Hamiltonian spatial structure for three-dimensional water waves in a moving frame of reference

Summary The governing equations for three-dimensional time-dependent water waves in a moving frame of reference are reformulated in terms of the energy and momentum flux. The novelty of this approach is that time-independent motions of the system—that is, motions that are steady in a moving frame of reference—satisfy a partial differential equation, which is shown to be Hamiltonian. The theory of Hamiltonian evolution equations (canonical variables, Poisson brackets, symplectic form, conservation laws) is applied to the spatial Hamiltonian system derived for pure gravity waves. The addition of surface tension changes the spatial Hamiltonian structure in such a way that the symplectic operator becomes degenerate, and the properties of this generalized Hamiltonian system are also studied. Hamiltonian bifurcation theory is applied to the linear spatial Hamiltonian system for capillary-gravity waves, showing how new waves can be found in this framework.     

Backward error analysis for multi-symplectic integration methods

Summary. A useful method for understanding discretization error in the numerical solution of ODEs is to compare the system of ODEs with the modified equations obtained through backward error analysis, and using symplectic integration for Hamiltonian ODEs provides more incite into the modified equations. In this paper, the ideas of symplectic integration are extended to Hamiltonian PDEs, and this paves the way for the development of a local modified equation analysis solely as a useful diagnostic tool for the study of these types of discretizations. In particular, local conservation laws of energy and momentum are not preserved exactly when symplectic integrators are used to discretize, but the modified equations are used to derive modified conservation laws that are preserved to higher order along the numerical solution. These results are also applied to the nonlinear wave equation. Mathematics Subject Classification (1991):65M06, 65P10, 37K05     

The rate of error growth in Hamiltonian-conserving integrators

In this note, we consider numerical methods for a class of Hamiltonian systems that preserve the Hamiltonian. We show that the rate of growth of error is at most linear in time when such methods are applied to problems with period uniquely determined by the value of the Hamiltonian. This contrasts to generic numerical schemes, for which the rate of error growth is superlinear. Asymptotically, the rate of error growth for symplectic schemes is also linear. Hence, Hamiltonian-conserving schemes are competitive with symplectic schemes in this respect. The theory is illustrated with a computation performed on Kepler's problem for the interaction of two bodies.     

偏微分方程Hamilton正则系统的序解析表示

Based on the method of symplectic geometry and variational calculation,the method for some PDEs to be ordered and analytically represented by Hamiltonian canonical system is discussed. Meanwhile some related necessary and sufficient conditions are obtained.     

New open modified Newton Cotes type formulae as multilayer symplectic integrators

New modified open Newton Cotes integrators are introduced in this paper. For the new proposed integrators the connection between these new algorithms, differential methods and symplectic integrators is studied. Much research has been done on one step symplectic integrators and several of them have obtained based on symplectic geometry. However, the research on multistep symplectic integrators is very poor. Zhu et al. [1] studied the well known open Newton Cotes differential methods and they presented them as multilayer symplectic integrators. Chiou and Wu [2] studied the development of multistep symplectic integrators based on the open Newton Cotes integration methods. In this paper we introduce a new open modified numerical method of Newton Cotes type and we present it as symplectic multilayer structure. The new obtained symplectic schemes are applied for the solution of Hamilton’s equations of motion which are linear in position and momentum. An important remark is that the Hamiltonian energy of the system remains almost constant as integration proceeds. We have applied also efficiently the new proposed method to a nonlinear orbital problem and an almost periodic orbital problem.     

A non-squeezing theorem for convex symplectic images of the Hilbert ball

We prove that the non-squeezing theorem of Gromov holds for symplectomorphisms on an infinite-dimensional symplectic Hilbert space, under the assumption that the image of the ball is convex. The proof is based on the construction by duality methods of a symplectic capacity for bounded convex neighbourhoods of the origin. We also discuss the role of infinite-dimensional non-squeezing results in the study of Hamiltonian PDEs and show some examples of symplectomorphisms on infinite-dimensional spaces exhibiting behaviours which would be impossible in finite dimensions.     

Symplectic and multi-symplectic wavelet collocation methods for two-dimensional Schrödinger equations

In this paper, we develop symplectic and multi-symplectic wavelet collocation methods to solve the two-dimensional nonlinear Schrödinger equation in wave propagation problems and the two-dimensional time-dependent linear Schrödinger equation in quantum physics. The Hamiltonian and the multi-symplectic formulations of each equation are considered. For both formulations, wavelet collocation method based on the autocorrelation function of Daubechies scaling functions is applied for spatial discretization and symplectic method is used for time integration. The conservation of energy and total norm is investigated. Combined with splitting scheme, splitting symplectic and multi-symplectic wavelet collocation methods are also constructed. Numerical experiments show the effectiveness of the proposed methods.     

