Symplectic structure-preserving integrators for the two-dimensional Gross-Pitaevskii equation for BEC

Symplectic integrators have been developed for solving the two-dimensional Gross-Pitaevskii equation. The equation is transformed into a Hamiltonian form with symplectic structure. Then, symplectic integrators, including the midpoint rule, and a splitting symplectic scheme are developed for treating this equation. It is shown that the proposed codes fulfill the discrete charge conservation law. Furthermore, the global error of the numerical solution is theoretically estimated. The theoretical analysis is supported by some numerical simulations.     

VON NEUMANN STABILITY ANALYSIS OF SYMPLECTIC INTEGRATORS APPLIED TO HAMILTONIAN PDEs

Symplectic integration of separable Hamiltonian ordinary and partial differential equations is discussed. A von Neumann analysis is performed to achieve general linear stability criteria for symplectic methods applied to a restricted class of Hamiltonian PDEs. In this treatment, the symplectic step is performed prior to the spatial step, as opposed to the standard approach of spatially discretising the PDE to form a system of Hamiltonian ODEs to which a symplectic integrator can be applied. In this way stability criteria are achieved by considering the spectra of linearised Hamiltonian PDEs rather than spatial step size.     

Hamiltonian spatial structure for three-dimensional water waves in a moving frame of reference

Summary The governing equations for three-dimensional time-dependent water waves in a moving frame of reference are reformulated in terms of the energy and momentum flux. The novelty of this approach is that time-independent motions of the system—that is, motions that are steady in a moving frame of reference—satisfy a partial differential equation, which is shown to be Hamiltonian. The theory of Hamiltonian evolution equations (canonical variables, Poisson brackets, symplectic form, conservation laws) is applied to the spatial Hamiltonian system derived for pure gravity waves. The addition of surface tension changes the spatial Hamiltonian structure in such a way that the symplectic operator becomes degenerate, and the properties of this generalized Hamiltonian system are also studied. Hamiltonian bifurcation theory is applied to the linear spatial Hamiltonian system for capillary-gravity waves, showing how new waves can be found in this framework.     

Beyond conventional Runge–Kutta methods in numerical integration of ODEs and DAEs by use of structures and local models

There are two parts in this paper. In the first part we consider an overdetermined system of differential-algebraic equations (DAEs). We are particularly concerned with Hamiltonian and Lagrangian systems with holonomic constraints. The main motivation is in finding methods based on Gauss coefficients, preserving not only the constraints, symmetry, symplecticness, and variational nature of trajectories of holonomically constrained Hamiltonian and Lagrangian systems, but also having optimal order of convergence. The new class of (s,s)$(s,s)$-Gauss–Lobatto specialized partitioned additive Runge–Kutta (SPARK) methods uses greatly the structure of the DAEs and possesses all desired properties. In the second part we propose a unified approach for the solution of ordinary differential equations (ODEs) mixing analytical solutions and numerical approximations. The basic idea is to consider local models which can be solved efficiently, for example analytically, and to incorporate their solution into a global procedure based on standard numerical integration methods for the correction. In order to preserve also symmetry we define the new class of symmetrized Runge–Kutta methods with local model (SRKLM).     

Global modified Hamiltonian for constrained symplectic integrators

Summary. We prove that the numerical solution of partitioned Runge-Kutta methods applied to constrained Hamiltonian systems (e.g., the Rattle algorithm or the Lobatto IIIA–IIIB pair) is formally equal to the exact solution of a constrained Hamiltonian system with a globally defined modified Hamiltonian. This property is essential for a better understanding of their longtime behaviour. As an illustration, the equations of motion of an unsymmetric top are solved using a parameterization with Euler parameters. Mathematics Subject Classification (2000):65L06, 65L80, 65P10     

