Multiple invariants conserving Runge-Kutta type methods for Hamiltonian problems

In a recent series of papers, the class of energy-conserving Runge-Kutta methods named Hamiltonian BVMs (HBVMs) has been defined and studied. Such methods have been further generalized for the efficient solution of general conservative problems, thus providing the class of Line Integral Methods (LIMs). In this paper we derive a further extension, which we name Enhanced Line Integral Methods (ELIMs), more tailored for Hamiltonian problems, allowing for the conservation of multiple invariants of the continuous dynamical system. The analysis of the methods is fully carried out and some numerical tests are reported, in order to confirm the theoretical achievements.     

A note on the efficient implementation of Hamiltonian BVMs

We discuss the efficient implementation of Hamiltonian BVMs (HBVMs), a recently introduced class of energy preserving methods for canonical Hamiltonian systems (see Brugnano et al. [8] and references therein), also sketching their blended formulation. We also discuss the case of separable problems, for which the structure of the problem can be exploited to gain efficiency.     

QUADRATIC INVARIANTS AND SYMPLECTIC STRUCTURE OF GENERAL LINEAR METHODS

1. IntroductionInvestigating whether a numerical method inherits some dynamical properties possessed bythe differential equation systems being integrated is an important field of numerical analysisand has received much attention in recent years See the review articlesof Sanz-Serna[9] and Section 11.16 of Hairer et. al.[2] for more detail concerning the symplectic methods. Most of the work on canonical iotegrators has dealt with one-step formulaesuch as Runge-Kutta methods and Runge'methods …     

A note on the efficient implementation of Hamiltonian BVMs

We discuss the efficient implementation of Hamiltonian BVMs (HBVMs), a recently introduced class of energy preserving methods for canonical Hamiltonian systems (see Brugnano et al. [8] and references therein), also sketching their blended formulation. We also discuss the case of separable problems, for which the structure of the problem can be exploited to gain efficiency.     

Efficient implementation of Gauss collocation and Hamiltonian boundary value methods

In this paper we define an efficient implementation for the family of low-rank energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs), recently defined in the last years. The proposed implementation relies on the particular structure of the Butcher matrix defining such methods, for which we can derive an efficient splitting procedure. The very same procedure turns out to be automatically suited for the efficient implementation of Gauss-Legendre collocation methods, since these methods are a special instance of HBVMs. The linear convergence analysis of the splitting procedure exhibits excellent properties, which are confirmed by a few numerical tests.     

Polynomial entropies and integrable Hamiltonian systems

We introduce two numerical conjugacy invariants of dynamical systems — the polynomial entropy and the weak polynomial entropy — which are well-suited for the study of “completely integrable” Hamiltonian systems. These invariants describe the polynomial growth rate of the number of balls (for the usual “dynamical” distances) of covers of the ambient space. We give explicit examples of computation of these polynomial entropies for generic Hamiltonian systems on surfaces.     

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.     

Poincaré and Poincaré-Cartan integral invariants of a generalized Hamiltonian system

IntroductionUsually, only conservative or self-adjoint systems admit Hamiltonian canonical structure,i. e., a symplectic form and a Hamiltonian for such systems, under the experimenters' coordinateand time variables. Thus Hamilton's canonicaJ eqllations do not admit direct universality. ASa generajization of Hamilton's equations, Birkhoff's equations that are self-adjoint realize thedirect universajity and preserve the symbiotic character among the canonical formulation ofvariational princi…     

The weighting subspaces of the Tau Method and orthogonal collocation

In this paper we characterise the weighting subspaces associated with two approximation techniques for solving ordinary differential equations: the Tau Method [E.L. Ortiz, The Tau Method, SIAM J. Numer. Anal. 6 (1969) 480-92] and the orthogonal collocation method. We show that approximations constructed by means of these two methods are always expressible in terms of a prescribed orthogonal polynomials basis, by projection on a suitably chosen finite dimensional weighting subspace. We show, in particular, that collocation is a special Tau Method with a twisted basis.     

Structure preservation of exponentially fitted Runge–Kutta methods

The preservation of some structure properties of the flow of differential systems by numerical exponentially fitted Runge–Kutta (EFRK) methods is considered. A complete characterisation of EFRK methods that preserve linear or quadratic invariants is given and, following the approach of Bochev and Scovel [On quadratic invariants and symplectic structure, BIT 34 (1994) 337–345], the sufficient conditions on symplecticity of EFRK methods derived by Van de Vyver [A fourth-order symplectic exponentially fitted integrator, Comput. Phys. Comm. 174 (2006) 255–262] are obtained. Further, a family of symplectic EFRK two-stage methods with order four has been derived. It includes the symplectic EFRK method proposed by Van de Vyver as well as a collocation method at variable nodes that can be considered as the natural collocation extension of the classical RK Gauss method. Finally, the results of some numerical experiments are presented to compare the relative merits of several fitted and nonfitted fourth-order methods in the integration of oscillatory systems.     

Hamilton系统的连续有限元法

利用常微分方程的连续有限元法,对非线性Hamilton系统证明了连续一次、二次有限元法分别是2阶和3阶的拟辛格式,且保持能量守恒;连续有限元法是辛算法对线性Hamilton系统,且保持能量守恒．在数值计算上探讨了辛性质和能量守恒性,与已有的辛算法进行对比,结果与理论相吻合．     

High order methods for weakly singular integral equations with nonsmooth input functions

To solve one-dimensional linear weakly singular integral equations on bounded intervals, with input functions which may be smooth or not, we propose to introduce first a simple smoothing change of variable, and then to apply classical numerical methods such as product-integration and collocation based on global polynomial approximations. The advantage of this approach is that the order of the methods can be arbitrarily high and that the associated linear systems one has to solve are very well-conditioned.

