Abstract

We introduce a new family of symplectic integrators for canonical Hamiltonian systems. Each method in the family depends on a real parameter $\alpha$. When $\alpha=0$ we obtain the classical Gauss collocation formula of order $2s$, where $s$ denotes the number of the internal stages. For any given non-null $\alpha$, the corresponding method remains symplectic and has order $2s-2$; hence it may be interpreted as an $O(h^{2s-2})$ (symplectic) perturbation of the Gauss method. Under suitable assumptions, we show that the parameter $\alpha$ may be properly tuned, at each step of the integration procedure, so as to guarantee energy conservation in the numerical solution, as well as to maintain the original order $2s$ as the generating Gauss formula.

Keywords

  1. Hamiltonian systems
  2. collocation Runge--Kutta methods
  3. symplectic integrators
  4. energy-preserving methods

MSC codes

  1. 65P10
  2. 65L05

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
U. Ascher and S. Reich, On some difficulties in integrating highly oscillatory Hamiltonian systems, in Computational Molecular Dynamics, Lecture Notes in Comput. Sci. Engrg. 4, Springer, Berlin, 1999, pp. 281--296.
2.
L. Brugnano and F. Iavernaro, Line integral methods which preserve all invariants of conservative problems, J. Comput. Appl. Math., 236 (2012), pp. 3905--3919.
3.
L. Brugnano, F. Iavernaro, and D. Trigiante, The Hamiltonian BVMs (HBVMs) homepage, arXiv:1002.2757; also available online from http://web.math.unifi.it/users/ brugnano/HBVM.
4.
L. Brugnano, F. Iavernaro, and D. Trigiante, Analysis of Hamiltonian Boundary Value Methods (HBVMs): A class of energy-preserving Runge-Kutta methods for the numerical solution of polynomial Hamiltonian dynamical systems, arXiv:0909.5659, 2009.
5.
L. Brugnano, F. Iavernaro, and D. Trigiante, Hamiltonian Boundary Value Methods (Energy Preserving Discrete Line Integral Methods), J. Numer. Anal. Industr. Appl. Math., 5 (2010), pp. 17--37.
6.
L. Brugnano, F. Iavernaro, and D. Trigiante, A note on the efficient implementation of Hamiltonian BVMs, J. Comput. Appl. Math., 236 (2011), pp. 375--383.
7.
L. Brugnano, F. Iavernaro, and D. Trigiante, The lack of continuity and the role of infinite and infinitesimal in numerical methods for ODEs: The case of symplecticity, Appl. Math. Comput., 218 (2012), pp. 8056--8063.
8.
L. Brugnano, F. Iavernaro, and D. Trigiante, A simple framework for the derivation and analysis of effective one-step methods for ODEs, Appl. Math. Comput., 218 (2012), pp. 8475--8485.
9.
L. Brugnano and D. Trigiante, Solving Differential Problems by Multistep Initial and Boundary Value Methods, Gordon and Breach Science, Amsterdam, 1998.
10.
M. Calvo, M.P. Laburta, J.I. Montijano, and L. Rández, Error growth in the numerical integration of periodic orbits, Math. Comput. Simulation, 81 (2011), pp. 2646--2661.
11.
E. Celledoni, R.I. McLachlan, D.I. McLaren, B. Owren, G.R.W. Quispel, and W.M. Wright, Energy-preserving Runge-Kutta methods, Math. Model. Numer. Anal., 43 (2009), pp. 645--649.
12.
E. Celledoni, R.I. McLachlan, B. Owren, and G.R.W. Quispel, Energy-preserving integrators and the structure of B-series, Found. Comput. Math., 10 (2010), pp. 673--693.
13.
P. Chartier, E. Faou, and A. Murua, An algebraic approach to invariant preserving integrators: The case of quadratic and Hamiltonian invariants, Numer. Math., 103 (2006), pp. 575--590.
14.
Z. Ge and J.E. Marsden, Lie-Poisson Hamilton-Jacobi theory and Lie-Poisson integrators, Phys. Lett. A, 133 (1988), pp. 134--139.
15.
O. Gonzalez, Time integration and discrete Hamiltonian systems, J. Nonlinear Sci., 6 (1996), pp. 449--467.
16.
