Geometric integration of non-autonomous linear Hamiltonian problems

DOI10.1007/S10444-015-9425-0MaRDI QIDQ273661zbMATH OpenOpenAlexFDO

Authors Håkon Marthinsen, Brynjulf Owren

Publication date 22 April 2016

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.5058

zbMATH Keywords

canonical transformationexponential methodsGauss-Legendre quadraturegeometric integrationHamiltonian formulationMagnus methodnon-autonomous linear equationnumerical experimentssymplectic integrators

Mathematics Subject Classification ID

Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Canonical transformations in symplectic and contact geometry (53D22) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Canonical and symplectic transformations for problems in Hamiltonian and Lagrangian mechanics (70H15)

Abstract: 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.

Review text

The authors make use of some canonical transformations designed for time-dependent systems in order to extend symplectic integrators for autonomous systems to non-autonomous ones. They carry out a lot of numerical experiments on a non-autonomous problem which can be viewed as a small perturbation of an autonomous one exhibiting bounded energy (the usual harmonic oscillator). For this problem they notice the long time performance of some integrators such as the symmetric 4th Magnus method based on two stage Gauss-Legendre quadrature, some canonical and/or symmetric integrators, as well as exponential methods. It seems that the canonic and symmetric exponential integrators have better long time behavior (conservation accuracy) than any other numerical integrators.

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Cited in

(5)

• Linearization-preserving self-adjoint and symplectic integrators
• Symplecticness conditions of some low order partitioned methods for non-autonomous Hamiltonian systems
• Structure-preserving deep learning
• Fast symplectic integrator for Nesterov-type acceleration method
• Discrete-time generalized canonical transformations for non-autonomous systems

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