Infinite-Dimensional Hamiltonian and Lagrangian Systems with Constraints

Mathematical Notes -     

A Dynamical Systems Analysis of Semidefinite Programming with Application to Quadratic Optimization with Pure Quadratic Equality Constraints

This paper considers the problem of minimizing a quadratic cost subject to purely quadratic equality constraints. This problem is tackled by first relating it to a standard semidefinite programming problem. The approach taken leads to a dynamical systems analysis of semidefinite programming and the formulation of a gradient descent flow which can be used to solve semidefinite programming problems. Though the reformulation of the initial problem as a semidefinite pro- gramming problem does not in general lead directly to a solution of the original problem, the initial problem is solved by using a modified flow incorporating a penalty function. Accepted 10 March 1998     

Long-Time Oscillatory Energy Conservation of Total Energy-Preserving Methods for Highly Oscillatory Hamiltonian Systems

For an integrator when applied to a highly oscillatory system,the near conservation of the oscillatory energy over long times is an important aspect.In this paper,we study the long-time near conservation of oscillatory energy for the adapted average vector field(AAVF)method when applied to highly oscillatory Hamiltonian systems.This AAVF method is an extension of the average vector field method and preserves the total energy of highly oscillatory Hamiltonian systems exactly.This paper is devoted to analysing another important property of AAVF method,i.e.,the near conservation of its oscillatory energy in a long term.The long-time oscillatory energy conservation is obtained via constructing a modulated Fourier expansion of the AAVF method and deriving an almost invariant of the expansion.A similar result of the method in the multi-frequency case is also presented in this paper.     

Splitting Patterns and Invariants of Quadratic Forms

Let φ be an anisotropic quadratic form over a field F of characteristic not 2. The splitting pattern of φ is defined to be the increasing sequence of nonnegative integers obtained by considering the Witt indices i_W(φ_k) of φ over K where K ranges over all field extensions of F. Restating earlier results by HURRELBRINK and REHMANN , we show how the index of the Clifford algebra of φ influences the splitting pattern. In the case where F is formally real, we investigate how the signatures of φ influence the splitting behaviour. This enables us to construct certain splitting patterns which have been known to exist, but now over much “simpler” fields like formally real global fields or ?(t). We also give a full classification of splitting patterns of forms of dimension less than or equal to 9 in terms of properties of the determinant and Clifford invariant. Partial results for splitting patterns in dimensions 10 and 11 are also provided. Finally, we consider two anisotropic forms φ and φ of the same dimension m with φ ? ? φ ∈ Iⁿ F and give some bounds on m depending on n which assure that they have the same splitting pattern.     

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 …     

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.     

Sufficient Conditions for Global Optimality of Bivalent Nonconvex Quadratic Programs with Inequality Constraints

We present sufficient conditions for the global optimality of bivalent nonconvex quadratic programs involving quadratic inequality constraints as well as equality constraints. By employing the Lagrangian function, we extend the global subdifferential approach, developed recently in Jeyakumar et al. (J. Glob. Optim., 2007, to appear; Math. Program. Ser. A, 2007, to appear) for studying bivalent quadratic programs without quadratic constraints, and derive global optimality conditions. The authors are grateful to the referees for constructive comments and suggestions which have contributed to the final preparation of the paper. Z.Y. Wu’s current address: School of Information Technology and Mathematical Sciences, University of Ballarat, Ballarat, Victoria, Australia. The work of this author was completed while at the Department of Applied Mathematics, University of New South Wales, Sydney, Australia.     

Multiplicity of Periodic Solutions for Second Order Hamiltonian Systems with Asymptotically Quadratic Conditions

A class of second order non-autonomous Hamiltonian systems with asymptotically quadratic conditions is considered in this paper.Using Fountain Theorem,one multiplicity result of periodic solutions is obtained,which improves some previous results.     

An Algorithm for Strictly Convex Quadratic Programming with Box Constraints

1IntroductionWeconsiderastrictlyconvex(i.e.,positivedefinite)quadraticprogrammingproblemsubjecttoboxconstraints:t-iereA=[aij]isannxnsymmetricpositivedefinitematrix,andb,canddaren-vectors.Letg(x)bethegradient,Ax b,off(x)atx.Withoutlossofgeneralityweassumebothcianddiarefinitenumbers,ci相似文献   

具有小受迫项的哈密顿系统的同宿轨道

By Brezis-Nirenberg type Mountain Pass Theorem, the research has focused on the existence of nontrivial homoclinic orbits for a class of second order Hamiltonian systems with non-Ambrosetti-Rabinowitz type superquadratic potentials and small forced terms.     

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.     