Multisymplecticity of the centred box scheme for a class of hamiltonian PDEs and an application to quasi-periodically solitary waves

In this paper, the multisymplectic integrator for a class of Hamiltonian PDEs depending explicitly on time and spatial variables (nonautonomous Hamiltonian PDEs) is defined, and the multisymplecticity of the centred box scheme for this kind of Hamiltonian PDEs is proven. We give an application of the result to (periodic) quasi-periodic variable coefficient Korteweg-de Vries (qpKdV) equation, which is known to have a physical application in the propagation of surface waves in straits or channels with quasi-periodic varying depth and width in the time direction. We derive a multisymplectic scheme for a qpKdV equation in terms of the multisymplecticity of the centred box scheme, then make use of it to simulate numerically the (periodically) quasi-periodically solitary wave of the equation. Numerical experiments are presented in illustration of the multisymplectic scheme of qpKdV equation stemming the centred box discretization.     

Conserved quantities of some Hamiltonian wave equations after full discretization

Hamiltonian PDEs have some invariant quantities, which would be good to conserve with the numerical integration. In this paper, we concentrate on the nonlinear wave and Schrödinger equations. Under hypotheses of regularity and periodicity, we study how a symmetric space discretization makes that the space discretized system also has some invariants or `nearly' invariants which well approximate the continuous ones. We conjecture some facts which would explain the good numerical approximation of them after time integration when using symplectic Runge-Kutta methods or symmetric linear multistep methods for second-order systems.     

传递辛矩阵群收敛于辛Lie群

通过作用量变分原理,给出了Hamilton正则方程离散积分的传递辛矩阵表示,利用Hamilton正则方程给出了其对应的Lie代数．说明了当时间区段长度趋近于0时,离散系统积分的传递辛矩阵群收敛于连续时间Hamilton系统微分方程分析积分得到的辛Lie群．     

Arbitrary high-order linearly implicit energy-preserving algorithms for Hamiltonian PDEs

In this paper, we present a novel strategy to systematically construct linearly implicit energy-preserving schemes with arbitrary order of accuracy for Hamiltonian PDEs. Such a novel strategy is based on the newly developed exponential scalar auxiliary variable (ESAV) approach that can remove the bounded-from-below restriction of nonlinear terms in the Hamiltonian functional and provides a totally explicit discretization of the auxiliary variable without computing extra inner products. So it is more effective and applicable than the traditional scalar auxiliary variable (SAV) approach. To achieve arbitrary high-order accuracy and energy preservation, we utilize symplectic Runge-Kutta methods for both solution variables and the auxiliary variable, where the values of the internal stages in nonlinear terms are explicitly derived via an extrapolation from numerical solutions already obtained in the preceding calculation. A prediction-correction strategy is proposed to further improve the accuracy. Fourier pseudo-spectral method is then employed to obtain fully discrete schemes. Compared with the SAV schemes, the solution variables and the auxiliary variable in these ESAV schemes are now decoupled. Moreover, when the linear terms have constant coefficients, the solution variables can be explicitly solved by using the fast Fourier transform. Numerical experiments are carried out for three Hamiltonian PDEs to demonstrate the efficiency and conservation of the ESAV schemes.

     

Minimum time‐step criteria for the Galerkin finite element methods applied to one‐dimensional parabolic partial differential equations

The finite element method has been well established for numerically solving parabolic partial differential equations (PDEs). Also it is well known that a too large time step should not be chosen in order to obtain a stable and accurate numerical solution. In this article, accuracy analysis shows that a too small time step should not be chosen either for some time‐stepping schemes. Otherwise, the accuracy of the numerical solution cannot be improved or can even be worsened in some cases. Furthermore, the so‐called minimum time step criteria are established for the Crank‐Nicolson scheme, the Galerkin‐time scheme, and the backward‐difference scheme used in the temporal discretization. For the forward‐difference scheme, no minimum time step exists as far as the accuracy is concerned. In the accuracy analysis, no specific initial and boundary conditions are invoked so that such established criteria can be applied to the parabolic PDEs subject to any initial and boundary conditions. These minimum time step criteria are verified in a series of numerical experiments for a one‐dimensional transient field problem with a known analytical solution. The minimum time step criteria developed in this study are useful for choosing appropriate time steps in numerical simulations of practical engineering problems. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Numerical invariant tori of symplectic integrators for integrable Hamiltonian systems

