Normal forms and versal deformations of linear Hamiltonian systems

Equivalence classes of time independent, linear, real Hamiltonian systems can be identified, up to canonical transformations, with the orbits of the adjoint action of the real symplectic group on its Lie algebra. A new set of representatives, also called normal forms, for these orbits is given. Versal deformations of systems in normal form are constructed. Applications of versal deformations to the study of bifurcations of linear systems with small codimension are indicated.     

Lipschitz properties of structure preserving matrix perturbations

It is proved that, under small perturbations that preserve the Jordan structure, canonical transformation matrices have the Lipschitz property. Analogous result is proved for matrices under additional structure, such as Hamiltonian, skew-Hamiltonian, and symplectic. Both real and complex cases are considered.     

关于k-广义酉矩阵

本文研究了k-广义酉矩阵的性质及其与酉矩阵、辛矩阵、Householder矩阵之间的联系,取得了许多新的结果,推广了酉矩阵及Householder矩阵的相应结果,特别将正交矩阵的广义Cayley分解推广到了广义酉矩阵上;并将各类酉矩阵及辛矩阵统一了起来.     

Symplectic effective order methods

A family of three stage symplectic Runge–Kutta methods are derived with effective order 4. The methods are constrained so that the coefficient matrix A has only real eigenvalues. This restriction enables transformations to be introduced into the implementation of the method so that, for large Hamiltonian problems, there is a significant gain in efficiency.     

On tridiagonal matrices unitarily equivalent to normal matrices

In this article the unitary equivalence transformation of normal matrices to tridiagonal form is studied.It is well-known that any matrix is unitarily equivalent to a tridiagonal matrix. In case of a normal matrix the resulting tridiagonal inherits a strong relation between its super- and subdiagonal elements. The corresponding elements of the super- and subdiagonal will have the same absolute value.In this article some basic facts about a unitary equivalence transformation of an arbitrary matrix to tridiagonal form are firstly studied. Both an iterative reduction based on Krylov sequences as a direct tridiagonalization procedure via Householder transformations are reconsidered. This equivalence transformation is then applied to the normal case and equality of the absolute value between the super- and subdiagonals is proved. Self-adjointness of the resulting tridiagonal matrix with regard to a specific scalar product is proved. Properties when applying the reduction on symmetric, skew-symmetric, Hermitian, skew-Hermitian and unitary matrices and their relations with, e.g., complex symmetric and pseudo-symmetric matrices are presented.It is shown that the reduction can then be used to compute the singular value decomposition of normal matrices making use of the Takagi factorization. Finally some extra properties of the reduction as well as an efficient method for computing a unitary complex symmetric decomposition of a normal matrix are given.     

传递辛矩阵群收敛于辛Lie群

通过作用量变分原理,给出了Hamilton正则方程离散积分的传递辛矩阵表示,利用Hamilton正则方程给出了其对应的Lie代数．说明了当时间区段长度趋近于0时,离散系统积分的传递辛矩阵群收敛于连续时间Hamilton系统微分方程分析积分得到的辛Lie群．     

Symplectic curvature tensors

In the paper, one establishes the decomposition of the space of tensors which have the symmetries of the curvature of a torsionless symplectic connection into Sp (n)-irreducible components. This leads to three interesting classes of symplectic connections: flat, Ricci flat, and similar to the Levi-Civita connections of Kähler manifolds with constant holomorphic sectional curvature (we call them connections with reducible curvature). A symplectic manifold with two transversal polarizations has a canonical symplectic connection, and we study properties that are encountered if this canonical connection belongs to the classes mentioned above. For instance, in the reducible case we can compute the Pontrjagin classes, and these will be zero if the polarizations are real, etc. If the polarizations are real and there exist points where they are either singular or nontransversal, one has residues in the sense ofLehmann [L], which should be expected to play an interesting role in symplectic geometry.     

自治Birkhoff系统的广义正则变换和辛算法研究

研究了自治Birkhoff系统的广义正则变换,将Hamilton系统的辛算法推广到Birkhoff系统,通过引入凯莱变换和生成函数法构造Birkhoff方程的Birkhoff的辛差分格式,同时讨论了Birkhoff差分格式的辛算法.     

