an overdamped vibrating system. Recently, Yu et al. ({\em Appl. Math. Comput.}, 218: 3303--3310, 2011) proved that $ρ(Φ)\le 1$ for this QME. In this paper, we slightly improve their result and prove $ρ(Φ)< 1$, which is important for the quadratic convergence of the structure-preserving doubling algorithm. Then, a new globally monotonically and quadratically convergent structure-preserving doubling algorithm to solve the QME is developed. Numerical examples are presented to demonstrate the feasibility and effectiveness of our method.
In \emph{Guo et al, arXiv:2005.08288}, we propose a decoupled form of the structure-preserving doubling algorithm (dSDA). The method decouples the original two to four coupled recursions, enabling it to solve large-scale algebraic Riccati equations and other related problems. In this paper, we consider the numerical computations of the novel dSDA for solving large-scale continuous-time algebraic Riccati equations with low-rank structures (thus possessing numerically low-rank solutions). With the help of a new truncation strategy, the rank of the approximate solution is controlled. Consequently…
The structure-preserving doubling algorithm (SDA) is a fairly efficient method for solving problems closely related to Hamiltonian (or Hamiltonian-like) matrices, such as computing the required solutions to algebraic Riccati equations. However, for large-scale problems in $\mathbb{C}^n$ (also $\mathbb{R}^n$), the SDA with an $O(n^3)$ computational complexity does not work well. In this paper, we propose a new decoupled form of the SDA (we name it as dSDA), building on the associated Krylov subspaces thus leading to the inherent low-rank structures. Importantly, the approach decouples the origi…
We review a family of algorithms for Lyapunov- and Riccati-type equations which are all related to each other by the idea of \emph{doubling}: they construct the iterate $Q_k = X_{2^k}$ of another naturally-arising fixed-point iteration $(X_h)$ via a sort of repeated squaring. The equations we consider are Stein equations $X - A^*XA=Q$, Lyapunov equations $A^*X+XA+Q=0$, discrete-time algebraic Riccati equations $X=Q+A^*X(I+GX)^{-1}A$, continuous-time algebraic Riccati equations $Q+A^*X+XA-XGX=0$, palindromic quadratic matrix equations $A+QY+A^*Y^2=0$, and nonlinear matrix equations $X+A^*X^{-1}…
A defect correction formula for quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=0$ is presented. This formula, expressed by means of an invariant subspace of a suitable pencil, allows us to introduce a modification of the Structure-preserving Doubling Algorithm (SDA), that enables refining an initial approximation to the sought solution. This modification provides substantial advantages, in terms of convergence acceleration, in the solution of equations coming from stochastic models, by choosing a stochastic matrix as the initial approximation. An application to solving random walks…
We introduce a new class of parametricization structure-preserving partitioned Runge-Kutta ($α$-PRK) methods for Hamiltonian systems with holonomic constraints. When the scalar parameter $α=0$, the methods are reduced to the usual symplectic PRK methods like Shake-Rattle method or PRK schemes based on Lobatto IIIA-IIIB pairs, which can preserve all the quadratic invariants and the constraints. When $α\neq 0$, the methods are also shown to preserve all the quadratic invariants and the constraints manifold exactly. At the same time, for any given consistent initial values $(p_{0}, q_0)$ and smal…
A novel class of explicit high-order energy-preserving methods are proposed for general Hamiltonian partial differential equations with non-canonical structure matrix. When the energy is not quadratic, it is firstly done that the original system is reformulated into an equivalent form with a modified quadratic energy conservation law by the energy quadratization approach. Then the resulting system that satisfies the quadratic energy conservation law is discretized in time by combining explicit high-order Runge-Kutta methods with orthogonal projection techniques. The proposed schemes are shown …
Analysis of Energy and QUadratic Invariant Preserving (EQUIP) methods
Dipartimento di Matematica e Informatica “U. Dini”, Viale Morgagni 67/a, 50134 Firenze, Italy（都尼数学与信息系）；Dipartimento di Matematica, Via Orabona 4, 70125 Bari, Italy（巴里大学数学系）
We perform a numerical analysis of a class of randomly perturbed {H}amiltonian systems and {P}oisson systems. For the considered additive noise perturbation of such systems, we show the long time behavior of the energy and quadratic Casimirs for the exact solution. We then propose and analyze a drift-preserving splitting scheme for such problems with the following properties: exact drift preservation of energy and quadratic Casimirs, mean-square order of convergence one, weak order of convergence two. These properties are illustrated with numerical experiments.
