Minimal \ell^2 Norm Discrete Multiplier Method

arXiv2208.12355MaRDI QIDQ6408846FDOQ6408846

Publication date: 25 August 2022

Abstract: We introduce an extension to the Discrete Multiplier Method (DMM), called Minimal

e l l_{2}

Norm Discrete Multiplier Method (MN-DMM), where conservative finite difference schemes for dynamical systems with multiple conserved quantities are constructed procedurally, instead of analytically as in the original DMM. For large dynamical systems with multiple conserved quantities, MN-DMM alleviates difficulties that can arise with the original DMM at constructing conservative schemes which satisfies the discrete multiplier conditions. In particular, MN-DMM utilizes the right Moore-Penrose pseudoinverse of the discrete multiplier matrix to solve an underdetermined least-square problem associated with the discrete multiplier conditions. We prove consistency and conservative properties of the MN-DMM schemes. We also introduce two variants - Mixed MN-DMM and MN-DMM using Singular Value Decomposition - and discuss their usage in practice. Moreover, numerical examples on various problems arising from the mathematical sciences are shown to demonstrate the wide applicability of MN-DMM and its relative ease of implementation compared to the original DMM.

Mathematics Subject Classification ID

Simulation of dynamical systems (37M05) Finite difference and finite volume methods for ordinary differential equations (65L12) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Dynamical systems in other branches of physics (quantum mechanics, general relativity, laser physics) (37N20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Applications to the sciences (65Z05)

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