Canonical transformations of the extended phase space and integrable systems

We investigate the explicit construction of a canonical transformation of the time variable and the Hamiltonian whereby a given completely integrable system is mapped into another integrable system. The change of time induces a transformation of the equations of motion and of their solutions, the integrals of motion, the methods of separation of variables, the Lax matrices, and the correspondingr-matrices. For several specific families of integrable systems (Toda chains, Holt systems, and Stäckel-type systems), we construct canonical transformations of time in the extended phase space that preserve the integrability property.     

A matrix pencil approach computing the elementary divisors of a matrix: Numerical aspects and applications

In the present paper is presented a new matrix pencil-based numerical approach achieving the computation of the elementary divisors of a given matrixA ∈ C ^{n × n}. This computation is attained without performing similarity transformations and the whole procedure is based on the construction of the Piecewise Arithmetic Progression Sequence (PAPS) of the associated pencil λI _n - A of matrix A, for all the appropriate values of λ belonging to the set of eigenvalues of A. This technique produces a stable and accurate numerical algorithm working satisfactorily for matrices with a well defined eigenstructure. The whole technique can be applied for the computation of the first, second and Jordan canonical form of a given matrixA ∈ C ^{n × n}. The results are accurate for matrices possessing a well defined canonical form. In case of defective matrices, indications of the most appropriately computed canonical form are given.     

线性Hamilton系统边值问题的保辛数值方法

以Hamilton系统的正则变换和生成函数为基础研究线性时变Hamilton系统边值问题的保辛数值求解算法.根据第二类生成函数系数矩阵与状态传递矩阵的关系,构造了生成函数系数矩阵的区段合并递推算法,并进一步将递推算法推广到线性非齐次边值问题中;然后利用生成函数的性质将边值问题转化为初值问题,最后采用初值问题的保辛算法求解以达到整个Hamilton系统保辛的目的.数值算例表明该方法能够有效地求解线性齐次与非齐次问题,并能很好地保持Hamilton系统的固有特性.     

Comparison theorems for symplectic systems of difference equations

In the present paper, we prove comparison theorems for symplectic systems of difference equations, which generalize difference analogs of canonical systems of differential equations. We obtain general relations between the number of focal points of conjoined bases of two symplectic systems with matrices W _i and $ \hat W_i $ \hat W_i as well as their corollaries, which generalize well-known comparison theorems for Hamiltonian difference systems. We consider applications of comparison theorems to spectral theory and in the theory of transformations. We obtain a formula for the number of eigenvalues λ of a symplectic boundary value problem on the interval (λ ₁, λ ₂]. For an arbitrary symplectic transformation, we prove a relationship between the numbers of focal points of the conjoined bases of the original and transformed systems. In the case of a constant transformation, we prove a theorem that generalizes the well-known reciprocity principle for discrete Hamiltonian systems.     

Eigenvalue perturbation theory of symplectic,orthogonal, and unitary matrices under generic structured rank one perturbations

We study the perturbation theory of structured matrices under structured rank one perturbations, with emphasis on matrices that are unitary, orthogonal, or symplectic with respect to an indefinite inner product. The rank one perturbations are not necessarily of arbitrary small size (in the sense of norm). In the case of sesquilinear forms, results on selfadjoint matrices can be applied to unitary matrices by using the Cayley transformation, but in the case of real or complex symmetric or skew-symmetric bilinear forms additional considerations are necessary. For complex symplectic matrices, it turns out that generically (with respect to the perturbations) the behavior of the Jordan form of the perturbed matrix follows the pattern established earlier for unstructured matrices and their unstructured perturbations, provided the specific properties of the Jordan form of complex symplectic matrices are accounted for. For instance, the number of Jordan blocks of fixed odd size corresponding to the eigenvalue 1 or ?1 have to be even. For complex orthogonal matrices, it is shown that the behavior of the Jordan structures corresponding to the original eigenvalues that are not moved by perturbations follows again the pattern established earlier for unstructured matrices, taking into account the specifics of Jordan forms of complex orthogonal matrices. The proofs are based on general results developed in the paper concerning Jordan forms of structured matrices (which include in particular the classes of orthogonal and symplectic matrices) under structured rank one perturbations. These results are presented and proved in the framework of real as well as of complex matrices.     

