Preservation of equilibria for symplectic methods applied to Hamiltonian systems

In this paper, the linear stability of symplectic methods for Hamiltonian systems is studied. In par- ticular, three classes of symplectic methods are considered： symplectic Runge-Kutta （SRK） methods, symplectic partitioned Runge-Kutta （SPRK） methods and the composition methods based on SRK or SPRK methods. It is shown that the SRK methods and their compositions preserve the ellipticity of equilibrium points uncondi- tionally, whereas the SPRK methods and their compositions have some restrictions on the time-step.     

Linearly implicit time discretization for free surface problems

Deeper investigation of time discretization for free surface problems is a widely neglected problem. Many existing approaches use an explicit decoupling which is only conditionally stable. Only few unconditionally stable methods are known, and known methods may suffer from too strong numerical dissipativity. They are also usually of first rder only [1, 9]. We are therefore looking for unconditionally stable, minimally dissipative methods of higher order. Linearly implicit Runge-Kutta (LIRK) methods are a class of one-step methods that require the solution of linear systems in each time step of a nonlinear system. They are well suited for discretized PDEs, e.g. parabolic problems [7]. They have been used successfully to solve the incompressible Navier-Stokes equations [5]. We suggest an adaption of these methods for free surface problems and compare different approximations to the Jacobian matrix needed for such methods. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Convexity of Multi-valued Momentum Maps

A famous theorem of Atiyah, Guillemin and Sternberg states that, given a Hamiltonian torus action, the image of the momentum map is a convex polytope. We prove that this result can be extended to the case in which the action is non-Hamiltonian. Our generalization of the theorem states that, given a symplectic torus action, the momentum map can be defined on an appropriate covering of the manifold and its image is the product of a convex polytope along a rational subspace times the orthogonal vector space. We also prove that this decomposition in direct product is stable under small equivariant perturbations of the symplectic structure; this, in particular, means that the property of being Hamiltonian is locally stable. The technique developed allows us to extend the result to any compact group action and also to deduce that any symplectic n-torus action, with fixed points, on a compact 2n-dimensional manifold, is Hamiltonian.     

Actions symplectiques de groupes compacts (Symplectic Actions of Compact Groups)

For any symplectic action of a compact connected group on a compact connected symplectic manifold, we show that the intersection of the Weyl chamber with the image of the moment map is a closed convex polyhedron. This extends Atiyah–Guillemin–Sternberg–Kirwan's convexity theorems to non-Hamiltonian actions. As a consequence, we describe those symplectic actions of a torus which are coisotropic (or multiplicity free), i.e. which have at least one coisotropic orbit: they are the product of an Hamiltonian coisotropic action by an anhamiltonian one. The Hamiltonian coisotropic actions have already been described by Delzant thanks to the convex polyhedron. The anhamiltonian coisotropic actions are actions of a central torus on a symplectic nilmanifold. This text is written as an introduction to the theory of symplectic actions of compact groups since complete proofs of the preliminary classical results are given. An erratum to this article is available at .     

Embedded Surfaces for Symplectic Circle Actions

The purpose of this article is to characterize symplectic and Hamiltonian circle actions on symplectic manifolds in terms of symplectic embeddings of Riemann surfaces.More precisely, it is shown that(1) if(M, ω) admits a Hamiltonian S~1-action, then there exists a two-sphere S in M with positive symplectic area satisfying c1(M, ω), [S] 0,and(2) if the action is non-Hamiltonian, then there exists an S~1-invariant symplectic2-torus T in(M, ω) such that c1(M, ω), [T] = 0. As applications, the authors give a very simple proof of the following well-known theorem which was proved by Atiyah-Bott,Lupton-Oprea, and Ono: Suppose that(M, ω) is a smooth closed symplectic manifold satisfying c1(M, ω) = λ· [ω] for some λ∈ R and G is a compact connected Lie group acting effectively on M preserving ω. Then(1) if λ 0, then G must be trivial,(2) if λ = 0, then the G-action is non-Hamiltonian, and(3) if λ 0, then the G-action is Hamiltonian.     

