Geometric integration of Hamiltonian systems perturbed by Rayleigh damping

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Abstract: Explicit and semi-explicit geometric integration schemes for dissipative perturbations of Hamiltonian systems are analyzed. The dissipation is characterized by a small parameter epsilon, and the schemes under study preserve the symplectic structure in the case epsilon=0. In the case 0<epsilonll1 the energy dissipation rate is shown to be asymptotically correct by backward error analysis. Theoretical results on monotone decrease of the modified Hamiltonian function for small enough step sizes are given. Further, an analysis proving near conservation of relative equilibria for small enough step sizes is conducted. Numerical examples, verifying the analyses, are given for a planar pendulum and an elastic 3--D pendulum. The results are superior in comparison with a conventional explicit Runge-Kutta method of the same order.


The behaviour of some integration schemes for perturbed Hamiltonian systems is studied. The systems under consideration that evolve in an \(n\)-dimensional Riemannian manifold \( ( Q, \mathbf{g} )\) where \mathbf{g} is a metric tensor are defined by a Lagrangian function \( L( \dot{q}, q ) = (1/2) \mathbf{g}_q ( \dot{q}, \dot{q}) - V(q)\) together with a dissipation function of Rayleigh type defined by \( R( q, \dot{q})= \varepsilon (1/2) \mathbf{d}_q ( \dot{q}, \dot{q})\) where \mathbf{d} is a symmetric semi-definite tensor and \( \varepsilon\) a small positive parameter. Three splitting methods that reduce to the Verlet scheme for \( \varepsilon =0\) are considered and, by means of a backward error analysis, asymptotically correct dissipation rates of the modified Hamiltonian are derived. Further, preservation of the symmetries and conservation of the momentum as well as near preservation of relative equilibria are proved. Finally, the numerical results with a damped planar pendulum and a damped elastic 3D-pendulum are presented to confirm the above theory.




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