Performance assessment of energy-preserving, adaptive time-step variational integrators

DOI10.1016/J.CNSNS.2022.106646MaRDI QIDQ2160944zbMATH OpenOpenAlexFDO

Authors Harsh Sharma, Jeff T. Borggaard, C. A. Woolsey, Mayuresh J. Patil

Publication date 3 August 2022

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2108.05420

zbMATH Keywords

variational integratorsbackward stabilityenergy-preserving integratorsadaptive time-step integrators

Mathematics Subject Classification ID

Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Abstract: A fixed time-step variational integrator cannot preserve momentum, energy, and symplectic form simultaneously for nonintegrable systems. This barrier can be overcome by treating time as a discrete dynamic variable and deriving adaptive time-step variational integrators that conserve the energy in addition to being symplectic and momentum-preserving. Their utility, however, is still an open question due to the numerical difficulties associated with solving the discrete governing equations. In this work, we investigate the numerical performance of energy-preserving, adaptive time-step variational integrators. First, we compare the time adaptation and energy performance of the energy-preserving adaptive algorithm with the adaptive variational integrator for Kepler's two-body problem. Second, we apply tools from Lagrangian backward error analysis to investigate numerical stability of the energy-preserving adaptive algorithm. Finally, we consider a simple mechanical system example to illustrate the backward stability of this energy-preserving, adaptive time-step variational integrator.

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Cited in

(3)

• Symplectic model reduction of Hamiltonian systems using data-driven quadratic manifolds
• Energy-preserving variational integrators for forced Lagrangian systems
• Time-step adaptivity in variational integrators with application to contact problems

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