斜对角无穷维Hamilton算子的点谱和特征函数系辛结构的非退化性

本文研究斜对角无穷维Hamilton算子$H=\begin{pmatrix}0&B\\C&0\end{pmatrix}$的点谱和特征函数系辛结构的非退化性, 给出斜对角无穷维Hamilton算子$H$的特征函数系具有非退化辛结构的充分必要条件. 基于此, 进一步刻画了斜对角无穷维Hamilton算子$H$的点谱分别包含于实轴、虚轴以及其它区域的充分必要条件. 最后, 以板弯曲问题和弦振动问题中导出的斜对角无穷维Hamilton算子为例, 验证了所得结论的正确性.     

Invariant tori of locally Hamiltonian systems close to conditionally integrable systems

We study the problem of perturbations of quasiperiodic motions in the class of locally Hamiltonian systems. By using methods of the KAM-theory, we prove a theorem on the existence of invariant tori of locally Hamiltonian systems close to conditionally integrable systems. On the basis of this theorem, we investigate the bifurcation of a Cantor set of invariant tori in the case where a Liouville-integrable system is perturbed by a locally Hamiltonian vector field and, simultaneously, the symplectic structure of the phase space is deformed. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 1, pp. 71–98, January, 2007.     

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.     

关于辛算法稳定性的若干注记

我们讨论辛算法的线性稳定性和非线性稳定性,从动力系统和计算的角度论述了研究辛算法的这两类稳定性问题的重要性,分析总结了相关重要结果.我们给出了解析方法的明确定义,证明了稳定函数是亚纯函数的解析辛方法是绝对线性稳定的.绝对线性稳定的辛方法既有解析方法（如Runge-Kutta辛方法）,也有非解析方法（如基于常数变易公式对线性部分进行指数积分而对非线性部分使用其它数值积分的方法）.我们特别回顾并讨论了R.I.McLachlan,S.K.Gray和S.Blanes,F.Casas,A.Murua等关于分裂算法的线性稳定性结果,如通过选取适当的稳定多项式函数构造具有最优线性稳定性的任意高阶分裂辛算法和高效共轭校正辛算法,这类经优化后的方法应用于诸如高振荡系统和波动方程等线性方程或者线性主导的弱非线性方程具有良好的数值稳定性.我们通过分析辛算法在保持椭圆平衡点的稳定性,能量面的指数长时间慢扩散和KAM不变环面的保持等三个方面阐述了辛算法的非线性稳定性,总结了相关已有结果.最后在向后误差分析基础上,基于一个自由度的非线性振子和同宿轨分析法讨论了辛算法的非线性稳定性,提出了一个新的非线性稳定性概念,目的是为辛算法提供一个实际可用的非线性稳定性判别法.     

Symplectic method for the construction of ergodic measures on invariant submanifolds of nonautonomous hamiltonian systems: Lagrangian manifolds, their structure, and mather homologies

We develop a new approach to the study of properties of ergodic measures for nonautonomous periodic Hamiltonian flows on symplectic manifolds, which are used in many problems of mechanics and mathematical physics. Using Mather’s results on homologies of invariant probability measures that minimize some Lagrangian functionals and the symplectic theory developed by Floer and others for the investigation of symplectic actions and transversal intersections of Lagrangian manifolds, we propose an analog of a Mather-type β-function for the study of ergodic measures associated with nonautonomous Hamiltonian systems on weakly exact symplectic manifolds. Within the framework of the Gromov-Salamon-Zehnder elliptic methods in symplectic geometry, we establish some results on stable and unstable manifolds for hyperbolic invariant sets, which are used in the theory of adiabatic invariants of slowly perturbed integrable Hamiltonian systems. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 5, pp. 675–691, May, 2006.     

大型不正定陀螺系统本征值问题

陀螺动力系统可以导入哈密顿辛几何体系,在哈密顿陀螺系统的辛子空间迭代法的基础上提出了一种能够有效计算大型不正定哈密顿函数的陀螺系统本征值问题的算法．利用陀螺矩阵既为哈密顿矩阵而本征值又是纯虚数或零的特点,将对应哈密顿函数为负的本征值分离开来,构造出对应哈密顿函数全为正的本征值问题,利用陀螺系统的辛子空间迭代法计算出正定哈密顿矩阵的本征值,从而解决了大型不正定陀螺系统的本征值问题,算例证明,本征解收敛得很快．     