Generating equations approach for quadratic matrix equations

We show how Van Loan's method for annulling the (2,1) block of skew‐Hamiltonian matrices by symplectic‐orthogonal similarity transformation generalizes to general matrices and provides a numerical algorithm for solving the general quadratic matrix equation: For skew‐Hamiltonian matrices we find their canonical form under a similarity transformation and find the class of all symplectic‐orthogonal similarity transformations for annulling the (2,1) block and simultaneously bringing the (1,1) block to Hessenberg form. We present a structure‐preserving algorithm for the solution of continuous‐time algebraic Riccati equation. Unlike other methods in the literature, the final transformed Hamiltonian matrix is not in Hamiltonian–Schur form. Three applications are presented: (a) for a special system of partial differential equations of second order for a single unknown function, we obtain the matrix of partial derivatives of second order of the unknown function by only algebraic operations and differentiation of functions; (b) for a similar transformation of a complex matrix into a symmetric (and three‐diagonal) one by applying only finite algebraic transformations; and (c) for finite‐step reduction of the eigenvalues–eigenvectors problem of a Hermitian matrix to the eigenvalues– eigenvectors problem of a real symmetric matrix of the same dimension. Copyright © 1999 John Wiley & Sons, Ltd.     

Travelling Wave Solutions and Conservation Laws of the (2+1)-dimensional Broer-Kaup-Kupershmidt Equatio

The travelling wave solutions and conservation laws of the (2+1)-dimensional Broer-Kaup-Kupershmidt (BKK) equation are considered in this paper. Under the travelling wave frame, the BKK equation is transformed to a system of ordinary differential equations (ODEs) with two dependent variables. Therefore, it happens that one dependent variable $u$ can be decoupled into a second order ODE that corresponds to a Hamiltonian planar dynamical system involving three arbitrary constants. By using the bifurcation analysis, we obtain the bounded travelling wave solutions $u$, which include the kink, anti-kink and periodic wave solutions. Finally, the conservation laws of the BBK equation are derived by employing the multiplier approach.     

Hierarchy of symplectic forms for the Schrödinger and the Dirac equations on a line

A sequence of symplectic forms have been constructed, relative to each of which the Korteweg-de Vries equation and all its higher analogs are Hamiltonian. The well-known conservation laws serve as the Hamiltonians. An analogous system of forms has been constructed also for a family of equations solvable by use of the inverse scattering problem for the Dirac operator. The results are used in the investigation of the connection between various non-linear evolution equations.     

New open modified Newton Cotes type formulae as multilayer symplectic integrators

New modified open Newton Cotes integrators are introduced in this paper. For the new proposed integrators the connection between these new algorithms, differential methods and symplectic integrators is studied. Much research has been done on one step symplectic integrators and several of them have obtained based on symplectic geometry. However, the research on multistep symplectic integrators is very poor. Zhu et al. [1] studied the well known open Newton Cotes differential methods and they presented them as multilayer symplectic integrators. Chiou and Wu [2] studied the development of multistep symplectic integrators based on the open Newton Cotes integration methods. In this paper we introduce a new open modified numerical method of Newton Cotes type and we present it as symplectic multilayer structure. The new obtained symplectic schemes are applied for the solution of Hamilton’s equations of motion which are linear in position and momentum. An important remark is that the Hamiltonian energy of the system remains almost constant as integration proceeds. We have applied also efficiently the new proposed method to a nonlinear orbital problem and an almost periodic orbital problem.     

Arbitrary-Order Trigonometric Fourier Collocation Methods for Multi-Frequency Oscillatory Systems

