Krylov projection methods for linear Hamiltonian systems

DOI10.1007/S11075-018-00649-8MaRDI QIDQ2316641zbMATH OpenOpenAlexWikidataFDO

Authors Lu Li, Elena Celledoni

Publication date 6 August 2019

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.06674

zbMATH Keywords

energy-preservingHamiltonianKrylovmodel reduction

Mathematics Subject Classification ID

Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Abstract: We study geometric properties of Krylov projection methods for large and sparse linear Hamiltonian systems. We consider in particular energy preservation. We discuss the connection to structure preserving model reduction. We illustrate the performance of the methods by applying them to Hamiltonian PDEs.

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Cited in

(4)

• A Krylov projection method for systems of ODEs
• Krylov integrators for Hamiltonian systems
• A flexible short recurrence Krylov subspace method for matrices arising in the time integration of port-Hamiltonian systems and ODEs/DAEs with a dissipative Hamiltonian
• Constraint-Satisfying Krylov Solvers for Structure-Preserving Discretizations

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