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

numerical experimentsgeometric integrationHamiltonian formulationcanonical transformationexponential methodsGauss-Legendre quadratureMagnus methodnon-autonomous linear equationsymplectic integrators

Mathematics Subject Classification ID

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

Recommendations

• Splitting methods for non-autonomous Hamiltonian equations
• Symplectic integrators for second-order linear non-autonomous equations
• Numerical integrators based on the Magnus expansion for nonlinear dynamical systems
• Hamiltonian systems and symplectic integrators
• scientific article; zbMATH DE number 5635171

Cites work

• scientific article; zbMATH DE number 3136073 (Why is no real title available?)
• scientific article; zbMATH DE number 1300852 (Why is no real title available?)
• scientific article; zbMATH DE number 940566 (Why is no real title available?)
• A second-order Magnus-type integrator for nonautonomous parabolic problems
• A second-order Magnus-type integrator for quasi-linear parabolic problems
• Error analysis of exponential integrators for oscillatory second-order differential equations
• Generalized canonical transformations for time-dependent systems
• Geometric Numerical Integration
• Geometric properties of Kahan's method
• Hamiltonian dynamics on the symplectic extended phase space for autonomous and non-autonomous systems
• Magnus and Fer expansions for matrix differential equations: the convergence problem
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• On Magnus Integrators for Time-Dependent Schrödinger Equations
• On the exponential solution of differential equations for a linear operator
• On the global error of discretization methods for highly-oscillatory ordinary differential equations
• On the solution of linear differential equations in Lie groups
• Quadrature methods based on the Cayley transform
• Quadrature methods for highly oscillatory linear and non-linear systems of ordinary differential equations. II
• Simulating Hamiltonian Dynamics
• Solving Ordinary Differential Equations I
• Solving linear ordinary differential equations by exponentials of iterated commutators
• Splitting and composition methods for explicit time dependence in separable dynamical systems

Cited in

(4)

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

This page was built for publication: Geometric integration of non-autonomous linear Hamiltonian problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q273661)