Geometric integration of non-autonomous linear Hamiltonian problems

DOI10.1007/S10444-015-9425-0zbMATH Open1338.65272arXiv1409.5058OpenAlexW2209264044MaRDI QIDQ273661FDOQ273661

Authors: Håkon Marthinsen, Brynjulf Owren 

Publication date: 22 April 2016

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1409.5058

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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)

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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

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