Lie-Poisson methods for isospectral flows

DOI10.1007/S10208-019-09428-WMaRDI QIDQ2194776zbMATH OpenOpenAlexWikidataFDO

Authors Klas Modin, Milo Viviani

Publication date 7 September 2020

Published in Foundations of Computational Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1808.02827

zbMATH Keywords

Bloch-Iserles flowChu's flowEuler equationsgeneralized rigid bodyisospectral flowLie-Poisson integratorpoint vorticessymplectic Runge-Kutta methodsToda flow

Mathematics Subject Classification ID

Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests (37J35) Relations of finite-dimensional Hamiltonian and Lagrangian systems with topology, geometry and differential geometry (symplectic geometry, Poisson geometry, etc.) (37J39) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Momentum maps; symplectic reduction (53D20) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Abstract: The theory of isospectral flows comprises a large class of continuous dynamical systems, particularly integrable systems and Lie--Poisson systems. Their discretization is a classical problem in numerical analysis. Preserving the spectra in the discrete flow requires the conservation of high order polynomials, which is hard to come by. Existing methods achieving this are complicated and usually fail to preserve the underlying Lie--Poisson structure. Here we present a class of numerical methods of arbitrary order for Hamiltonian and non-Hamiltonian isospectral flows, which preserve both the spectra and the Lie--Poisson structure. The methods are surprisingly simple, and avoid the use of constraints or exponential maps. Furthermore, due to preservation of the Lie--Poisson structure, they exhibit near conservation of the Hamiltonian function. As an illustration, we apply the methods to several classical isospectral flows.

Review text

Lie-Poisson systems and isospectral flows are two well-known classes of dynamical systems. Lie-Poisson systems appear as Poisson reductions of Hamiltonian systems. The isospectral flows appear as Lax formulations of integrable systems. In this paper, spectral preserving numerical methods of arbitrary order for isospectral flows are developed. They preserve in the case of Hamiltonian isospectral flows the Lie-Poisson structure. The methods are simply constructed and avoid the use of constraints or exponential maps as for other numerical methods for isospectral flows. The authors show through the framework of Poisson reduction, that the methods are directly related to classical symplectic Runge-Kutta methods and partitioned symplectic Runge-Kutta methods. Therefore they are named as Isospectral Symplectic Runge-Kutta (IsoSyRK) methods. The methods are applied to Hamiltonian systems such as the generalized rigid body, the (periodic) Toda lattice, the Euler equations on a sphere, point vortices on a sphere, the Heisenberg spin chain, and the Bloch-Iserles flow. They are also applied to non-Hamiltonian systems as for example the Toeplitz inverse eigenvalue problem, Chu's flow on symmetric real matrices, and the Brockett flow. Through numerical examples, the efficiency and high-order accuracy of the methods is demonstrated. The MATLAB codes are available at \url{https://bitbucket.org/Milo_Viviani/iso-runge-kutta}.

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Cited in

(27)

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• An efficient geometric method for incompressible hydrodynamics on the sphere
• A minimal-variable symplectic method for isospectral flows
• On an isospectral Lie-Poisson system and its Lie algebra
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