We rigorously study a novel type of trigonometric Fourier collocation methods for solving multi-frequency oscillatory second-order ordinary differential equations (ODEs) \(q^{\prime \prime }(t)+Mq(t)=f(q(t))\) with a principal frequency matrix \(M\in \mathbb {R}^{d\times d}\). If \(M\) is symmetric and positive semi-definite and \(f(q) = -\nabla U(q)\) for a smooth function \(U(q)\), then this is a multi-frequency oscillatory Hamiltonian system with the Hamiltonian \(H(q,p)=p^{T}p/2+q^{T}Mq/2+U(q),\) where \(p = q'\). The solution of this system is a nonlinear multi-frequency oscillator. The new trigonometric Fourier collocation method takes advantage of the special structure brought by the linear term \(Mq\), and its construction incorporates the idea of collocation methods, the variation-of-constants formula and the local Fourier expansion of the system. The properties of the new methods are analysed. The analysis in the paper demonstrates an important feature, namely that the trigonometric Fourier collocation methods can be of an arbitrary order and when \(M\rightarrow 0\), each trigonometric Fourier collocation method creates a particular Runge–Kutta–Nyström-type Fourier collocation method, which is symplectic under some conditions. This allows us to obtain arbitrary high-order symplectic methods to deal with a special and important class of systems of second-order ODEs in an efficient way. The results of numerical experiments are quite promising and show that the trigonometric Fourier collocation methods are significantly more efficient in comparison with alternative approaches that have previously appeared in the literature.     

Essentially Symplectic Boundary Value Methods for Linear Hamiltonian Systems

1.IlltroductiollInmanyareasofphysics,mechanics,etc.,HamiltoniansystemsofODEsplayaveryimportantrole.Suchsystemshavethefollowinggeneralform:where,bydenotingwithOfandimthenullmatrixandtheidentitymatrixofordermarespectively,SimplepropertiesofthematrixJZmarethefollowingones:Inequation(1)AH(~,t)isthegradientofascalarfunctionH(y,t),usuallycalledHamiltonian.InthecasewhereH(y,t)=H(y),thenthevalueofthisfunctionremainsconstantalongt.hesollltion7/(t),t,hatis'*ReceivedFebruaryI3,1995.l)Worksupporte…     

The life-span of backward error analysis for numerical integrators

Summary. Backward error analysis is a useful tool for the study of numerical approximations to ordinary differential equations. The numerical solution is formally interpreted as the exact solution of a perturbed differential equation, given as a formal and usually divergent series in powers of the step size. For a rigorous analysis, this series has to be truncated. In this article we study the influence of this truncation to the difference between the numerical solution and the exact solution of the perturbed differential equation. Results on the long-time behaviour of numerical solutions are obtained in this way. We present applications to the numerical phase portrait near hyperbolic equilibrium points, to asymptotically stable periodic orbits and Hopf bifurcation, and to energy conservation and approximation of invariant tori in Hamiltonian systems. Received October 18, 1995 / Revised version received February 28, 1996     

Multi-revolution composition methods for highly oscillatory differential equations

We introduce a new class of multi-revolution composition methods for the approximation of the \(N\) th-iterate of a given near-identity map. When applied to the numerical integration of highly oscillatory systems of differential equations, the technique benefits from the properties of standard composition methods: it is intrinsically geometric and well-suited for Hamiltonian or divergence-free equations for instance. We prove error estimates with error constants that are independent of the oscillatory frequency. Numerical experiments, in particular for the nonlinear Schrödinger equation, illustrate the theoretical results, as well as the efficiency and versatility of the methods.     

Hamilton系统下基于相位误差的精细辛算法

Hamilton系统是一类重要的动力系统，辛算法（如生成函数法、SRK法、SPRK法、多步法等）是针对Hamilton系统所设计的具有保持相空间辛结构不变或保Hamilton函数不变的算法.但是，时域上，同阶的辛算法与Runge-Kutta法具有相同的数值精度，即辛算法在计算过程中也存在相位误差，导致时域上解的数值精度不高.经过长时间计算后，计算结果在时域上也会变得“面目全非”.为了提高辛算法在时域上解的精度，将精细算法引入到辛差分格式中，提出了基于相位误差的精细辛算法（HPD-symplectic method），这种算法满足辛格式的要求，因此在离散过程中具有保Hamilton系统辛结构的优良特性.同时，由于精细化时间步长，极大地减小了辛算法的相位误差，大幅度提高了时域上解的数值精度，几乎可以达到计算机的精度，误差为O（10-13）.对于高低混频系统和刚性系统，常规的辛算法很难在较大的步长下同时实现对高低频精确仿真，精细辛算法通过精细计算时间步长，在大步长情况下，没有额外增加计算量，实现了高低混频的精确仿真.数值结果验证了此方法的有效性和可靠性.     