E. Hairer, Energy-preserving variant of collocation methods, J. Numer. Anal. Industr. Appl. Math., 5 (2010), pp. 73--84.
17.
E. Hairer, Symmetric projection methods for differential equations on manifolds, BIT, 40 (2000), pp. 726--734.
18.
E. Hairer, C. Lubich, and G. Wanner, Geometric Numerical Integration. Structure-Preserving Algorithms for Ordinary Differential Equations, 2nd ed., Springer, Berlin, 2006.
19.
E. Hairer and G. Wanner, Solving Ordinary Differential Equations II. Stiff and Differential-Algebraic Problems, 2nd ed., Springer Ser. Comput. Math. 14, Springer, Berlin, 1996.
20.
M. Hénon and C. Heiles, The applicability of the third integral of motion: Some numerical experiments, Astron. J., 69 (1964), pp. 73--79.
21.
C. Kane, J.E. Marsden, and M. Ortiz, Symplectic-energy-momentum preserving variational integrators, J. Math. Phys., 40 (1999), pp. 3353--3371.
22.
F. Iavernaro and B. Pace, $s$-Stage Trapezoidal Methods for the Conservation of Hamiltonian Functions of Polynomial Type, AIP Conf. Proc. 936, American Institute of Physics, Melville, NY, 2007, pp. 603--606.
23.
F. Iavernaro and D. Trigiante, High-order symmetric schemes for the energy conservation of polynomial Hamiltonian problems, J. Numer. Anal. Industr. Appl. Math., 4 (2009), pp. 87--111.
24.
S.G. Krantz and H.R. Parks, The Implicit Function Theorem. History, Theory, and Applications, Birkhäuser Boston, Cambridge, MA, 2002.
25.
B. Leimkuhler and S. Reich, Simulating Hamiltonian dynamics, Cambridge Monogr. Appl. Comput. Math. 14, Cambridge University Press, Cambridge, UK, 2004.
26.
A.J. Maciejewski and M. Przybylska, Darboux Polynomials and First Integrals of Natural Polynomial Hamiltonian Systems, Phys. Lett. A, 326 (2004), pp. 219--226.
27.
J.E. Marsden and J.M. Wendlandt, Mechanical systems with symmetry, variational principles, and integration algorithms, in Current and Future Directions in Applied Mathematics, M. Alber, B. Hu, and J. Rosenthal, eds. Birkhäuser, Basel, Switzerland, 1997, pp. 219--261.
28.
R.I. McLachlan, G.R.W. Quispel, and N. Robidoux, Geometric integration using discrete gradient, Phil. Trans. Roy. Soc. London A, 357 (1999), pp. 1021--1045.
29.
G.R.W. Quispel and D.I. McLaren, A new class of energy-preserving numerical integration methods, J. Phys. A, 41 (2008), 045206.
30.
J.M. Sanz-Serna and M.P. Calvo, Numerical Hamiltonian Problems, Chapman & Hall, London, 1994.
31.
N. Sidorov, B. Loginov, A. Sinitsyn, and M. Falaleev, Lyapunov-Schmidt Methods in Nonlinear Analysis and Applications, Math. Appl. 550, Kluwer Academic, Dordrecht, Netherlands, 2002.
32.
J.C. Simo and N. Tarnow, A new energy and momentum conserving algorithm for the non-linear dynamics of shells, Internat. J. Numer. Methods Engrg., 37 (1994), pp. 2527--2549.
33.
J.C. Simo, N. Tarnow and K.K. Wong, Exact energy-momentum conserving algorithms and symplectic schemes for nonlinear dynamics, Comput. Methods Appl. Mechanics Engrg., 100 (1992), pp. 63--116.

Information & Authors

Information

Published In

cover image SIAM Journal on Numerical Analysis
SIAM Journal on Numerical Analysis
Pages: 2897 - 2916
ISSN (online): 1095-7170

History

Submitted: 28 November 2011
Accepted: 7 August 2012
Published online: 6 November 2012

Keywords

  1. Hamiltonian systems
  2. collocation Runge--Kutta methods
  3. symplectic integrators
  4. energy-preserving methods

MSC codes

  1. 65P10
  2. 65L05

Authors

Affiliations

Metrics & Citations

Metrics

Citations

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited By

View Options

View options

PDF

View PDF

Figures

Tables

Media

Share

Share

Copy the content Link

Share with email

Email a colleague

Share on social media