In this paper, we present a quadratic auxiliary variable approach to develop a new class of energy-preserving Runge-Kutta methods for the Korteweg-de Vries equation. The quadratic auxiliary variable approach is first proposed to reformulate the original model into an equivalent system, which transforms the energy conservation law of the Korteweg-de Vries equation into two quadratic invariants of the reformulated system. Then the symplectic Runge-Kutta methods are directly employed for the reformulated model to arrive at a new kind of time semi-discrete schemes for the original problem. Under t…
Structure-preserving deflation of critical eigenvalues in quadratic eigenvalue problems associated with damped mass-spring systems
IIT Guwahati（印度理工学院古瓦哈提分校）；TU Berlin（柏林工业大学）；Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics（奥西耶克约瑟普尤拉伊斯特罗斯梅亚耶尔大学应用数学与信息学院）
In this paper, we present a novel class of high-order energy-preserving schemes for solving the Zakharov-Rubenchik equations. The main idea of the scheme is first to introduce an quadratic auxiliary variable to transform the Hamiltonian energy into a modified quadratic energy and the original system is then reformulated into an equivalent system which satisfies the mass, modified energy as well as two linear invariants. The symplectic Runge-Kutta method in time, together with the Fourier pseudo-spectral method in space is employed to compute the solution of the reformulated system. The main be…
In this paper, we are concerned with arbitrarily high-order momentum-preserving and energy-preserving schemes for solving the generalized Rosenau-type equation, respectively. The derivation of the momentum-preserving schemes is made within the symplectic Runge-Kutta method, coupled with the standard Fourier pseudo-spectral method in space. Then, combined with the quadratic auxiliary variable approach and the symplectic Runge-Kutta method, together with the standard Fourier pseudo-spectral method, we present a class of high-order mass- and energy-preserving schemes for the Rosenau equation. Fin…
In this paper, we present two different approaches for constructing reduced-order models (ROMs) for the two-dimensional shallow water equation (SWE). The first one is based on the noncanonical Hamiltonian/Poisson form of the SWE. After integration in time by the fully implicit average vector field method, ROMs are constructed with proper orthogonal decomposition/discrete empirical interpolation method (POD/DEIM) that preserves the Hamiltonian structure. In the second approach, the SWE as a partial differential equation with quadratic nonlinearity is integrated in time by the linearly implicit …
In this paper, we propose a unified approach for solving structure-preserving eigenvalue embedding problem (SEEP) for quadratic regular matrix polynomials with symmetry structures. First, we determine perturbations of a quadratic matrix polynomial, unstructured or structured, such that the perturbed polynomials reproduce a desired invariant pair while maintaining the invariance of another invariant pair of the unperturbed polynomial. If the latter is unknown, it is referred to as no spillover perturbation. Then we use these results for solving the SEEP for structured quadratic matrix polynomia…
In this paper, a class of arbitrarily high-order linear momentum-preserving and energy-preserving schemes are proposed, respectively, for solving the regularized long-wave equation. For the momentum-preserving scheme, the key idea is based on the extrapolation/prediction-correction technique and the symplectic Runge-Kutta method in time, together with the standard Fourier pseudo-spectral method in space. We show that the scheme is linear, high-order, unconditionally stable and preserves the discrete momentum of the system. For the energy-preserving scheme, it is mainly based on the energy quad…
In this paper, we present an efficient numerical algorithm for solving the time-dependent Cahn--Hilliard--Navier--Stokes equations that model the flow of two phases with different densities. The pressure-correction step in the projection method consists of a Poisson problem with a modified right-hand side. Spatial discretization is based on discontinuous Galerkin methods with piecewise linear or piecewise quadratic polynomials. Flux and slope limiting techniques successfully eliminate the bulk shift, overshoot and undershoot in the order parameter, which is shown to be bound-preserving. Severa…
In this paper, we develop a novel class of arbitrarily high-order energy-preserving schemes for the Camassa-Holm equation. With the aid of the invariant energy quadratization approach, the Camassa-Holm equation is first reformulated into an equivalent system, which inherits a quadratic energy. {The new system is then discretized} by the standard Fourier pseudo-spectral method, which can exactly preserve the semi-discrete energy conservation law. Subsequently, { a symplectic Runge-Kutta method such as the Gauss collocation method is applied} for the resulting semi-discrete system to arrive at a…
