The rate of error growth in Hamiltonian-conserving integrators

In this note, we consider numerical methods for a class of Hamiltonian systems that preserve the Hamiltonian. We show that the rate of growth of error is at most linear in time when such methods are applied to problems with period uniquely determined by the value of the Hamiltonian. This contrasts to generic numerical schemes, for which the rate of error growth is superlinear. Asymptotically, the rate of error growth for symplectic schemes is also linear. Hence, Hamiltonian-conserving schemes are competitive with symplectic schemes in this respect. The theory is illustrated with a computation performed on Kepler's problem for the interaction of two bodies.     

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…     

On Stability of Symplectic Algorithms

1.FundamentalDeflnitionsLemma1.Thesolutionofalinearoofinarydtherentialequationwithcon8tantcoeffcientY=AYissta6leifalleigenvalue8ofAhaven0nP6sitivercalpartsandtheeigenvalueswithnullrealpartaresingleroots0ftheminimalp0lynomial.,/P\ThelinearHamiltoniansystemcanbeden0tedasZ=JSZwhereZ=(q),J=(ELs),andtheHamiltonianfuncti0nH(z)=ty.Lemma2.Thesolution80flinearHamiltoniansy8temsarecmticallysta6leifalleigenvaluesofJShavenullrsalpartandaresinglerootsojtheminitnalp0lyno?nial.Definiti0n1.Whenthemo…     

A Note on Conservation Laws of Symplectic Difference Schemes for Hamiltonian Systems

In this paper we consider the necessary conditions of conservation laws of symplectic difference schemes for Hamiltonian systems and give an example which shows that there does not exist any centered symplectic difference scheme which preserves all Hamiltonian energy.     

Symplectic Collocation Schemes for Hamiltonian Systems

The symplectic collocation schemes, which are based on the framework established by Feng Kang [1], are proposed for numerical solution of Hamiltonian systems. The sufficient and necessary conditions for various collocation schemes to be symplectic are obtained. Some examples of symplectic collocation schemes are also given.     

Symplectic Transformations and a Reduction Method for Asymptotically Linear Hamiltonian Systems

In many fields of applications, especially in applications from mechanics, many equations of motion can be written as Hamiltonian systems. In this paper, we study a class of asymptotically linear Hamiltonian systems. We construct a symplectic transformation which reduces the linear systems of the Hamiltonian systems. This reduction method can be applied to study the existence of periodic solutions for a class of asymptotically linear Hamiltonian systems under weaker conditions on the linear systems of the Hamiltonian systems.     

A Note on Convergence of Symplectic Schemes for Hamiltonian Systems

In this note we prove that all canonical (or symplectic) schemes for Hamiltonian systems constructed in [1-3] are convergent.     

Symplectic Difference Schemes for Hamiltonian Systems in General Symplectic Structure

We consider the construction of phase flow generating functions and symplectic difference schemes for Hamiltonian systems in general symplectic structure with variable coefficients.     

Two Novel Classes of Arbitrary High-Order Structure-Preserving Algorithms for Canonical Hamiltonian Systems

In this paper, we systematically construct two classes of structure-preserving schemes with arbitrary order of accuracy for canonical Hamiltonian systems. The one class is the symplectic scheme, which contains two new families of parameterized symplectic schemes that are derived by basing on the generating function method and the symmetric composition method, respectively. Each member in these schemes is symplectic for any fixed parameter. A more general form of generating functions is introduced, which generalizes the three classical generating functions that are widely used to construct symplectic algorithms. The other class is a novel family of energy and quadratic invariants preserving schemes, which is devised by adjusting the parameter in parameterized symplectic schemes to guarantee energy conservation at each time step. The existence of the solutions of these schemes is verified. Numerical experiments demonstrate the theoretical analysis and conservation of the proposed schemes.     

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.     

On the Approximation of Linear Hamiltonian Systems

When we study the oscillation of a physical system near its equilibrium and ignore dissipative effects, we may assume it is a linear Hamiltonian system (H-system), which possesses a special symplectic structure. Thus there arises a question: how to take this structure into account in the approximation of the H-system? This question was first answered by Feng Kang for finite dimensional H-systems.We will in this paper discuss the symplectic difference schemes preserving the symplectic structure and its related properties, with emphasis on the infinite dimensional H-systems.     

