Geometric Integrators and Computing Ergodic Limits

2021 ◽  
pp. 313-420
Author(s):  
Grigori N. Milstein ◽  
Michael V. Tretyakov
2009 ◽  
Vol 20 (02) ◽  
pp. 313-322
Author(s):  
PILWON KIM

Numerical schemes that are implemented by interpolation of exact solutions to a differential equation naturally preserve geometric properties of the differential equation. The solution interpolation method can be used for development of a new class of geometric integrators, which generally show better performances than standard method both quantitatively and qualitatively. Several examples including a linear convection equation and a nonlinear heat equation are included.


1997 ◽  
Vol 133 (1) ◽  
pp. 160-172 ◽  
Author(s):  
Jason Frank ◽  
Weizhang Huang ◽  
Benedict Leimkuhler

Author(s):  
Dina Razafindralandy ◽  
Aziz Hamdouni ◽  
Marx Chhay

2021 ◽  
Vol 155 (12) ◽  
pp. 124104
Author(s):  
Seonghoon Choi ◽  
Jiří Vaníček

SIMULATION ◽  
2019 ◽  
Vol 95 (11) ◽  
pp. 1055-1067
Author(s):  
Guillaume Chauvon ◽  
Philippe Saucez ◽  
Alain Vande Wouwer

Geometric integrators allow preservation of specific geometric properties of the exact flow of differential equation systems, such as energy, phase-space volume, and time-reversal symmetry, and are particularly reliable for long-run integration. In this study, variable step size composition methods and Gauss methods are implemented in Matlab library integrators, and are tested with several representative problems, including the Kepler problem, the outer solar system and a conservative Lotka–Volterra system. Variable step size integrators often perform better than their fixed step size counterparts and the numerical results show excellent long time preservation of the Hamiltonian in these examples.


2013 ◽  
Vol 11 (01) ◽  
pp. 1450009 ◽  
Author(s):  
ASIF MUSHTAQ ◽  
ANNE KVÆRNØ ◽  
KÅRE OLAUSSEN

We discuss systematic extensions of the standard (Störmer–Verlet) method for integrating the differential equations of Hamiltonian mechanics. Our extensions preserve the symplectic geometry exactly, as well as all Nöether conservation laws caused by joint symmetries of the kinetic and potential energies (like angular momentum in rotation invariant systems). These extensions increase the accuracy of the integrator, which for the Störmer–Verlet method is of order τ2 for a timestep of length τ, to higher-orders in τ. The schemes presented have, in contrast to most previous proposals, all intermediate timesteps real and positive. The schemes increase the relative accuracy to order τN (for N = 4, 6 and 8) for a large class of Hamiltonian systems.


2009 ◽  
Author(s):  
Elena Celledoni ◽  
Robert I. McLachlan ◽  
Brynjulf Owren ◽  
G. R. W. Quispel ◽  
Theodore E. Simos ◽  
...  

Author(s):  
S. G. Rajeev

Starting with a review of vector fields and their integral curves, the book presents the basic equations of the subject: Euler and Navier–Stokes. Some solutions are studied next: ideal flows using conformal transformations, viscous flows such as Couette and Stokes flow around a sphere, shocks in the Burgers equation. Prandtl’s boundary layer theory and the Blasius solution are presented. Rayleigh–Taylor instability is studied in analogy with the inverted pendulum, with a digression on Kapitza’s stabilization. The possibility of transients in a linearly stable system with a non-normal operator is studied using an example by Trefethen et al. The integrable models (KdV, Hasimoto’s vortex soliton) and their hamiltonian formalism are studied. Delving into deeper mathematics, geodesics on Lie groups are studied: first using the Lie algebra and then using Milnor’s approach to the curvature of the Lie group. Arnold’s deep idea that Euler’s equations are the geodesic equations on the diffeomorphism group is then explained and its curvature calculated. The next three chapters are an introduction to numerical methods: spectral methods based on Chebychev functions for ODEs, their application by Orszag to solve the Orr–Sommerfeld equation, finite difference methods for elementary PDEs, the Magnus formula and its application to geometric integrators for ODEs. Two appendices give an introduction to dynamical systems: Arnold’s cat map, homoclinic points, Smale’s horse shoe, Hausdorff dimension of the invariant set, Aref ’s example of chaotic advection. The last appendix introduces renormalization: Ising model on a Cayley tree and Feigenbaum’s theory of period doubling.


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