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 the residual of the equations of motion over a time step to zero.
We consider three numerical examples to understand the numerical performance of the one-step variational and Galerkin methods. We first study a particle in a double-well potential and compare the variational approach results with the corresponding results for the Galerkin approach. We then study the Duffing oscillator to understand the numerical behavior in presence of dissipative forces. Finally, we apply the proposed methods to a nonlinear aeroelastic system with two degrees of freedom. Both variational and Galerkin one-step methods capture conservative and nonconservative dynamics accurately with excellent energy behavior. The one-step Galerkin methods exhibit better trajectory and energy performance than the one-step variational methods and the variational integrators.
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 $2s$.
We present high order accurate numerical methods for the wave equation that combines efficient Hermite methods with eometrically flexible discontinuous Galerkin methods by using overset grids. Near boundaries we use thin boundary fitted curvilinear grids and in the volume we use Cartesian grids so that the computational complexity of the solvers approach a structured Cartesian Hermite method. Unlike many other overset methods we do not need to add artificial dissipation but we find that the built in dissipation of the Hermite and discontinuous Galerkin methods is sufficient to maintain stabili…
We prove the convergence of discontinuous Galerkin approximations for the Vlasov-Poisson system written as an hyperbolic system using Hermite polynomials in velocity. To obtain stability properties, we introduce a suitable weighted L 2 space, with a time dependent weight, and first prove global stability for the weighted L 2 norm and propagation of regularity. Then we prove error estimates between the numerical solution and the smooth solution to the Vlasov-Poisson system.
We propose a class of conservative discontinuous Galerkin methods for the Vlasov-Poisson system written as a hyperbolic system using Hermite polynomials in the velocity variable. These schemes are designed to be systematically as accurate as one wants with provable conservation of mass and possibly total energy. Such properties in general are hard to achieve within other numerical method frameworks for simulating the Vlasov-Poisson system. The proposed scheme employs discontinuous Galerkin discretization for both the Vlasov and the Poisson equations, resulting in a consistent description of th…
We study a class of spatial discretizations for the Vlasov-Poisson system written as an hyperbolic system using Hermite polynomials. In particular, we focus on spectral methods and discontinuous Galerkin approximations. To obtain L 2 stability properties, we introduce a new L 2 weighted space, with a time dependent weight. For the Hermite spectral form of the Vlasov-Poisson system, we prove conservation of mass, momentum and total energy, as well as global stability for the weighted L 2 norm. These properties are then discussed for several spatial discretizations. Finally, numerical simulation…
Time-dependent Hermite-Galerkin spectral method and its applications
School of Mathematics and System Sciences, Beihang University（北京航空航天大学数学与系统科学学院）；Department of Mathematics, Harvard University（哈佛大学数学系）；Department of Mathematical Sciences, Tsinghua University（清华大学数学科学系）
The aim of this work is to devise and analyse an accurate numerical scheme to solve Erdélyi-Kober fractional diffusion equation. This solution can be thought as the marginal pdf of the stochastic process called the generalized grey Brownian motion (ggBm). The ggBm includes some well-known stochastic processes: Brownian motion, fractional Brownian motion and grey Brownian motion. To obtain convergent numerical scheme we transform the fractional diffusion equation into its weak form and apply the discretization of the Erdélyi-Kober fractional derivative. We prove the stability of the solution of…
Error Estimates of the Gain Approximation by Hermite-Galerkin Method in Feedback Particle Filter
School of Mathematical Sciences, Beihang University（北京航空航天大学数学科学学院）；Key Laboratory of Mathematics, Informatics and Behavioral Semantics (LMIB), Beihang University（北京航空航天大学数学、信息与行为语义重点实验室）
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,…
This work proposes a basis for improved throughput of matrix-free evaluation of discontinuous Galerkin symmetric interior penalty discretizations on hexahedral elements. The basis relies on ideas of Hermite polynomials. It is used in a fully discontinuous setting not for higher order continuity but to minimize the effective stencil width, namely to limit the neighbor access of an element to one data point for the function value and one for the derivative. The basis is extended to higher orders with nodal contributions derived from roots of Jacobi polynomials and extended to multiple dimensions…
This paper proposes an efficient symbolic-numeric method to compute the integrals in the successive Galerkin approximation (SGA) of the Hamilton-Jacobi-Bellman (HJB) equation. A solution of the HJB equation is first approximated with a linear combination of the Hermite polynomials. The coefficients of the combination are then computed by iteratively solving a linear equation, which consists of the integrals of the Hermite polynomials multiplied by nonlinear functions. The recursive structure of the Hermite polynomials is inherited by the integrals, and their recurrence relations can be compute…
Based on the Hermite expansion of the distribution function, we introduce a Galerkin spectral method for the spatially homogeneous Boltzmann equation with the realistic inverse-power-law models. A practical algorithm is proposed to evaluate the coefficients in the spectral method with high accuracy, and these coefficients are also used to construct new computationally affordable collision models. Numerical experiments show that our method captures the low-order moments very efficiently.
