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.     

Symplectic Difference Schemes for Hamiltonian Systems in General Symplectic Structure

We consider the construction of phase flow generating functions and symplectic difference schemes for Hamiltonian systems in general symplectic structure with variable coefficients.     

Poisson Difference Schemes for Hamiltonian Systems on Poisson Manifolds

In this paper a systematical method for the construction of Poisson difference schemes with arbitrary order of accuracy for Hamiltonian systems on Poisson manifolds is considered. The transition of such difference schemes from one time-step to the next is a Poisson map. In addition, these schemes preserve all Casimir functions and, under certain conditions, quadratic first integrals of the original Hamiltonian systems. Especially, the arbitrary order centered schemes preserve all Casimir functions and all quadratic first integrals of the original Hamiltonian systems.     

Canonical difference scheme for the Hamiltonian equation

In this paper we construct canonical difference schemes of any order accuracy based on Padé approximation for Linear canonical systems with constant coefficients. For non-linear Hamiltonian equations we will use an infinitesimally canonical transformation to construct canonical schemes of any order accuracy.     

线性Hamilton系统边值问题的保辛数值方法

以Hamilton系统的正则变换和生成函数为基础研究线性时变Hamilton系统边值问题的保辛数值求解算法.根据第二类生成函数系数矩阵与状态传递矩阵的关系,构造了生成函数系数矩阵的区段合并递推算法,并进一步将递推算法推广到线性非齐次边值问题中;然后利用生成函数的性质将边值问题转化为初值问题,最后采用初值问题的保辛算法求解以达到整个Hamilton系统保辛的目的.数值算例表明该方法能够有效地求解线性齐次与非齐次问题,并能很好地保持Hamilton系统的固有特性.     

Hamiltonian differencing of fluid dynamics

By analyzing the Hamiltonian structures of several representations of continuous Lagrangian fluid dynamics, a universal Hamiltonian form is developed which unifies those structures and applies both to the continuous and spatially discrete cases. Then the universal Hamiltonian form is used as a “template” for generating numerical differencing schemes which retain the underlying Hamiltonian structure of the continuous theory. Examples are discussed of these spatial differencing schemes for the Euler equations in one, two, and three dimensions. In one dimension, the nondissipative part of the von Neumann-Richtmeyer scheme is recovered as a special case.     

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.     

Three-level schemes of the alternating triangular method

In this paper, the schemes of the alternating triangular method are set out in the class of splitting methods used for the approximate solution of Cauchy problems for evolutionary problems. These schemes are based on splitting the problem operator into two operators that are conjugate transposes of each other. Economical schemes for the numerical solution of boundary value problems for parabolic equations are designed on the basis of an explicit-implicit splitting of the problem operator. The alternating triangular method is also of interest for the construction of numerical algorithms that solve boundary value problems for systems of partial differential equations and vector systems. The conventional schemes of the alternating triangular method used for first-order evolutionary equations are two-level ones. The approximation properties of such splitting methods can be improved by transiting to three-level schemes. Their construction is based on a general principle for improving the properties of difference schemes, namely, on the regularization principle of A.A. Samarskii. The analysis conducted in this paper is based on the general stability (or correctness) theory of operator-difference schemes.     

THE CALCULUS OF GENERATING FUNCTIONS AND THE FORMAL ENERGY FOR HAMILTONIAN ALGORITHMS

1.DarbouxTransformationConsidercotangentbundleT*R"acRZnwithnaturalsymplecticstructureandtheproductofcotangentbundles(T*R")x(T*R")=R4nwithnaturalproductsymplecticstructureCorrespondingly,weconsidertheproductspaceR"xR"rsRZn.ItscotangentbunT*(R"xR")=T*Rzn=R'nhasnaturalsymplecticstructure')PreparedbyQinMengzhaoChoosesymplecticcoordinatesz~(p,q)onthesymplecticmanifold,thenforsymplectictransformationg:T*R"~T*R",wehaveitisaLagrangiansubmanifoldofT*R"xT*RninR4n~(R'",J4.).NotethatonR4nth…     

A Note on Conservation Laws of Symplectic Difference Schemes for Hamiltonian Systems

In this paper we consider the necessary conditions of conservation laws of symplectic difference schemes for Hamiltonian systems and give an example which shows that there does not exist any centered symplectic difference scheme which preserves all Hamiltonian energy.     

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…     

A NOTE ON CONSTRUCTION OF HIGHER-ORDER SYMPLECTIC SCHEMES FROM LOWER-ORDER ONE VIAFORMAL ENERGIES

1.IntroductionFirstofall,let'srecallthedefinitionsofsymplecticschemes,revertibleschemes,andFeng'swayofconstructionofsymplecticmethodsviageneratingfunctions.Aswell-known,thephaseflow{g',tER}ofanyHamiltoniansystem(whereJ~I--i:n1,H:RZn-- RIisasmoothfunc...     

