Conservative symmetric second-order one-step schemes are derived for dynamical systems describing various many-body systems using the Discrete Multiplier Method. This includes conservative schemes for the $n$-species Lotka-Volterra system, the $n$-body problem with radially symmetric potential and the $n$-point vortex models in the plane and on the sphere. In particular, we recover Greenspan-Labudde's conservative schemes for the $n$-body problem. Numerical experiments are shown verifying the conservative property of the schemes and second-order accuracy.
We present a new linearly implicit exponential integrator that preserves the polynomial first integrals or Lyapunov functions for the conservative and dissipative stiff equations, respectively. The method is tested by both oscillated ordinary differential equations and partial differential equations, e.g., an averaged system in wind-induced oscillation, the Fermi-Pasta-Ulam systems, and the polynomial pendulum oscillators. The numerical simulations confirm the conservative properties of the proposed method and demonstrate its good behavior in superior running speed when compared with fully imp…
We present a family of multistep integrators based on the Adams-Bashforth methods. These schemes can be constructed for arbitrary convergence order with arbitrary step size variation. The step size can differ between different subdomains of the system. It can also change with time within a given subdomain. The methods are linearly conservative, preserving a wide class of analytically constant quantities to numerical roundoff, even when numerical truncation error is significantly higher. These methods are intended for use in solving conservative PDEs in discontinuous Galerkin formulations or in…
In this paper, combining the ideas of exponential integrators and discrete gradients, we propose and analyze a new structure-preserving exponential scheme for the conservative or dissipative system $\dot{y} = Q(M y + \nabla U (y))$, where $Q$ is a $d\times d$ skew-symmetric or negative semidefinite real matrix, $M$ is a $d\times d$ symmetric real matrix, and $U : \mathbb{R}^d\rightarrow\mathbb{R}$ is a differentiable function. We present two properties of the new scheme. The paper is accompanied by numerical results that demonstrate the remarkable superiority of our new scheme in comparison wi…
Conservative symmetric second-order one-step integrators are derived using the Discrete Multiplier Method for a family of vortex-blob models approximating the incompressible Euler's equations on the plane. Conservative properties and second order convergence are proved. A rational function approximation was used to approximate the exponential integral that appears in the Hamiltonian. Numerical experiments are shown to verify the conservative property of these integrators, their second-order accuracy, and as well as the resulting spatial and temporal accuracy of the vortex blob method. Moreover…
We introduce conservative integrators for long term integration of piecewise smooth systems with transversal dynamics and piecewise smooth conserved quantities. In essence, for a piecewise dynamical system with piecewise defined conserved quantities such that its trajectories cross transversally to its interface, we combine Mannshardt's transition scheme and the Discrete Multiplier Method to obtain conservative integrators capable of preserving conserved quantities up to machine precision and accuracy order. We prove that the order of accuracy of the conservative integrators is preserved after…
Since almost twenty years, modified Patankar--Runge--Kutta (MPRK) methods have proven to be efficient and robust numerical schemes that preserve positivity and conservativity of the production-destruction system irrespectively of the time step size chosen. Due to these advantageous properties they are used for a wide variety of applications. Nevertheless, until now, an analytic investigation of the stability of MPRK schemes is still missing, since the usual approach by means of Dahlquist's equation is not feasible. Therefore, we consider a positive and conservative 2D test problem and provide …
We propose a numerical scheme for the time-integration of nonholonomic mechanical systems, both conservative and nonconservative. The scheme is obtained by simultaneously discretizing the constraint equations and the Herglotz variational principle. We validate the method using numerical simulations and contrast them against the results of standard methods from the literature.
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 new approach to the construction of difference schemes of any order for the many-body problem that preserves all its algebraic integrals is proposed. We introduced additional variables, namely, distances and reciprocal distances between bodies, and wrote down a system of differential equations with respect to coordinates, velocities, and the additional variables. In this case, the system lost its Hamiltonian form, but all the classical integrals of motion of the many-body problem under consideration, as well as new integrals describing the relationship between the coordinates of the bodies a…
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…
An explicit numerical strategy that practically preserves invariants is derived for conservative systems by combining an explicit high-order Runge-Kutta (RK) scheme with a simple modification of the standard projection approach, which is named the explicit invariants-preserving (EIP) method. The proposed approach is shown to have the same order as the underlying RK method, while the error of invariants is analyzed in the order of $\mathcal{O}\left(h^{2(p+1)}\right),$ where $h$ is the time step and $p$ represents the order of the method. When $p$ is appropriately large, the EIP method is practi…
Based on the generalized Cayley transform, a family of conservative one-step schemes of the sixth order of accuracy for the Zakharov-Shabat system is constructed. The exponential integrator is a special case. Schemes based on rational approximation allow the use of fast algorithms to solve the initial problem for a large number of values of the spectral parameter.
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.
Compared to other symplectic integrators (the Wisdom and Holman map and its higher order generalizations) that also take advantage of the hierarchical nature of the motion of the planets around the central star, our methods require solving implicit equations at each time-step. We claim that, despite this disadvantage, FCIRK16 is more efficient than explicit symplectic integrators for high precision simulations thanks to: (i) its high order of precision, (ii) its easy parallelization, and (iii) its efficient mixed-precision implementation which reduces the effect of round-off errors. In additio…
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,…
