Characterization and Construction of Linear Symplectic RK-Methods

A characterization of linear symplectic Runge-Kutta methods, which is based on the W-transformation of Hairer and Wanner, is presented. Using this charac-terization three classes of high order linear symplectic Runge-Kutta methods are constructed. They include and extend known classes of high order linear symplectic Runge-Kutta methods.     

Symplectic Runge-Kutta methods of high order based on W-transformation

In this paper , characterizations of symmetric and symplectic Runge-Kutta methods based on the W-transformation of Hairer and Wanner are presented. Using these characterizations, we construct two families symplectic (symmetric and algebraically stable or algebraically stable) Runge-Kutta methods of high order. Methods constructed in this way and presented in this paper include and extend the known classes of high order implicit Runge-Kutta methods.     

Construction of High Order Symplectic Runge-Kutta Methods

Characterizations of symmetric and symplectic Runge-Kutta methods, which are based on the W-transformation of Hairer and Wanner, are presented. Using these characterizations we construct two classes of high order symplectic (symmetric and algebraically stable or algebraically stable) Runge-Kutta methods. They include and extend known classes of high order implicit Runge-Kutta methods.     

A class of symplectic partitioned Runge–Kutta methods

This paper deals with some relevant properties of Runge–Kutta (RK) methods and symplectic partitioned Runge–Kutta (PRK) methods. First, it is shown that the arithmetic mean of a RK method and its adjoint counterpart is symmetric. Second, the symplectic adjoint method is introduced and a simple way to construct symplectic PRK methods via the symplectic adjoint method is provided. Some relevant properties of the adjoint method and the symplectic adjoint method are discussed. Third, a class of symplectic PRK methods are proposed based on Radau IA, Radau IIA and their adjoint methods. The structure of the PRK methods is similar to that of Lobatto IIIA–IIIB pairs and is of block forms. Finally, some examples of symplectic partitioned Runge–Kutta methods are presented.     

A Generalized W-Transformation for Constructing Symplectic Partitioned Runge-Kutta Methods

This paper deals with the construction of implicit symplectic partitioned Runge–Kutta methods (PRKM) of high order for separable and general partitioned Hamiltonian systems. The main tool is a generalized W-transformation for PRKM based on different quadrature formulas. Methods of high order and special properties can be determined using the transformed coefficient matrices. Examples are given.     

随机平面线弹性问题的一类弱Galerkin方法

本文针对带有随机杨氏模量和荷载的平面线弹性问题,提出了一类随机弱Galerkin有限元方法.先利用Karhunen-Loève展开把随机项参数化,将方程转化为一个确定性问题;再采用弱Galerkin有限元法和k-/p-型方法分别离散空间区域和随机场.在弱Galerkin离散中,用分片s(s≥1)和s+1次多项式逼近单元...     

Symplectic effective order methods

A family of three stage symplectic Runge–Kutta methods are derived with effective order 4. The methods are constrained so that the coefficient matrix A has only real eigenvalues. This restriction enables transformations to be introduced into the implementation of the method so that, for large Hamiltonian problems, there is a significant gain in efficiency.     

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.     

EXPANSIONS OF STEP-TRANSITION OPERATORS OF MULTI-STEP METHODS AND ORDER BARRIERS FOR DAHLQUIST PAIRS

Using least parameters, we expand the step-transition operator of any linear multi-step method （LMSM） up to O（τ^s＋5） with order s = 1 and rewrite the expansion of the steptransition operator for s = 2 （obtained by the second author in a former paper）. We prove that in the conjugate relation G3^λτ o G1^τ =G2^τ o G3^λτ with G1 being an LMSM,（1） theorder of G2 can not be higher than that of G1; （2） if G3 is also an LMSM and G2 is a symplectic B-series, then the orders of G1, G2 and G3 must be 2, 2 and 1 respectively.     

任意长圈覆盖指定的独立的点

An invariant σ2（G） of a graph is defined as follows： σ2（G） ：= min{d（u） ＋ d（v）｜u, v ∈V（G）,uv ∈ E（G）,u ≠ v} is the minimum degree sum of nonadjacent vertices （when G is a complete graph, we define σ2（G） = ∞）. Let k, s be integers with k ≥ 2 and s ≥ 4, G be a graph of order n sufficiently large compared with s and k. We show that if σ2（G） ≥ n ＋ k- 1, then for any set of k independent vertices v1,..., vk, G has k vertex-disjoint cycles C1,..., Ck such that ｜Ci｜ ≤ s and vi ∈ V（Ci） for all 1 ≤ i ≤ k.
The condition of degree sum σs（G） ≥ n ＋ k - 1 is sharp.     