任意阶精度蛙跳格式稳定性分析

考虑如下波动方程的初这值问题,设其边界条件为周期的,解具有周期性.如[6](1.1)有两种Hamilton形。一种是经典形式     

Hierarchical generating method for large-scale multiobjective systems

This paper investigates large-scale multiobjective systems in the context of a general hierarchical generating method which considers the problem of how to find the set of all noninferior solutions by decomposition and coordination. A new, unified framework of the hierarchical generating method is developed by integrating the envelope analysis approach and the duality theory that is used in multiobjective programming. In this scheme, the vector-valued Lagrangian and the duality theorem provide the basis of a decomposition of the overall multiobjective system into several multiobjective subsystems, and the envelope analysis gives an efficient approach to deal with the coordination at a high level. The following decomposition-coordination schemes for different problems are developed: (i) a spatial decomposition and envelope coordination algorithm for large-scale multiobjective static systems; (ii) a temporal decomposition and envelope coordination algorithm for multiobjective dynamic systems; and (iii) a three-level structure algorithm for large-scale multiobjective dynamic systems.This work was supported by NSF Grant No. CEE-82-11606.     

Volume-preserving algorithms for source-free dynamical systems

Summary. In this paper, we first expound why the volume-preserving algorithms are proper for numerically solving source-free systems and then prove all the conventional methods are not volume-preserving. Secondly, we give a general method of constructing volume-preserving difference schemes for source-free systems on the basis of decomposing a source-free vector field as a finite sum of essentially 2-dimensional Hamiltonian fields and of composing the corresponding essentially symplectic schemes into a volume-preserving one. Lastly, we make some special discussions for so-called separable source-free systems for which arbitrarily high order explicit revertible volume-preserving schemes can be constructed. Received March 22, 1994 / Revised version received January 25, 1995     

Time integration and discrete Hamiltonian systems

Summary This paper develops a formalism for the design of conserving time-integration schemes for Hamiltonian systems with symmetry. The main result is that, through the introduction of a discrete directional derivative, implicit second-order conserving schemes can be constructed for general systems which preserve the Hamiltonian along with a certain class of other first integrals arising from affine symmetries. Discrete Hamiltonian systems are introduced as formal abstractions of conserving schemes and are analyzed within the context of discrete dynamical systems; in particular, various symmetry and stability properties are investigated. This paper is dedicated to the memory of Juan C. Simo This paper was solicited by the editors to be part of a volume dedicated to the memory of Juan C. Simo.     

A family of hyperbolic spin Calogero‐Moser systems and the spin Toda lattices

In this paper, we continue to develop a general scheme to study a broad class of integrable systems naturally associated with the coboundary dynamical Lie algebroids. In particular, we present a factorization method for solving the Hamiltonian flows. We also present two important classes of new examples, a family of hyperbolic spin Calogero‐Moser systems and the spin Toda lattices. To illustrate our factorization theory, we show how to solve these Hamiltonian systems explicitly. © 2004 Wiley Periodicals, Inc.     

四阶杆振动方程的两类高精度辛格式

In this paper, we present two classes of symplectic schemes with high order accuracy for solving four-order rod vibration equation utt uxxxx=0 via the third type generating function method. First, the equation of four order rod vibration is written into the canonical Hamilton system; second, overcoming successfully the essential difficult on the calculus of high order variations derivative, we get the semi-discretization with arbitrary order of accuracy in time direction for the PDEs by the third type generating function method. Furthermore the discretization of the related modified equation of original equation is obtained. Finally, arbitrary order accuracy symplectic schemes are obtained. Numerical results are also presented to show the effectiveness of the scheme, high order accuracy and properties of excellent long-time numerical behavior.     

自治Birkhoff系统的广义正则变换和辛算法研究

研究了自治Birkhoff系统的广义正则变换,将Hamilton系统的辛算法推广到Birkhoff系统,通过引入凯莱变换和生成函数法构造Birkhoff方程的Birkhoff的辛差分格式,同时讨论了Birkhoff差分格式的辛算法.     

Geometric integration of non-autonomous linear Hamiltonian problems

Symplectic integration of autonomous Hamiltonian systems is a well-known field of study in geometric numerical integration, but for non-autonomous systems the situation is less clear, since symplectic structure requires an even number of dimensions. We show that one possible extension of symplectic methods in the autonomous setting to the non-autonomous setting is obtained by using canonical transformations. Many existing methods fit into this framework. We also perform experiments which indicate that for exponential integrators, the canonical and symmetric properties are important for good long time behaviour. In particular, the theoretical and numerical results support the well documented fact from the literature that exponential integrators for non-autonomous linear problems have superior accuracy compared to general ODE schemes.