Fractional variational integrators for fractional variational problems

In this paper, the fractional variational integrators for a class of fractional variational problems are developed. The fractional discrete Euler-Lagrange equation is obtained. Based on the Grünwald-Letnikov method and Diethelm’s fractional backward differences, some fractional variational integrators are presented and the fractional variational errors are discussed. Some numerical examples are presented to illustrate these results.     

Numerical integrators based on modified differential equations

Inspired by the theory of modified equations (backward error analysis), a new approach to high-order, structure-preserving numerical integrators for ordinary differential equations is developed. This approach is illustrated with the implicit midpoint rule applied to the full dynamics of the free rigid body. Special attention is paid to methods represented as B-series, for which explicit formulae for the modified differential equation are given. A new composition law on B-series, called substitution law, is presented.

     

A test problem for molecular dynamics integrators

We derive a test problem for evaluating the ability of time-steppingmethods to preserve the statistical properties of systems inmolecular dynamics. We consider a family of deterministic systemsconsisting of a finite number of particles interacting on acompact interval. The particles are given random initial conditionsand interact through instantaneous energy- and momentum-conservingcollisions. As the number of particles, the particle density,and the mean particle speed go to infinity, the trajectory ofa tracer particle is shown to converge to a stationary Gaussianstochastic process. We approximate this system by one describedby a system of ordinary differential equations and provide numericalevidence that it converges to the same stochastic process. Wesimulate the latter system with a variety of numerical integrators,including the symplectic Euler method, a fourth-order Runge-Kuttamethod, and an energyconserving step-and-project method. Weassess the methods' ability to recapture the system's limitingstatistics and observe that symplectic Euler performs significantlybetter than the others for comparable computational expense.     

Local path fitting: A new approach to variational integrators

A new approach for constructing variational integrators is presented. In the general case, the estimation of the action integral in a time interval [_tk,_tk+1]$[t_k,t_{k+1}]$ is used to construct a symplectic map (_qk,_qk+1)→(_qk+1,_qk+2)$(q_k,q_{k+1})\to (q_{k+1},q_{k+2})$. The basic idea, is that only the partial derivatives of the estimated action integral of the Lagrangian are needed in the general theory. The analytic calculation of these derivatives, gives rise to a new integral that depends on the Euler–Lagrange vector itself (which in the continuous and exact case vanishes) and not on the Lagrangian. Since this new integral can only be computed through a numerical method based on some internal grid points, we can locally fit the exact curve by demanding the Euler–Lagrange vector to vanish at these grid points. Thus, the integral vanishes, and the process dramatically simplifies the calculation of high order approximations. The new technique is tested in high order solutions of the two-body problem with high eccentricity (up to 0.99) and of the outer planets of the solar system.     

A stochastic variational approach to viscous Burgers equations

We consider viscous Burgers equations in one dimension of space and derive their solutions from stochastic variational principles on the corresponding group of homeomorphisms. The metrics considered on this group are L ^p metrics. The velocity corresponds to the drift of some stochastic Lagrangian processes. Existence of minima is proved in some cases by direct methods. We also give a representation of the solutions of viscous Burgers equations in terms of stochastic forward-backward systems.     

Parallel splitting augmented Lagrangian methods for monotone structured variational inequalities

The typical structured variational inequalities can be interpreted as a system of equilibrium problems with a leader and two cooperative followers. Assume that, based on the instruction given by the leader, each follower can solve the individual equilibrium sub-problems in his own way. The responsibility of the leader is to give a more reasonable instruction for the next iteration loop based on the feedback information from the followers. This consideration leads us to present a parallel splitting augmented Lagrangian method (abbreviated to PSALM). The proposed method can be extended to solve the system of equilibrium problems with three separable operators. Finally, it is explained why we cannot use the same technique to develop similar methods for problems with more than three separable operators.     

Analysis of a defect correction method for geometric integrators

We discuss a new variant of Iterated Defect Correction (IDeC), which increases the range of applicability of the method. Splitting methods are utilized in conjunction with special integration methods for Hamiltonian systems, or other initial value problems for ordinary differential equations with a particular structure, to solve the neighboring problems occurring in the course of the IDeC iteration. We demonstrate that this acceleration technique serves to rapidly increase the convergence order of the resulting numerical approximations, up to the theoretical limit given by the order of certain superconvergent collocation methods. This project was supported by the Special Research Program SFB F011 ‘AURORA’ of the Austrian Science Fund FWF.     

An inexact logarithmic-quadratic proximal augmented Lagrangian method for a class of constrained variational inequalities

The augmented Lagrangian method is attractive in constraint optimizations. When it is applied to a class of constrained variational inequalities, the sub-problem in each iteration is a nonlinear complementarity problem (NCP). By introducing a logarithmic-quadratic proximal term, the sub-NCP becomes a system of nonlinear equations, which we call the LQP system. Solving a system of nonlinear equations is easier than the related NCP, because the solution of the NCP has combinatorial properties. In this paper, we present an inexact logarithmic-quadratic proximal augmented Lagrangian method for a class of constrained variational inequalities, in which the LQP system is solved approximately under a rather relaxed inexactness criterion. The generated sequence is Fejér monotone and the global convergence is proved. Finally, some numerical test results for traffic equilibrium problems are presented to demonstrate the efficiency of the method.      