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.     

不同标准差估计方法下的过程能力指数的置信区间的比较研究

采用样本标准差$s$、$s/c_4$、$\ol{R}/d_2$以及MVA分析后的$\wh{\sigma}_{\text{TOTAL}}$分别估计总体标准差,介绍了相应的$\wh{C}_p$和$\wh{C}_{pk}$以及$C_p$的置信区间,分析了每种标准差估计方法的特点, 结合案例进行比较研究.     

Symplectic Runge-Kutta methods with real eigenvalues

Iserles [1] constructed symplectic Runge-Kutta methods with real eigenvalues with the help of perturbed collocation. This note shows that such methods can comfortably be obtained using theW-transformation of [2].     

ORDER PROPERTIES AND CONSTRUCTION OF SYMPLECTIC RUNGE-KUTTA METHODS

1. IntroductionFOr a given s stage Runge-Kutta methodwith A = [ail], p = [pl, PZt... 5 P.]T and ac = [afl, ry23... ) %]T / 0, we introduce thefollowing simplifying conditions as in Butcher [1]and make the notational convensionwhere 1 5 m? pi(x), i ~ 1, 2, 3,' ? are arbitrarily given i--th polynomials with the property that pi(0) = 0,Note that B(P), C(P) and D(P) are equivalent to BI,. = 0, CI,P = 0 and DI,. = 0respectively. We shall always denote BI,., CI,., DI,. and VI,. by B, …     

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.     

High-Order Symplectic Partitioned Lie Group Methods

In this article, a unified approach to obtain symplectic integrators on \(T^{*}G\) from Lie group integrators on a Lie group \(G\) is presented. The approach is worked out in detail for symplectic integrators based on Runge–Kutta–Munthe-Kaas methods and Crouch–Grossman methods. These methods can be interpreted as symplectic partitioned Runge–Kutta methods extended to the Lie group setting in two different ways. In both cases, we show that it is possible to obtain symplectic integrators of arbitrarily high order by this approach.     

Specialized Runge-Kutta methods for index differential-algebraic equations

We consider the numerical solution of systems of semi-explicit index differential-algebraic equations (DAEs) by methods based on Runge-Kutta (RK) coefficients. For nonstiffly accurate RK coefficients, such as Gauss and Radau IA coefficients, the standard application of implicit RK methods is generally not superconvergent. To reestablish superconvergence projected RK methods and partitioned RK methods have been proposed. In this paper we propose a simple alternative which does not require any extra projection step and does not use any additional internal stage. Moreover, symmetry of Gauss methods is preserved. The main idea is to replace the satisfaction of the constraints at the internal stages in the standard definition by enforcing specific linear combinations of the constraints at the numerical solution and at the internal stages to vanish. We call these methods specialized Runge-Kutta methods for index DAEs (SRK-DAE).

     

An energy-preserving exponentially-fitted continuous stage Runge–Kutta method for Hamiltonian systems

Recently, the symplectic exponentially-fitted methods for Hamiltonian systems with periodic or oscillatory solutions have been attracting a lot of interest. As an alternative to them, in this paper, we propose a class of energy-preserving exponentially-fitted methods. For this aim, we show sufficient conditions for energy-preservation in terms of the coefficients of continuous stage Runge–Kutta (RK) methods, and extend the theory of exponentially-fitted RK methods in the context of continuous stage RK methods. Then by combining these two theories, we derive second and fourth order energy-preserving exponentially-fitted schemes.     

On the Symplectic Eigenvalues of Positive Definite Matrices

A simple proof of Williamson’s theorem is given. This theorem states that a real symmetric positive definite matrix A of even order can be brought to diagonal form Λ by a symplectic congruence transformation. The diagonal entries of Λ are called symplectic eigenvalues of A. The problem of calculating these values is also discussed.     

CHARACTERIZATIONS OF SYMMETRIC MULTISTEP RUNGE-KUTTA METHODS

Some characterizations for symmetric multistep Runge-Kutta(RK) methods are obtained. Symmetric two-step RK methods with one and two-stages are presented. Numerical examples show that symmetry of multistep RK methods alone is not sufficient for long time integration for reversible Hamiltonian systems. This is an important difference between one-step and multistep symmetric RK methods.