Geometric numerical integration of inequality constrained, nonsmooth Hamiltonian systems

DOI10.1137/100800105MaRDI QIDQ4903737zbMATH OpenOpenAlexFDO

Authors Danny M. Kaufman, Dinesh K. Pai

Publication date 24 January 2013

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1007.2233

zbMATH Keywords

geometric numerical integrationHamiltonian systemsinequality-equality-constrained systemsnumerical experiments

Mathematics Subject Classification ID

Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests (37J35) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Abstract: We consider the geometric numerical integration of Hamiltonian systems subject to both equality and "hard" inequality constraints. As in the standard geometric integration setting, we target long-term structure preservation. We additionally, however, also consider invariant preservation over persistent, simultaneous and/or frequent boundary interactions. Appropriately formulating geometric methods to include such conditions has long-remained challenging due to the inherent nonsmoothness they impose. To resolve these issues we thus focus both on symplectic-momentum preserving behavior and the preservation of additional structures, unique to the inequality constrained setting. Leveraging discrete variational techniques, we construct a family of geometric numerical integration methods that not only obtain the usual desirable properties of momentum preservation, approximate energy conservation and equality constraint preservation, but also enforce multiple simultaneous inequality constraints, obtain smooth unilateral motion along constraint boundaries and allow for both nonsmooth and smooth boundary approach and exit trajectories. Numerical experiments are presented to illustrate the behavior of these methods on difficult test examples where both smooth and nonsmooth active constraint modes persist with high frequency.

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