In this paper, one-stage explicit trigonometric integrators for solving quasilinear wave equations are formulated and studied. For solving wave equations, we first introduce trigonometric integrators as the semidiscretization in time and then consider a spectral Galerkin method for the discretization in space. We show that one-stage explicit trigonometric integrators in time have second-order convergence and the result is also true for the fullydiscrete scheme without requiring any CFL-type coupling of the discretization parameters. The results are proved by using energy techniques, which are …
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…
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…
We study the conservation properties of the Hermite-discontinuous Galerkin (Hermite-DG) approximation of the Vlasov-Maxwell equations. In this semi-discrete formulation, the total mass is preserved independently for every plasma species. Further, an energy invariant exists if central numerical fluxes are used in the DG approximation of Maxwell's equations, while a dissipative term is present when upwind fluxes are employed. In general, traditional temporal integrators might fail to preserve invariants associated with conservation laws during the time evolution. Hence, we analyze the capability…
A rank-adaptive integrator for the approximate solution of high-order tensor differential equations by tree tensor networks is proposed and analyzed. In a recursion from the leaves to the root, the integrator updates bases and then evolves connection tensors by a Galerkin method in the augmented subspace spanned by the new and old bases. This is followed by rank truncation within a specified error tolerance. The memory requirements are linear in the order of the tensor and linear in the maximal mode dimension. The integrator is robust to small singular values of matricizations of the connectio…
Mathematical Institute, University of Oxford（牛津大学数学研究所）；Mathematical Institute, Faculty of Mathematics and Physics, Charles University（布拉格查理大学数理学院数学研究所）；Department of Mathematics, Baylor University（贝勒大学数学系）；Department of Mathematics and Statistics, Memorial University of Newfoundland（纽芬兰纪念大学数学与统计系）
Numerical analysis of the second-order time-dependent saddle point Maxwell system via a parameter-free discontinuous Galerkin method: The first optimal ${\bf L}^{2}$-norm error estimates
Indian Institute of Technology Guwahati（印度理工学院古瓦哈提分校）
In this paper, a fifth-order Hermite weighted essentially non-oscillatory (HWENO) scheme with artificial linear weights is proposed for one and two dimensional hyperbolic conservation laws, where the zeroth-order and the first-order moments are used in the spatial reconstruction. We construct the HWENO methodology using a nonlinear convex combination of a high degree polynomial with several low degree polynomials, and the associated linear weights can be any artificial positive numbers with only requirement that their summation equals one. The one advantage of the HWENO scheme is its simplicit…
A variational integrator of arbitrarily high-order on the special orthogonal group $SO(n)$ is constructed using the polar decomposition and the constrained Galerkin method. It has the advantage of avoiding the second-order derivative of the exponential map that arises in traditional Lie group variational methods. In addition, a reduced Lie--Poisson integrator is constructed and the resulting algorithms can naturally be implemented by fixed-point iteration. The proposed methods are validated by numerical simulations on $SO(3)$ which demonstrate that they are comparable to variational Runge--Kut…
Numerical climate- and weather-prediction requires the fast solution of the equations of fluid dynamics. Discontinuous Galerkin (DG) discretisations have several advantageous properties. They can be used for arbitrary domains and support a structured data layout, which is important on modern chip architectures. For smooth solutions, higher order approximations can be particularly efficient since errors decrease exponentially in the polynomial degree. Due to the wide separation of timescales in atmospheric dynamics, semi-implicit time integrators are highly efficient, since the implicit treatme…
We consider a family of variational time discretizations that are generalizations of discontinuous Galerkin (dG) and continuous Galerkin-Petrov (cGP) methods. The family is characterized by two parameters. One describes the polynomial ansatz order while the other one is associated with the global smoothness that is ensured by higher order collocation conditions at both ends of the subintervals. The presented methods provide the same stability properties as dG or cGP. Provided that suitable quadrature rules of Hermite type for evaluating the integrals in the variational conditions are used, the…