Geometric characterizations for variational minimizing solutions of charged 3-body problems

We study the charged 3-body problem with the potential function being (-α)-homogeneous on the mutual distances of any two particles via the variational method and try to find the geometric characterizations of the minimizers. We prove that if the charged 3-body problem admits a triangular central configuration, then the variational minimizing solutions of the problem in the π2-antiperiodic function space are exactly defined by the circular motions of this triangular central configuration.     

Raising the order of geometric numerical integrators by composition and extrapolation

We analyse composition and polynomial extrapolation as procedures to raise the order of a geometric integrator for solving numerically differential equations. Methods up to order sixteen are constructed starting with basic symmetric schemes of order six and eight. If these are geometric integrators, then the new methods obtained by extrapolation preserve the geometric properties up to a higher order than the order of the method itself. We show that, for a number of problems, this is a very efficient procedure to obtain high accuracy. The relative performance of the different algorithms is examined on several numerical experiments. AMS subject classification 17B66, 34A50, 65L05     

Unconventional Hamilton-type variational principles for nonlinear coupled thermoelastodynamics

According to the basic idea of classical yin-yang complementarity and modern dual-complementarity, in a simple and unified new way proposed by Luo, the unconventional Hamilton-type variational principles for geometrically nonlinear coupled thermoelastodynamics can be established systematically. The new unconventional Hamilton-type variational principle can fully characterize the initial-boundaty-value problem of this dynamics. In this paper, an important integral relation is given, which can be considered as the expression of the generalized principle of virtual work for geometrically nonlinear coupled thermodynamics. Based on this relation, it is possible not only to obtain the principle of virtual work in geometrically nonlinear coupled thermodynamics, but also to derive systematically the complementary functionals for eight-field, six-field, four-field and two-field unconventional Hamilton-type variational principles by the generalized Legendre transformations given in this paper. Furthermore, with this approach, the intrinsic relationship among various principles can be explained clearly.     

带约束广义变分不等式问题的一般分解算法的收敛性分析

本文考虑如下带约束广义变分不等式问题的增广Lagrangian对偶理论:寻找一点x∈Γ使满足,〈F(x),y-x〉 φ(x,y)-φ(x,x)≥0,y∈Γ,其中,Γ={y∈X｜Θ(y)∈-C}.对于求解这类一般变分不等式问题的基于增广Lagrangian对偶理论分解算法,本文给出了算法的收敛性分析.     

Fractional variational problems from extended exponentially fractional integral

In this letter, we study the fractional variational problems from extended exponentially fractional integral. Both the Lagrangian and Hamiltonian formulations are explored and discussed in some details. Some interesting consequences are revealed.     

Reliable preconditioned iterative linear solvers for some numerical integrators

Implicit time‐step numerical integrators for ordinary and evolutionary partial differential equations need, at each step, the solution of linear algebraic equations that are unsymmetric and often large and sparse. Recently, a block preconditioner based on circulant approximations for the linear systems arising in the boundary value methods (BVMs) was introduced by the author. Here, some circulant approximations are compared and a further new type is considered. Numerical experiments are presented to check the effectiveness of the various approximations that can be used in the underlying block preconditioner. Copyright © 2001 John Wiley & Sons, Ltd.     

General financial equilibrium with policy interventions: a variational inequality approach

In this paper a model of general financial equilibrium with policy interventions is introduced, which yields the optimal composition of assets and liabilities in each sector's portfolio, as well as the market prices for each instrument. The policy interventions considered are taxes and price ceilings. The variational inequality formulation of the equilibrium conditions is derived and then utilized to establish existence and uniqueness properties of the solution pattern. An algorithm is proposed for the computation of the problem. Finally, the algorithm is applied to some special utility functions as numerical examples.     

Iterative processes for solving incorrect convex variational problems

The present paper is concerned with a general approach to the construction and the numerical analysis of stable methods solving semi-infinite convex programs and variational inequalities of elliptical type in case where the considered problems are incorrect. The approach which is based on the application of the PROX-regularization (cf. Martinet, 1970; Ekeland and Temam, 1976; Rockafellar, 1976; Brézis and Lions, 1978; Lemaire, 1988) secures the strong convergence of the minimizing sequence. The possibility of the algorithmical realization is described and depends on the smoothness properties of the solutions.Supported by Deutsche Forschungsgemeinschaft under grant Ti 191/1-1.     

Accurate dense output formula for exponential integrators using the scaling and squaring method

This paper proposes an accurate dense output formula for exponential integrators. The computation of matrix exponential function is a vital step in implementing exponential integrators. By scrutinizing the computational process of matrix exponentials using the scaling and squaring method, valuable intermediate results in this process are identified and then used to establish a dense output formula. Efficient computation of dense outputs by the proposed formula enables time integration methods to set their simulation step sizes more flexibly. The efficacy of the proposed formula is verified through numerical examples from the power engineering field.     

A class of one-dimensional geometric variational problems with energy involving the curvature and its derivatives: a geometric measure-theoretic approach

The notions of Legendrian and Gaussian towers are defined and investigated. Then applications in the context of one-dimensional geometric variational problems with the energy involving the curvature and its derivatives are provided. Particular attention is paid to the case when the functional is defined on smooth boundaries of plane sets.      

Numerical algorithm for variational assimilation of sea surface temperature data

The problem of variational assimilation of sea surface temperature data is formulated and studied. An algorithm for solving the problem is developed. Numerical results are presented.