     

On the cibstryctuib of discretizations of elliptic partial differential equations

Algorithmic aspects of a class of finite element collocation methods for the approximate numerical solution of elliptic partial differential equations are described Locall for each finite element the approximate solution is a polynomial. polynomials corresponding toadjacent finite elements need not match continuously but their values and noumal derivatives match at a discrete set of points on the common boundary.High order accuracy can be attained by increasing the number of mathching points and the number of colloction points for each finite element.Forlinear equations the collocation methods can be equivalently definde as generlized finite difference methods. The linear (or linearzed )equations that arise from the discretization lend themselves well to solution by the methods of the methods nested dissection.An implememtation is described and some numerical results are givevn.     

Hamiltonian Symmetry Reduction via Localizations: Theory and Application to a Barbell System

We specialize a recently introduced variant of orbit space reduction for symmetric Hamiltonian systems. This variant works with suitable localizations of the algebra of polynomial invariants of the corresponding symmetry group action, and provides reduction to a variety that is embedded in a low-dimensional affine space, which makes efficient computations possible. As an example, we discuss the mechanical system of a “barbell” in a general central force field.

     

An Interior Point Heuristic for the Hamiltonian Cycle Problem via Markov Decision Processes

We consider the Hamiltonian cycle problem embedded in a singularly perturbed Markov decision process (MDP). More specifically, we consider the HCP as an optimization problem over the space of long-run state-action frequencies induced by the MDP's stationary policies. We show that Hamiltonian cycles (if any) correspond to the global minima of a suitably constructed indefinite quadratic programming problem over the frequency space. We show that the above indefinite quadratic can be approximated by quadratic functions that are `nearly convex' and as such suitable for the application of logarithmic barrier methods. We develop an interior-point type algorithm that involves an arc elimination heuristic that appears to perform rather well in moderate size graphs. The approach has the potential for further improvements.     

Zero bifurcation diagrams for Abelian integrals: A study on higher-order hyperelliptic Hamiltonian systems with three perturbation parameters

In this paper, we present the zero bifurcation diagrams for the Abelian integrals of two hyperelliptic Hamiltonian systems with three perturbation parameters using an algebraic-geometric approach. The method can be used to study the bifurcation diagrams for higher-order Hamiltonian systems with polynomial perturbations of any degree.     

An optimization approach for the numerical approximation of differential equations

An alternative approach for the numerical approximation of ODEs is presented in this article. It is based on a variational framework recently introduced in S. Amat and P. Pedregal [A variational approach to implicit ODEs and differential inclusions, ESAIM: COCV 15 (2009), 149–172] where the solution is sought as the minimizer of an error functional tailored after the ODE in a rather straightforward way. A suitable discretization of this error functional is pursued, and it is performed using Hermite's interpolation and quadrature formulae. Notice that only Hermite's interpolation is necessary when polynomial systems of ODEs are considered (many models in practice use these types of equations). A comparison with implicit Runge–Kutta methods is analysed. With this variational strategy not only some classical collocation methods, but also new schemes that seem to have better numerical behaviour can be recovered. Although the driving idea is very simple, the strategy turns out to be very general and flexible. At the same time, it can be implemented efficiently.     

Non-isochronicity of the center in polynomial Hamiltonian systems

In 2002 Jarque and Villadelprat proved that planar polynomial Hamiltonian systems of degree 4 have no isochronous centers and raised an open question for general planar polynomial Hamiltonian systems of even degree. Recently, it was proved that a planar polynomial Hamiltonian system is non-isochronous if a quantity, denoted by M_2m−2, can be computed such that M_2m−2≤0. As a corollary of this criterion, the open question was answered for those systems with only even degree nonlinearities. In this paper we consider the case of M_2m−2>0 and give a new criterion for non-isochronicity. Applying the new criterion, we also answer the open question for some cases in which some terms of odd degree are included.     

Geometric control of hybrid systems

In this paper, we present a geometric approach for computing controlled invariant sets for hybrid control systems. While the problem is well studied in the ellipsoidal case, this family is quite conservative for constrained or switched linear systems. We reformulate the invariance of a set as an inequality for its support function that is valid for any convex set. This produces novel algebraic conditions for the invariance of sets with polynomial or piecewise quadratic support functions.     

Dissipative N-point-vortex Models in the Plane

A method is presented for constructing point vortex models in the plane that dissipate the Hamiltonian function at any prescribed rate and yet conserve the level sets of the invariants of the Hamiltonian model arising from the SE (2) symmetries. The method is purely geometric in that it uses the level sets of the Hamiltonian and the invariants to construct the dissipative field and is based on elementary classical geometry in ℝ³. Extension to higher-dimensional spaces, such as the point vortex phase space, is done using exterior algebra. The method is in fact general enough to apply to any smooth finite-dimensional system with conserved quantities, and, for certain special cases, the dissipative vector field constructed can be associated with an appropriately defined double Nambu–Poisson bracket. The most interesting feature of this method is that it allows for an infinite sequence of such dissipative vector fields to be constructed by repeated application of a symmetric linear operator (matrix) at each point of the intersection of the level sets.