Numerically induced stochasticity

DOI10.1016/0021-9991(91)90078-YMaRDI QIDQ751204zbMATH OpenOpenAlexFDO

Authors Alex Friedman, S. Auerbach

Publication date 1991

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9991(91)90078-y

zbMATH Keywords

chaosclosed orbitsdynamical systemsleapfrog methodmotion of a particlephase spacepotential wellstabilitystochastic behaviortime integration schemestime stepping schemes

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

Review text

The authors study numerical effects in computing the motion of a particle in a one-dimensional potential well. Though the true motion is regular due to the constraints put on the particle velocity v at the point x by the principle of conservation of energy, stochastic behavior may result if the motion is computed numerically. Considering simple time integration schemes as mappings from a phase space pair \((v,x)^ n\) at a time level \(n\Delta\) to a phase space pair \((v,x)^{n+1}\) at time level \((n+1)\Delta\) the authors demonstrate that particles move on closed orbits if the time step \(\Delta\) is sufficiently small while there is chaos for larger values of \(\Delta\). If the state phase plane includes a separatix chaos may result also for very small time steps. Beside other time stepping schemes a detailed study is devoted to the leapfrog method applied to motion in a particular double-well potential. In this case stochasticity is shown to occur at much smaller time steps than the usual stability threshold predicts. Additionally, a new symmetrical variant of the standard map is introduced.

Recommendations

• Long-time behaviour of numerically computed orbits: Small and intermediate timestep analysis of one-dimensional systems
• On the integration of equations of motion for particle-in-cell codes
• Numerical integration of stochastic differential equations.
• Computed chaos or numerical errors
• scientific article; zbMATH DE number 1787317

Cites work

• Conservative numerical methods for x=f(x)
• Long-time behaviour of numerically computed orbits: Small and intermediate timestep analysis of one-dimensional systems
• Regular and stochastic motion
• The Liouville theorem and accurate plasma simulation

Cited in

(5)

• The use of Hamilton's principle to derive time-advance algorithms for ordinary differential equations
• On the integration of equations of motion for particle-in-cell codes
• Slow crossing of a stochastic layer
• Recent progress in the theory and application of symplectic integrators
• Long-time behaviour of numerically computed orbits: Small and intermediate timestep analysis of one-dimensional systems

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