辛RK型方法的形式能量

引言 自从冯康先生创立哈密尔顿系统的辛算法后,为数众多且多种多样的保结构算法已经被提了出来［１－４］．哈密尔顿系统的能量Ｈ（ｚ）也是系统的不变量,但一般情况下,没有任何一个辛格式能够保持所有原始哈密尔顿能量［５,６］．另一方面,任何辛格式都保持一个形式哈密尔顿能量,它随格式本身的精度逼近原始哈密尔顿能量．关于形式能量的计算有多种途径,如冯康先生通过生成函数的微积分技巧在理论上得到了构造有生成函数确定的辛差分格式的形式能量的完整方法．Ｙｏｓｈ［１１］利用 Ｌｉｅ级数的 ＢＣＨ公式确定了可分哈密尔顿系…     

二维阻尼非线性sine-Gordon方程的共形多辛Fourier拟谱格式

为二维阻尼非线性sine-Gordon方程构造了一个新的共形多辛Fourier拟谱格式.基于原系统的共形多辛哈密尔顿形式,首先在时间和空间方向上分别用辛中点和Fourier拟谱方法进行离散,得到一个全离散格式.随后证明了构造的格式保持离散的共形多辛守恒律.最后数值实验验证了格式的有效性.     

哈密尔顿系统的有限元法

利用常微分方程的连续有限元法,结合函数的M-型展开,对非线性哈密尔顿系统证明了连续一、二次有限元分在3阶量、5阶量意义下近似保辛,且保持能量守恒.在数值实验中结合庞加莱截面,哈密尔顿混沌数值试验结果与理论相吻合.     

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.     

二维线性哈密尔顿系统的有限元法及辛格式

利用连续有限元法得到了二维线性哈密尔顿系统一次元和二次元的计算格式，并证明了它们都是辛格式．系统的内在特征在离散后能保持．本的数值例子也证实了这些结论．     

一类DGH方程的多辛Fourier拟谱方法

DGH方程作为一类重要的非线性方程有着许多广泛的应用前景.通过正则变化,构造了DGH方程的多辛哈密尔顿系统.利用Fourier拟谱方法对此哈密尔顿系统进行数值离散,并构造了一种半隐式的多辛格式.数值算例结果表明该多辛离散格式具有较好的长时间数值稳定性.     

线性哈密尔顿系统的m次连续有限元法

1引 言哈密尔顿系统是一个重要的动力系统,因此如何正确计算哈密尔顿系统有着重要的意义.正确的计算方法离散后应该保持着问题原型的基本特征.其中辛性质和能量守恒是哈密尔顿系统的两个重要特征.冯康和他的研究小组提出了哈密尔顿系统辛几何算法,即算法的每一步进都是辛变换,取得了一系列的优秀成果[1],[2].由辛几何算法构造的辛差分格式能保持该系统基本特征,在有关整体性、结构性、长期跟踪能力上具有独特的优越性.秦孟兆,丁培柱,王雨顺,Marsden,Sanz-Serna,[2,9,11,7,8]等人作了进一步的研究.对线性哈密尔顿系统辛算法能保持能量守恒,但对非线性的哈密尔顿系统,能量为近似守恒.     

Landau-Ginzburg-Higgs方程的多辛Runge-Kutta方法

非线性波动方程作为一类重要的数学物理方程吸引着众多的研究者,基于Hamilton空间体系的多辛理论研究了Landau-Ginzburg-Higgs方程的多辛算法,讨论了利用Runge-Kutta方法构造离散多辛格式的途径,并构造了一种典型的半隐式的多辛格式,该格式满足多辛守恒律、局部能量守恒律和局部动量守恒律.数值算例结果表明该多辛离散格式具有较好的长时间数值稳定性.     

非线性Pochhammer-Chree方程的多辛格式

提出非线性Pochhammer—Chree方程的多辛形式,进而得到一个等价于中心Preissmann积分的15点多辛格式．数值例子表明：多辛格式具有良好的长时间数值行为。     

长水波近似方程组的动力学行为和辛几何算法

长水波近似方程组作为一类重要的非线性方程有着许多广泛的应用前景,特别是在浅水非线性色散波的研究中具有重要意义.给出了长水波近似方程组的动力学行为,并基于Hamilton空间体系的多辛理论研究了长水波近似方程组的数值解法,讨论了利用Preissmann方法构造离散多辛格式的途径,并构造了一种典型的半隐式的多辛格式,格式满足多辛守恒律.数值算例结果表明该多辛离散格式具有较好的长时间数值稳定性.     

Equivariant constrained symplectic integration

Summary We use recent results on symplectic integration of Hamiltonian systems with constraints to construct symplectic integrators on cotangent bundles of manifolds by embedding the manifold in a linear space. We also prove that these methods are equivariant under cotangent lifts of a symmetry group acting linearly on the ambient space and consequently preserve the corresponding momentum. These results provide an elementary construction of symplectic integrators for Lie-Poisson systems and other Hamiltonian systems with symmetry. The methods are illustrated on the free rigid body, the heavy top, and the double spherical pendulum.     

