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．     

Quadratic integrals of linear Hamiltonian systems

Momentum mapping of an autonomous, real linear Hamiltonian system is determined by its set of quadratic integrals. Such a system can be identified with an element of the real symplectic algebra and its quadratic integrals correspond to the centralizer of this element inside the symplectic algebra. In this paper, using a new set of normal forms for the elements of the real symplectic algebra, we compute their centralizers explicitly.Research supported in part by the National Science Foundation under NSF-MCS 8205355.     

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.     

Linear Hamiltonian Systems: Quadratic Integrals,Singular Subspaces and Stability

A chain of quadratic first integrals of general linear Hamiltonian systems that have not been represented in canonical form is found. Their involutiveness is established and the problem of their functional independence is studied. The key role in the study of a Hamiltonian system is played by an integral cone which is obtained by setting known quadratic first integrals equal to zero. A singular invariant isotropic subspace is shown to pass through each point of the integral cone, and its dimension is found. The maximal dimension of such subspaces estimates from above the degree of instability of the Hamiltonian system. The stability of typical Hamiltonian systems is shown to be equivalent to the degeneracy of the cone to an equilibrium point. General results are applied to the investigation of linear mechanical systems with gyroscopic forces and finite-dimensional quantum systems.     

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.     

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.     

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 …     

Symplectic Difference Schemes for Linear Hamiltonian Canonical Systems

In this paper, we present some results of a study, specifically within the framework of symplectic geometry, of difference schemes for numerical solution of the linear Hamiltonian systems. We generalize the Cayley transform with which we can get different types of symplectic schemes. These schemes are various generalizations of the Euler centered scheme. They preserve all the invariant first integrals of the linear Hamiltonian systems.     

波动方程的一类显式辛格式

1．引言和预备知识本文主要考虑如下波动方程初边值问题的数值方法．一般的哈密顿系统可写成那么，系统（1．幻称为可分的哈密顿系统．众所周知，方程（1．la）在引进新变量。t＝v后，它变成一类可分的线性哈密顿系统：它的哈密顿函数为H一三矿（V“＋。乏）咖，并且在离散＊。＝。。。后，（1．4）是一个方程组，u，V是向量．人们早就知道，初边值问题（1．1）在应用隐式中点公式（辛格式）进行数值解时，能保持真解许多重要性质，并且格式是无条件稳定的，但美中不足的是，在每积分步，它要求解一个线性方程组，当考虑大的离散系统时，…     

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     

Hamiltonian Systems on Time Scales

Linear and nonlinear Hamiltonian systems are studied on time scales . We unify symplectic flow properties of discrete and continuous Hamiltonian systems. A chain rule which unifies discrete and continuous settings is presented for our so-called alpha derivatives on generalized time scales. This chain rule allows transformation of linear Hamiltonian systems on time scales under simultaneous change of independent and dependent variables, thus extending the change of dependent variables recently obtained by Do lý and Hilscher. We also give the Legendre transformation for nonlinear Euler–Lagrange equations on time scales to Hamiltonian systems on time scales.     

Hamiltonian Systems near Relative Equilibria

We give explicit differential equations for the dynamics of Hamiltonian systems near relative equilibria. These split the dynamics into motion along the group orbit and motion inside a slice transversal to the group orbit. The form of the differential equations that is inherited from the symplectic structure and symmetry properties of the Hamiltonian system is analysed and the effects of time reversing symmetries are included. The results will be applicable to the stability and bifurcation theories of relative equilibria of Hamiltonian systems.     

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.     

Quadratic descent of hermitian forms

Quadratic descent of hermitian and skew hermitian forms over division algebras with involution of the first kind in arbitrary characteristic is investigated and a criterion, in terms of systems of quadratic forms, is obtained. A refined result is also obtained for hermitian (resp. skew hermitian) forms over a quaternion algebra with symplectic (resp. orthogonal) involution.     

Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models

We provide explicit solutions of certain forward-backward stochastic differential equations (FBSDEs) with quadratic growth. These particular FBSDEs are associated with quadratic term structure models of interest rates and characterize the zero-coupon bond price. The results of this paper are naturally related to similar results on affine term structure models of Hyndman (Math. Financ. Econ. 2(2):107–128, 2009) due to the relationship between quadratic functionals of Gaussian processes and linear functionals of affine processes. Similar to the affine case a sufficient condition for the explicit solutions to hold is the solvability in a fixed interval of Riccati-type ordinary differential equations. However, in contrast to the affine case, these Riccati equations are easily associated with those occurring in linear-quadratic control problems. We also consider quadratic models for a risky asset price and characterize the futures price and forward price of the asset in terms of similar FBSDEs. An example is considered, using an approach based on stochastic flows that is related to the FBSDE approach, to further emphasize the parallels between the affine and quadratic models. An appendix discusses solvability and explicit solutions of the Riccati equations.     

Higher-Dimensional Integrable Newton Systems with Quadratic Integrals of Motion

Newton systems     , with integrals of motion quadratic in velocities, are considered. We show that if such a system admits two quadratic integrals of motion of the so-called cofactor type , then it has in fact n quadratic integrals of motion and can be embedded into a  (2 n + 1)  -dimensional bi-Hamiltonian system, which under some non-degeneracy assumptions is completely integrable. The majority of these cofactor pair Newton systems are new, but they also include conservative systems with elliptic and parabolic separable potentials, as well as many integrable Newton systems previously derived from soliton equations. We explain the connection between cofactor pair systems and solutions of a certain system of second-order linear PDEs (the fundamental equations ), and use this to recursively construct infinite families of cofactor pair systems.     

Hamiltonian and Variational Linear Distributed Systems

We use the formalism of bilinear- and quadratic differential forms in order to study Hamiltonian and variational linear distributed systems. It was shown in [1] that a system described by ordinary linear constant-coefficient differential equations is Hamiltonian if and only if it is variational. In this paper we extend this result to systems described by linear, constant-coefficient partial differential equations. It is shown that any variational system is Hamiltonian, and that any scalar Hamiltonian system is contained (in general, properly) in a particular variational system.     

Nonlinearization of the Lax pairs for discrete Ablowitz-Ladik hierarchy

The discrete Ablowitz-Ladik hierarchy with four potentials and the Hamiltonian structures are derived. Under a constraint between the potentials and eigenfunctions, the nonlinearization of the Lax pairs associated with the discrete Ablowitz-Ladik hierarchy leads to a new symplectic map and a class of finite-dimensional Hamiltonian systems. The generating function of the integrals of motion is presented, by which the symplectic map and these finite-dimensional Hamiltonian systems are further proved to be completely integrable in the Liouville sense. Each member in the discrete Ablowitz-Ladik hierarchy is decomposed into a Hamiltonian system of ordinary differential equations plus the discrete flow generated by the symplectic map.     

An Algebraic Approach to Invariant Preserving Integators: The Case of Quadratic and Hamiltonian Invariants

In this article, conditions for the preservation of quadratic and Hamiltonian invariants by numerical methods which can be written as B-series are derived in a purely algebraical way. The existence of a modified invariant is also investigated and turns out to be equivalent, up to a conjugation, to the preservation of the exact invariant. A striking corollary is that a symplectic method is formally conjugate to a method that preserves the Hamitonian exactly. Another surprising consequence is that the underlying one-step method of a symmetric multistep scheme is formally conjugate to a symplectic P-series when applied to Newton’s equations of motion.