In this paper, we study the persistence of invariant tori of integrable Hamiltonian systems satisfying Rssmann's non-degeneracy condition when symplectic integrators are applied to them. Meanwhile, we give an estimate of the measure of the set occupied by the invariant tori in the phase space. On an invariant torus,numerical solutions are quasi-periodic with a diophantine frequency vector of time step size dependence. These results generalize Shang's previous ones(1999, 2000), where the non-degeneracy condition is assumed in the sense of Kolmogorov.     

Symplectic Transformations and a Reduction Method for Asymptotically Linear Hamiltonian Systems

In many fields of applications, especially in applications from mechanics, many equations of motion can be written as Hamiltonian systems. In this paper, we study a class of asymptotically linear Hamiltonian systems. We construct a symplectic transformation which reduces the linear systems of the Hamiltonian systems. This reduction method can be applied to study the existence of periodic solutions for a class of asymptotically linear Hamiltonian systems under weaker conditions on the linear systems of the Hamiltonian systems.     

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…     

The linear symmetries of Hill’s lunar problem

Archiv der Mathematik - A symmetry of a Hamiltonian system is a symplectic or anti-symplectic involution which leaves the Hamiltonian invariant. For the planar and spatial Hill lunar problem, four...     

On the Constructive Algorithm for Stability Analysis of an Equilibrium Point of a Periodic Hamiltonian System with Two Degrees of Freedom in the Second-order Resonance Case

This paper is concerned with a nonautonomous Hamiltonian system with two degrees of freedom whose Hamiltonian is a 2π-periodic function of time and analytic in a neighborhood of an equilibrium point. It is assumed that the system exhibits a secondorder resonance, i. e., the system linearized in a neighborhood of the equilibrium point has a double multiplier equal to ?1. The case of general position is considered when the monodromy matrix is not reduced to diagonal form and the equilibrium point is linearly unstable. In this case, a nonlinear analysis is required to draw conclusions on the stability (or instability) of the equilibrium point in the complete system.In this paper, a constructive algorithm for a rigorous stability analysis of the equilibrium point of the above-mentioned system is presented. This algorithm has been developed on the basis of a method proposed in [1]. The main idea of this method is to construct and normalize a symplectic map generated by the phase flow of a Hamiltonian system.It is shown that the normal form of the Hamiltonian function and the generating function of the corresponding symplectic map contain no third-degree terms. Explicit formulae are obtained which allow one to calculate the coefficients of the normal form of the Hamiltonian in terms of the coefficients of the generating function of a symplectic map.The developed algorithm is applied to solve the problem of stability of resonant rotations of a symmetric satellite.     

波动方程的一类显式辛格式

1．引言和预备知识本文主要考虑如下波动方程初边值问题的数值方法．一般的哈密顿系统可写成那么，系统（1．幻称为可分的哈密顿系统．众所周知，方程（1．la）在引进新变量。t＝v后，它变成一类可分的线性哈密顿系统：它的哈密顿函数为H一三矿（V“＋。乏）咖，并且在离散＊。＝。。。后，（1．4）是一个方程组，u，V是向量．人们早就知道，初边值问题（1．1）在应用隐式中点公式（辛格式）进行数值解时，能保持真解许多重要性质，并且格式是无条件稳定的，但美中不足的是，在每积分步，它要求解一个线性方程组，当考虑大的离散系统时，…     

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.     

Jacobi structures of evolutionary partial differential equations

In this paper we introduce the notion of infinite dimensional Jacobi structure to describe the geometrical structure of a class of nonlocal Hamiltonian systems which appear naturally when applying reciprocal transformations to Hamiltonian evolutionary PDEs. We prove that our class of infinite dimensional Jacobi structures is invariant under the action of reciprocal transformations that only change the spatial variable. The main technical tool is in a suitable generalization of the classical Schouten–Nijenhuis bracket to the space of the so called quasi-local multi-vectors, and a simple realization of this structure in the framework of supermanifolds. These constructions are used to compute the Lichnerowicz–Jacobi cohomologies and to prove a Darboux theorem for Jacobi structures with hydrodynamic leading terms. We also introduce the notion of bi-Jacobi structures, and consider the integrability of a system of evolutionary PDEs that possesses a bi-Jacobi structure.