A Concise Introduction to Geometric Numerical Integration

DOI10.1201/b21563zbMath1343.65146OpenAlexW2500884611MaRDI QIDQ2787626

Publication date: 4 March 2016

Full work available at URL: https://doi.org/10.1201/b21563

monograph extrapolation method finite differences Schrödinger equation Hamiltonian system splitting method symplectic integrator backward error analysis Lie group method variational integrator multistep method linear parabolic PDE composition method Fourier spectral collocation Euler symplectic Runge-Kutta symplectic Stoermer-Verlet scheme volume-preserving method

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Hamilton's equations (70H05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Two-body problems (70F05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Time-dependent Schrödinger equations and Dirac equations (35Q41)

Related Items

Drift-preserving numerical integrators for stochastic Poisson systems ⋮ Why Magnus expansion ⋮ On the reliable and efficient numerical integration of the Kuramoto model and related dynamical systems on graphs ⋮ A dissipation-preserving scheme for damped oscillatory Hamiltonian systems based on splitting ⋮ HMC: reducing the number of rejections by not using leapfrog and some results on the acceptance rate ⋮ Computing quantum dynamics in the semiclassical regime ⋮ Numerical solution for Benjamin-Bona-Mahony-Burgers equation with Strang time-splitting technique ⋮ Positivity-preserving methods for ordinary differential equations ⋮ Hagedorn wavepackets and Schrödinger equation with time-dependent, homogeneous magnetic field ⋮ Higher-order symplectic integration techniques for molecular dynamics problems ⋮ Applying splitting methods with complex coefficients to the numerical integration of unitary problems ⋮ Variational order for forced Lagrangian systems ⋮ Exact discrete Lagrangian mechanics for nonholonomic mechanics ⋮ Conservative integrators for many-body problems ⋮ The anatomy of Boris type solvers and the Lie operator formalism for deriving large time-step magnetic field integrators ⋮ Strong Rates of Convergence of a Splitting Scheme for Schrödinger Equations with Nonlocal Interaction Cubic Nonlinearity and White Noise Dispersion ⋮ A Dissipation-Preserving Integrator for Damped Oscillatory Hamiltonian Systems ⋮ An improved Störmer-Verlet method based on exact discretization for nonlinear oscillators ⋮ A note on the Baker-Campbell-Hausdorff series in terms of right-nested commutators ⋮ On symmetric-conjugate composition methods in the numerical integration of differential equations ⋮ Symplectic integrators for second-order linear non-autonomous equations ⋮ Time-Average on the Numerical Integration of Nonautonomous Differential Equations ⋮ Thread-Parallel Anisotropic Mesh Adaptation ⋮ Community integration algorithms (CIAs) for dynamical systems on networks ⋮ Splitting integrators for stochastic Lie–Poisson systems ⋮ Retraction maps: a seed of geometric integrators ⋮ On Multiscale Quasi-Interpolation of Scattered Scalar- and Manifold-Valued Functions ⋮ Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations ⋮ A diagonal splitting method for solving semidiscretized parabolic partial differential equations ⋮ A Lanczos-type procedure for tensors ⋮ Invariant variational schemes for ordinary differential equations ⋮ Practical perspectives on symplectic accelerated optimization ⋮ On expansions for nonlinear systems error estimates and convergence issues ⋮ Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations ⋮ Symplecticity-preserving continuous-stage Runge-Kutta-Nyström methods ⋮ Palindromic 3-stage splitting integrators, a roadmap ⋮ (Spectral) Chebyshev collocation methods for solving differential equations ⋮ An efficient method of finding new symplectic schemes for Hamiltonian mechanics problems with the aid of parametric Gröbner bases ⋮ NySALT: Nyström-type inference-based schemes adaptive to large time-stepping ⋮ Compositions of pseudo-symmetric integrators with complex coefficients for the numerical integration of differential equations ⋮ A variant of the discrete gradient method for the solution of the semilinear wave equation under different boundary conditions ⋮ A New Optimality Property of Strang’s Splitting ⋮ Symmetric-conjugate splitting methods for linear unitary problems ⋮ Constraint-Satisfying Krylov Solvers for Structure-Preserving Discretizations ⋮ Convergence of an Operator Splitting Scheme for Abstract Stochastic Evolution Equations ⋮ Modern Challenges and Interdisciplinary Interactions via Mathematical, Statistical, and Computational Models ⋮ A Lanczos-like method for non-autonomous linear ordinary differential equations ⋮ Novel symplectic integrators for the Klein-Gordon equation with space- and time-dependent mass ⋮ Symplecticness conditions of some low order partitioned methods for non-autonomous Hamiltonian systems ⋮ High order efficient splittings for the semiclassical time-dependent Schrödinger equation ⋮ The design of conservative finite element discretisations for the vectorial modified KdV equation ⋮ High-order commutator-free quasi-Magnus exponential integrators for non-autonomous~linear evolution equations ⋮ On the structure and convergence of the symmetric Zassenhaus formula ⋮ On eigenvalues of a matrix arising in energy-preserving/dissipative continuous-stage Runge-Kutta methods ⋮ Novel parallel in time integrators for ODEs ⋮ A note on trigonometric identities involving non-commuting matrices ⋮ Analysis of energy and quadratic invariant preserving (EQUIP) methods ⋮ Symmetrically Processed Splitting Integrators for Enhanced Hamiltonian Monte Carlo Sampling ⋮ Involutive flows and discretization errors for nonlinear driftless control systems ⋮ High order integrators obtained by linear combinations of symmetric-conjugate compositions ⋮ Computing the matrix sine and cosine simultaneously with a reduced number of products ⋮ Symplectic propagators for the Kepler problem with time-dependent mass ⋮ Some splitting methods for hyperbolic PDEs ⋮ Splitting and composition methods with embedded error estimators ⋮ An integral evolution formula of boundary value problem for wave equations ⋮ On the geometry of discrete contact mechanics ⋮ On the construction of symmetric second order methods for ODEs ⋮ Iterative approximate factorization of difference operators of high-order accurate bicompact schemes for multidimensional nonhomogeneous quasilinear hyperbolic systems ⋮ High order symplectic integrators based on continuous-stage Runge-Kutta-Nyström methods ⋮ An accurate approximation algorithm for Burgers' equation in the presence of small viscosity ⋮ Variational and symplectic integrators for satellite relative orbit propagation including drag ⋮ Partitioned averaged vector field methods ⋮ Numerical integrators based on the Magnus expansion for nonlinear dynamical systems ⋮ Conservative Galerkin methods for dispersive Hamiltonian problems ⋮ Computational efficiency of numerical integration methods for the tangent dynamics of many-body Hamiltonian systems in one and two spatial dimensions ⋮ An efficient Strang splitting technique combined with the multiquadric-radial basis function for the Burgers' equation ⋮ Geometric integrators and the Hamiltonian Monte Carlo method ⋮ Hamiltonian dynamical systems: symbolical, numerical and graphical study ⋮ Symplectic Gaussian process regression of maps in Hamiltonian systems ⋮ Symmetry-Preserving Finite Element Schemes: An Introductory Investigation ⋮ Split Hamiltonian Monte Carlo revisited ⋮ A general framework for solving differential equations ⋮ Runge-Kutta-Nyström symplectic splitting methods of order 8 ⋮ Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation ⋮ A nonholonomic Newmark method ⋮ A general method of finding new symplectic schemes for Hamiltonian mechanics ⋮ Do ideas have shape? Idea registration as the continuous limit of artificial neural networks

Uses Software