Stochastic discrete Hamiltonian variational integrators

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for the stochastic flow of the Hamiltonian system. The generating function is obtained by introducing an appropriate stochastic action functional and its corresponding variational principle. Our approach permits to recast in a unified framework a number of integrators previously studied in the literature, and presents a general methodology to derive new structure-preserving numerical schemes. The resulting integrators are symplectic; they preserve integrals of motion related to Lie group symmetries; and they include stochastic symplectic Runge–Kutta methods as a special case. Several new low-stage stochastic symplectic methods of mean-square order 1.0 derived using this approach are presented and tested numerically to demonstrate their superior long-time numerical stability and energy behavior compared to nonsymplectic methods.     

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…     

High-Order Symplectic and Symmetric Composition Methods for Multi-Frequency and Multi-Dimensional Oscillatory Hamiltonian Systems

The multi-frequency and multi-dimensional adapted Runge-Kutta-Nyström (ARKN) integrators, and multi-frequency and multi-dimensional extended Runge-Kutta-Nyström(ERKN) integrators have been developed to efficiently solve multi-frequency oscillatory Hamiltonian systems. The aim of this paper is to analyze and derive high-order symplectic and symmetric composition methods based on the ARKN integrators and ERKN integrators. We first consider the symplecticity conditions for the multi-frequency and multi-dimensional ARKN integrators. We then analyze the symplecticity of the adjoint integrators of the multi-frequency and multi-dimensional symplectic ARKN integrators and ERKN integrators, respectively. On the basis of the theoretical analysis and by using the idea of composition methods, we derive and propose four new high-order symplectic and symmetric methods for the multi-frequency oscillatory Hamiltonian systems. The numerical results accompanied in this paper quantitatively show the advantage and efficiency of the proposed high-order symplectic and symmetric methods.     

Variational and Geometric Structures of Discrete Dirac Mechanics

In this paper, we develop the theoretical foundations of discrete Dirac mechanics, that is, discrete mechanics of degenerate Lagrangian/Hamiltonian systems with constraints. We first construct discrete analogues of Tulczyjew’s triple and induced Dirac structures by considering the geometry of symplectic maps and their associated generating functions. We demonstrate that this framework provides a means of deriving discrete Lagrange–Dirac and nonholonomic Hamiltonian systems. In particular, this yields nonholonomic Lagrangian and Hamiltonian integrators. We also introduce discrete Lagrange–d’Alembert–Pontryagin and Hamilton–d’Alembert variational principles, which provide an alternative derivation of the same set of integration algorithms. The paper provides a unified treatment of discrete Lagrangian and Hamiltonian mechanics in the more general setting of discrete Dirac mechanics, as well as a generalization of symplectic and Poisson integrators to the broader category of Dirac integrators.     

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.     

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…     

Symmetric and symplectic exponential integrators for nonlinear Hamiltonian systems

This letter studies symmetric and symplectic exponential integrators when applied to numerically computing nonlinear Hamiltonian systems. We first establish the symmetry and symplecticity conditions of exponential integrators and then show that these conditions are extensions of the symmetry and symplecticity conditions of Runge–Kutta methods. Based on these conditions, some symmetric and symplectic exponential integrators up to order four are derived. Two numerical experiments are carried out and the results demonstrate the remarkable numerical behaviour of the new exponential integrators in comparison with some symmetric and symplectic Runge–Kutta methods in the literature.     

A long-term numerical energy-preserving analysis of symmetric and/or symplectic extended RKN integrators for efficiently solving highly oscillatory Hamiltonian systems

This paper presents a long-term analysis of one-stage extended Runge–Kutta–Nyström (ERKN) integrators for highly oscillatory Hamiltonian systems. We study the long-time numerical energy conservation not only for symmetric integrators but also for symplectic integrators. In the analysis, we neither assume symplecticity for symmetric methods, nor assume symmetry for symplectic methods. It turns out that these both types of integrators have a near conservation of the total and oscillatory energy over a long term. To prove the result for explicit integrators, a relationship between ERKN integrators and trigonometric integrators is established. For the long-term analysis of implicit integrators, the above approach does not work anymore and we use the technology of modulated Fourier expansion. By taking some adaptations of this technology for implicit methods, we derive the modulated Fourier expansion and show the near energy conservation.

     

Linearization-preserving self-adjoint and symplectic integrators

This article is concerned with geometric integrators which are linearization-preserving, i.e. numerical integrators which preserve the exact linearization at every fixed point of an arbitrary system of ODEs. For a canonical Hamiltonian system, we propose a new symplectic and self-adjoint B-series method which is also linearization-preserving. In a similar fashion, we show that it is possible to construct a self-adjoint and linearization-preserving B-series method for an arbitrary system of ODEs. Some numerical experiments on Hamiltonian ODEs are presented to test the behaviour of both proposed methods. This work was supported by the Australian Research Council and by the Marsden Fund of the Royal Society of New Zealand.