Numerical integration of positive linear differential-algebraic systems

In the simulation of dynamical processes in economy, social sciences, biology or chemistry, the analyzed values often represent non-negative quantities like the amount of goods or individuals or the density of a chemical or biological species. Such systems are typically described by positive ordinary differential equations (ODEs) that have a non-negative solution for every non-negative initial value. Besides positivity, these processes often are subject to algebraic constraints that result from conservation laws, limitation of resources, or balance conditions and thus the models are differential-algebraic equations (DAEs). In this work, we present conditions under which both these properties, the positivity as well as the algebraic constraints, are preserved in the numerical simulation by Runge–Kutta or multistep discretization methods. Using a decomposition approach, we separate the dynamic and the algebraic equations of a given linear, positive DAE to give positivity preserving conditions for each part separately. For the dynamic part, we generalize the results for positive ODEs to DAEs using the solution representation via Drazin inverses. For the algebraic part, we use the consistency conditions of the discretization method to derive conditions under which this part of the approximation overestimates the exact solution and thus is non-negative. We analyze these conditions for some common Runge–Kutta and multistep methods and observe that for index-1 systems and stiffly accurate Runge–Kutta methods, positivity is conditionally preserved under similar conditions as for ODEs. For higher index problems, however, none of the common methods is suitable.     

Lack of dissipativity is not symplecticness

We show that, when numerically integrating Hamiltonian problems, nondissipative numerical methods do not in general share the advantages possessed by symplectic integrators. Here a numerical method is called nondissipative if, when applied with a small stepsize to the test equationdy/dt = iy, real, has amplification factors of unit modulus. We construct a fourth order, nondissipative, explicit Runge-Kutta-Nyström procedure with small error constants. Numerical experiments show that this scheme does not perform efficiently in the numerical integration of Hamiltonian problems.This research has been supported by project DGICYT PB92-254.     

Conservation laws and symmetries of semilinear radial wave equations

Classifications of symmetries and conservation laws are presented for a variety of physically and analytically interesting wave equations with power nonlinearities in n spatial dimensions: a radial hyperbolic equation, a radial Schrödinger equation and its derivative variant, and two proposed radial generalizations of modified Korteweg-de Vries equations, as well as Hamiltonian variants. The mains results classify all admitted local point symmetries and all admitted local conserved densities depending on up to first order spatial derivatives, including any that exist only for special powers or dimensions. All such cases for which these wave equations admit, in particular, dilational energies or conformal energies and inversion symmetries are determined. In addition, potential systems arising from the classified conservation laws are used to determine nonlocal symmetries and nonlocal conserved quantities admitted by these equations. As illustrative applications, a discussion is given of energy norms, conserved Hs norms, critical powers for blow-up solutions, and one-dimensional optimal symmetry groups for invariant solutions.     

Efficient implementation of symplectic implicit Runge-Kutta schemes with simplified Newton iterations

We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of Hamiltonian ordinary differential equations by means of Newton-like iterations. We pay particular attention to time-symmetric symplectic IRK schemes (such as collocation methods with Gaussian nodes). For an s-stage IRK scheme used to integrate a \(\dim \)-dimensional system of ordinary differential equations, the application of simplified versions of Newton iterations requires solving at each step several linear systems (one per iteration) with the same \(s\dim \times s\dim \) real coefficient matrix. We propose a technique that takes advantage of the symplecticity of the IRK scheme to reduce the cost of methods based on diagonalization of the IRK coefficient matrix. This is achieved by rewriting one step of the method centered at the midpoint on the integration subinterval and observing that the resulting coefficient matrix becomes similar to a skew-symmetric matrix. In addition, we propose a C implementation (based on Newton-like iterations) of Runge-Kutta collocation methods with Gaussian nodes that make use of such a rewriting of the linear system and that takes special care in reducing the effect of round-off errors. We report some numerical experiments that demonstrate the reduced round-off error propagation of our implementation.