Geometric integration of non-autonomous linear Hamiltonian problems

Symplectic integration of autonomous Hamiltonian systems is a well-known field of study in geometric numerical integration, but for non-autonomous systems the situation is less clear, since symplectic structure requires an even number of dimensions. We show that one possible extension of symplectic methods in the autonomous setting to the non-autonomous setting is obtained by using canonical transformations. Many existing methods fit into this framework. We also perform experiments which indicate that for exponential integrators, the canonical and symmetric properties are important for good long time behaviour. In particular, the theoretical and numerical results support the well documented fact from the literature that exponential integrators for non-autonomous linear problems have superior accuracy compared to general ODE schemes.     

A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils

A new method is presented for the numerical computation of the generalized eigenvalues of real Hamiltonian or symplectic pencils and matrices. The method is numerically backward stable and preserves the structure (i.e., Hamiltonian or symplectic). In the case of a Hamiltonian matrix the method is closely related to the square reduced method of Van Loan, but in contrast to that method which may suffer from a loss of accuracy of order , where is the machine precision, the new method computes the eigenvalues to full possible accuracy. Received April 8, 1996 / Revised version received December 20, 1996     

A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix

A fast method for computing all the eigenvalues of a Hamiltonian matrix M is given. The method relies on orthogonal symplectic similarity transformations which preserve structure and have desirable numerical properties. The algorithm requires about one-fourth the number of floating-point operations and one-half the space of the standard QR algorithm. The computed eigenvalues are shown to be the exact eigenvalues of a matrix M + E where ∥E∥ depends on the square root of the machine precision. The accuracy of a computed eigenvalue depends on both its condition and its magnitude, larger eigenvalues typically being more accurate.     

Symplectic Householder transformations for a QR-like decomposition,a geometric and algebraic approaches

The aim of this paper is to show how geometric and algebraic approaches lead us to a new symplectic elementary transformations: the 2-D symplectic Householder transformations. Their features are studied in details. Their interesting properties allow us to construct a new algorithm for computing a SR factorization. This algorithm is based only on these 2-D symplectic Householder transformations. Its new features are highlighted. The study shows that, in the symplectic case, the new algorithm is the corresponding one to the classical QR factorization algorithm, via the Householder transformations. Some numerical experiments are given.     

When is a symplectic quotient an orbifold?

Let K be a compact Lie group of positive dimension. We show that for most unitary K-modules the corresponding symplectic quotient is not regularly symplectomorphic to a linear symplectic orbifold (the quotient of a unitary module of a finite group). When K is connected, we show that even a symplectomorphism to a linear symplectic orbifold does not exist. Our results yield conditions that preclude the symplectic quotient of a Hamiltonian K  -manifold from being locally isomorphic to an orbifold. As an application, we determine which unitary _SU2${\mathrm{SU}}_2$-modules yield symplectic quotients that are Z⁺${\mathbb{Z}}^{+}$-graded regularly symplectomorphic to a linear symplectic orbifold. We similarly determine which unitary circle representations yield symplectic quotients that admit a regular diffeomorphism to a linear symplectic orbifold.     

Hamiltonian formulation of energy conservative variational equations by wavelet expansion

Hamiltonian formulation of various energy conservative evolution equations is given by means of wavelet expansion of solutions on the whole real axis R. The KdV equation, wave equations and Schrödinger equations are treated in a unified similar manner. A matrix representation of operators with respect to a nice wavelet base plays an important role in the formulation. Since the procedure is very concrete, our results can be used to efficiently compute numerical solutions of partial differential equations described in the text. In fact, we may also use symplectic schemes to solve derived Hamiltonian systems.