On nonlinear motions of Hamiltonian system in case of fourth order resonance

We deal with an autonomous Hamiltonian system with two degrees of freedom. We assume that the Hamiltonian function is analytic in a neighborhood of the phase space origin, which is an equilibrium point. We consider the case when two imaginary eigenvalues of the matrix of the linearized system are in the ratio 3: 1. We study nonlinear conditionally periodic motions of the system in the vicinity of the equilibrium point. Omitting the terms of order higher then five in the normalized Hamiltonian we analyze the so-called truncated system in detail. We show that its general solution can be given in terms of elliptic integrals and elliptic functions. The motions of truncated system are either periodic, or asymptotic to a periodic one, or conditionally periodic. By using the KAM theory methods we show that most of the conditionally periodic trajectories of the truncated systems persist also in the full system. Moreover, the trajectories that are not conditionally periodic in the full system belong to a subset of exponentially small measure. The results of the study are applied for the analysis of nonlinear motions of a symmetric satellite in a neighborhood of its cylindric precession.     

The stability of linear periodic Hamiltonian systems under non-Hamiltonian perturbations

A definition of strong stability and strong instability is proposed for a linear periodic Hamiltonian system of differential equations under a given non-Hamiltonian perturbation. Such a system is subject to the action of periodic perturbations: an arbitrary Hamiltonian perturbation and a given non-Hamiltonian one. Sufficient conditions for strong stability and strong instability are established. Using the linear periodic Lagrange equations of the second kind, the effect of gyroscopic forces and specified dissipative and non-conservative perturbing forces on strong stability and strong instability is investigated on the assumption that the critical relations of combined resonances are satisfied.     

A sixth order diagonally implicit symmetric and symplectic Runge-Kutta method for solving Hamiltonian systems

The paper is concerned with construction of symmetric and symplectic Runge-Kutta methods for Hamiltonian systems. Based on the symplectic and symmetrical properties, a sixth-order diagonally implicit symmetric and symplectic Runge-Kutta method with seven stages is presented, the proposed method proved to be P-stable. Numerical experiments with some Hamiltonian oscillatory problems are presented to show the proposed method is as competitive as the existing Runge-Kutta methods in scientic literature.     

On the Nonlinear Stability of Symplectic Integrators

The modified Hamiltonian is used to study the nonlinear stability of symplectic integrators, especially for nonlinear oscillators. We give conditions under which an initial condition on a compact energy surface will remain bounded for exponentially long times for sufficiently small time steps. While this is easy to achieve for non-critical energy surfaces, in some cases it can also be achieved for critical energy surfaces (those containing critical points of the Hamiltonian). For example, the implicit midpoint rule achieves this for the critical energy surface of the Hénon–Heiles system, while the leapfrog method does not. We construct explicit methods which are nonlinearly stable for all simple mechanical systems for exponentially long times. We also address questions of topological stability, finding conditions under which the original and modified energy surfaces are topologically equivalent. This revised version was published online in July 2006 with corrections to the Cover Date.     

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…     

Strong A-Acceptability for Rational Functions

In this note a simple characterization of 'strong' A-acceptability for a rational function is given. This fact meets applications in stability theory for Runge–Kutta or semi-implicit methods. In particular, strongly A-stable methods give (long time) stable integrations on autonomous differential systems possessing a semi-stable equilibrium.     

VON NEUMANN STABILITY ANALYSIS OF SYMPLECTIC INTEGRATORS APPLIED TO HAMILTONIAN PDEs

Symplectic integration of separable Hamiltonian ordinary and partial differential equations is discussed. A von Neumann analysis is performed to achieve general linear stability criteria for symplectic methods applied to a restricted class of Hamiltonian PDEs. In this treatment, the symplectic step is performed prior to the spatial step, as opposed to the standard approach of spatially discretising the PDE to form a system of Hamiltonian ODEs to which a symplectic integrator can be applied. In this way stability criteria are achieved by considering the spectra of linearised Hamiltonian PDEs rather than spatial step size.     

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…     

延迟积分微分方程线性多步方法的稳定性分析

考虑带常延迟的延迟积分微分方程线性系统零解的渐近稳定性，本文采用拉格朗日插值的线性多步方法，探讨了系统数值方法的线性稳定性。证明了所有A-稳定且强零-稳定的Pouzet型线性多步方法能够保持原线性系统的延迟不依赖稳定性。