Explicit Symplectic Difference Schemes for Separable Hamiltonian Systems

This paper is to develop explicit fourth order symplectic difference schemes for separable Hamiltonian systems.     

Energy and Quadratic Invariants Preserving Methods for Hamiltonian Systems with Holonomic Constraints

We introduce a new class of parametrized structure--preserving partitioned Runge-Kutta ($\alpha$-PRK) methods for Hamiltonian systems with holonomic constraints. The methods are symplectic for any fixed scalar parameter $\alpha$, and are reduced to the usual symplectic PRK methods like Shake-Rattle method or PRK schemes based on Lobatto IIIA-IIIB pairs when $\alpha=0$. We provide a new variational formulation for symplectic PRK schemes and use it to prove that the $\alpha$-PRK methods can preserve the quadratic invariants for Hamiltonian systems subject to holonomic constraints. Meanwhile, for any given consistent initial values $(p_{0}, q_0)$ and small step size $h>0$, it is proved that there exists $\alpha^*=\alpha(h, p_0, q_0)$ such that the Hamiltonian energy can also be exactly preserved at each step. Based on this, we propose some energy and quadratic invariants preserving $\alpha$-PRK methods. These $\alpha$-PRK methods are shown to have the same convergence rate as the usual PRK methods and perform very well in various numerical experiments.     

Preservation of stability properties near fixed points of linear Hamiltonian systems by symplectic integrators

Based on reasonable testing model problems, we study the preservation by symplectic Runge-Kutta method (SRK) and symplectic partitioned Runge-Kutta method (SPRK) of structures for fixed points of linear Hamiltonian systems. The structure-preservation region provides a practical criterion for choosing step-size in symplectic computation. Examples are given to justify the investigation.     

Restrictions of Quadratic Forms to Lagrangian Planes,Quadratic Matrix Equations,and Gyroscopic Stabilization

We discuss the symplectic geometry of linear Hamiltonian systems with nondegenerate Hamiltonians. These systems can be reduced to linear second-order differential equations characteristic of linear oscillation theory. This reduction is related to the problem on the signatures of restrictions of quadratic forms to Lagrangian planes. We study vortex symplectic planes invariant with respect to linear Hamiltonian systems. These planes are determined by the solutions of quadratic matrix equations of a special form. New conditions for gyroscopic stabilization are found.     

Symplectic integration of Hamiltonian wave equations

Summary The numerical integration of a wide class of Hamiltonian partial differential equations by standard symplectic schemes is discussed, with a consistent, Hamiltonian approach. We discretize the Hamiltonian and the Poisson structure separately, then form the the resulting ODE's. The stability, accuracy, and dispersion of different explicit splitting methods are analyzed, and we give the circumstances under which the best results can be obtained; in particular, when the Hamiltonian can be split into linear and nonlinear terms. Many different treatments and examples are compared.     

Orthosymplectic integration of linear Hamiltonian systems

Summary. The authors describe a continuous, orthogonal and symplectic factorization procedure for integrating unstable linear Hamiltonian systems. The method relies on the development of an orthogonal, symplectic change of variables to block triangular Hamiltonian form. Integration is thus carried out within the class of linear Hamiltonian systems. Use of an appropriate timestepping strategy ensures that the symplectic pairing of eigenvalues is automatically preserved. For long-term integrations, as are needed in the calculation of Lyapunov exponents, the favorable qualitative properties of such a symplectic framework can be expected to yield improved estimates. The method is illustrated and compared with other techniques in numerical experiments on the Hénon-Heiles and spatially discretized Sine-Gordon equations. Received December 11, 1995 / Revised version received April 18, 1996     

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.     

VARIATIONS ON A THEME BY EULER

1.IntroductionAHallliltolliansystemofdifferentialequationsonRZnisgivedbyP~~H,(P,q),q=HP(P,q),(1)wherep=(pl,'.,P.),q=(ql,',q.)eR"arethegeneralizedcoordinatesandmolllentarespectivelyandH(P,q)istheellergyofthesystem.Thesystem(1)canberewrittenasthecompactf…