KAM-Type Theorem on Resonant Surfaces for Nearly Integrable Hamiltonian Systems

Summary. In this paper, we consider analytic perturbations of an integrable Hamiltonian system in a given resonant surface. It is proved that, for most frequencies on the resonant surface, the resonant torus foliated by nonresonant lower dimensional tori is not destroyed completely and that there are some lower dimensional tori which survive the perturbation if the Hamiltonian satisfies a certain nondegenerate condition. The surviving tori might be elliptic, hyperbolic, or of mixed type. This shows that there are many orbits in the resonant zone which are regular as in the case of integrable systems. This behavior might serve as an obstacle to Arnold diffusion. The persistence of hyperbolic lower dimensional tori has been considered by many authors [5], [6], [15], [16], mainly for multiplicity one resonant case. To deal with the mechanisms of the destruction of the resonant tori of higher multiplicity into nonhyperbolic lower dimensional tori, we have to deal with some small coefficient matrices that are the generalization of small divisors. Received December 18, 1997; revised December 30, 1998; accepted June 21, 1999     

求解带二次约束的非凸二次规划的一种分支定界算法

本文提出了一种求解带二次约束和线性约束的二次规划的分支定界算法.在算法中,我们运用Lipschitz条件来确定目标函数和约束函数的在每个n矩形上的上下界,对于n矩形的分割,我们采用选择n矩形最长边的二分法,同时我们采用了一些矩形删除技术,在不大幅增加计算量的前提下,起到了加速算法收敛的效果.从理论上我们证明了算法的收敛性,同时数值实验表明该算法是有效的.     

Averaging for Hamiltonian Systems with One Fast Phase and Small Amplitudes

In this paper we consider an analytic Hamiltonian system differing from an integrable system by a small perturbation of order . The corresponding unperturbed integrable system is degenerate with proper and limit degeneracy: all variables, except two, are at rest and there is an elliptic singular point in the plane of these two variables. It is shown that by an analytic symplectic change of the variable, which is -close to the identity substitution, the Hamiltonian can be reduced to a form differing only by exponentially small ( ) terms from the Hamiltonian possessing the following properties: all variables, except two, change slowly at a rate of order and for the two remaining variables the origin is the point of equilibrium; moreover, the Hamiltonian depends only on the action of the system linearized about this equilibrium.     

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.     

Energy Conservation with Non-Symplectic Methods: Examples and Counter-Examples

Energy conservation of numerical integrators is well understood for symplectic one-step methods. This article provides new insight into energy conservation with non-symplectic methods. Sufficient conditions and counter-examples are presented. AMS subject classification (2000) 65L06, 65P10, 37J99.Submitted June 2004. Accepted October 2004. Communicated by Syvert Nørsett.     

Homoclinic solutions for second order impulsive Hamiltonian systems with small forcing terms

In this paper, we establish some new sufficient conditions on the existence of homoclinic solution for a class of second‐order impulsive Hamiltonian systems. By using the mountain pass theorem, we demonstrate that the limit of a 2kT‐periodic approximation solution is a homoclinic solution of our problem. We also present some examples to illustrate the applications of our main results. Copyright © 2016 John Wiley & Sons, Ltd.     

Selfdual Variational Principles for Periodic Solutions of Hamiltonian and Other Dynamical Systems

Selfdual variational principles are introduced in order to construct solutions for Hamiltonian and other dynamical systems which satisfy a variety of linear and nonlinear boundary conditions including many of the standard ones. These principles lead to new variational proofs of the existence of parabolic flows with prescribed initial conditions, as well as periodic, anti-periodic and skew-periodic orbits of Hamiltonian systems. They are based on the theory of anti-selfdual Lagrangians developed recently in Ghoussoub (2007a Ghoussoub , N. ( 2007a ). Anti-selfdual Lagrangians: Variational resolutions of non self-adjoint equations and dissipative evolutions . AIHP-Analyse Non Linéaire 24 : 171 – 205 . [Google Scholar] b Ghoussoub , N. ( 2007b ). Anti-selfdual Hamiltonians: Variational resolution for Navier-Stokes equations and other nonlinear evolutions . Comm. Pure & Applied Math. 60 ( 5 ): 619 – 653 .[Crossref], [Web of Science ®] , [Google Scholar] c Ghoussoub , N. ( 2007c ). Selfdual partial differential systems and their variational principals . Submitted for publication . [Google Scholar]).     

The Isoenergetic KAM-Type Theorem at Resonant Case for Nearly Integrable Hamiltonian Systems

In this paper, we study the persistence of resonant invariant tori on energy surfaces for nearly integrable Hamiltonian systems under the usual R$\ddot{u}$ssmann nondegenerate condition. By a quasilinear iterative scheme, we prove the following things: (1) The majority of resonant tori on a given energy surface will be persisted under R$\ddot{u}$ssmann nondegenerate condition. (2) The maximal number about the preserved frequency components on a perturbed torus is characterized by the smaller of the maximal rank of the Hessian matrices of the unperturbed system and the nondegeneracy of resonance. (3) If unperturbed systems admit subisoenergetic nondegeneracy on an energy surface, then the majority of the unperturbed resonant tori on the energy surface will be persisted and give rise to a family of perturbed tori with the same energy, whose frequency ratios among respective ''nondegenerate'' components are preserved.