Long-time symplectic integration: the example of four-vortex motion

1991 ◽  
Vol 432 (1886) ◽  
pp. 481-494 ◽  
Keyword(s):  
Fourth Order ◽  
Initial Conditions ◽  
Hamiltonian Formulation ◽  
Superior Performance ◽  
Integration Time ◽  
Characteristic Time Scale ◽  
Symplectic Integration ◽  
Time Step ◽  
Long Time ◽  
Runge Kutta

Detailed comparisons are made between long-time numerical integration of the motion of four identical point vortices obtained using both a fourth-order symplectic integration method of the implicit Runge-Kutta type and a standard fourth-order explicit Runge-Kutta scheme. We utilize the reduced hamiltonian formulation of the four-vortex problem due to Aref & Pomphrey. Initial conditions which give both fully chaotic and also quasi-periodic motions are considered over integration times of order 10 6 -10 7 times the characteristic time scale of the evolution. The convergence, as the integration time step is decreased, of the Poincaré section is investigated. When smoothness of the section compared to the converged image, and the fractional change in the hamiltonian H are used as diagnostic indicators, it is found that the symplectic scheme gives substantially superior performance over the explicit scheme, and exhibits only an apparent qualitative degrading in results up to integration time steps of order the minimum timescale of the evolution. It is concluded that this performance derives from the symplectic rather than the implicit character of the method.

scholarly journals Thermomechanically coupled modelling for land-terminating glaciers: a comparison of two-dimensional, first-order and three-dimensional, full-Stokes approaches

2015 ◽  
Vol 61 (228) ◽  
pp. 702-712 ◽  
Author(s):  
Tong Zhang ◽  
Lili Ju ◽  
Wei Leng ◽  
Stephen Price ◽  
Max Gunzburger
Keyword(s):  
Initial Conditions ◽  
Three Dimensional ◽  
Integration Time ◽  
Two Dimensional ◽  
Shape Factors ◽  
Coupled Modelling ◽  
First Order ◽  
Glacier Changes ◽  
Basal Sliding ◽  
Long Time

AbstractFor many regions, glacier inaccessibility results in sparse geometric datasets for use as model initial conditions (e.g. along the central flowline only). In these cases, two-dimensional (2-D) flowline models are often used to study glacier dynamics. Here we systematically investigate the applicability of a 2-D, first-order Stokes approximation flowline model (FLM), modified by shape factors, for the simulation of land-terminating glaciers by comparing it with a 3-D, ‘full’-Stokes ice-flow model (FSM). Based on steady-state and transient, thermomechanically uncoupled and coupled computational experiments, we explore the sensitivities of the FLM and FSM to ice geometry, temperature and forward model integration time. We find that, compared to the FSM, the FLM generally produces slower horizontal velocities, due to simplifications inherent to the FLM and to the underestimation of the shape factor. For polythermal glaciers, those with temperate ice zones, or when basal sliding is important, we find significant differences between simulation results when using the FLM versus the FSM. Over time, initially small differences between the FLM and FSM become much larger, particularly near cold/temperate ice transition surfaces. Long time integrations further increase small initial differences between the two models. We conclude that the FLM should be applied with caution when modelling glacier changes under a warming climate or over long periods of time.

On the accuracy of some explicit and implicit methods for the inviscid GRLW equation subject to initial Gaussian conditions

2016 ◽  
Vol 26 (3/4) ◽  
pp. 698-721 ◽  
Author(s):  
J I Ramos
Keyword(s):  
Finite Difference ◽  
Fourth Order ◽  
Finite Difference Methods ◽  
Second Order ◽  
Time Step ◽  
Content Type ◽  
Difference Methods ◽  
Temporal And Spatial ◽  
Runge Kutta ◽  
Grlw Equation

Purpose – The purpose of this paper is to both determine the effects of the nonlinearity on the wave dynamics and assess the temporal and spatial accuracy of five finite difference methods for the solution of the inviscid generalized regularized long-wave (GRLW) equation subject to initial Gaussian conditions. Design/methodology/approach – Two implicit second- and fourth-order accurate finite difference methods and three Runge-Kutta procedures are introduced. The methods employ a new dependent variable which contains the wave amplitude and its second-order spatial derivative. Numerical experiments are reported for several temporal and spatial step sizes in order to assess their accuracy and the preservation of the first two invariants of the inviscid GRLW equation as functions of the spatial and temporal orders of accuracy, and thus determine the conditions under which grid-independent results are obtained. Findings – It has been found that the steepening of the wave increase as the nonlinearity exponent is increased and that the accuracy of the fourth-order Runge-Kutta method is comparable to that of a second-order implicit procedure for time steps smaller than 100th, and that only the fourth-order compact method is almost grid-independent if the time step is on the order of 1,000th and more than 5,000 grid points are used, because of the initial steepening of the initial profile, wave breakup and solitary wave propagation. Originality/value – This is the first study where an accuracy assessment of wave breakup of the inviscid GRLW equation subject to initial Gaussian conditions is reported.

scholarly journals Implementation of the variation of the luni-solar acceleration into GLONASS orbit calculus

2021 ◽  
Vol 65 (03) ◽  
pp. 459-471
Author(s):  
Sid Ahmed Medjahed ◽  
Abdelhalim Niati ◽  
Noureddine Kheloufi ◽  
Habib Taibi
Keyword(s):  
Differential Equation ◽  
Fourth Order ◽  
Initial Conditions ◽  
Equation System ◽  
Satellite System ◽  
Linear Functions ◽  
Differential Equation System ◽  
Interface Control ◽  
Runge Kutta ◽  
Fourth Order Method

In the differential equation system describes the motion of GLONASS satellites (rus. Globalnaya Navigazionnaya Sputnikovaya Sistema, or Global Navigation Satellite System ), the acceleration caused by the luni-solar traction is often taken as a constant during the period of the integration. In this work-study, we assume that the acceleration due to the luni-solar traction is not constant but varies linearly during the period of integration following this assumption; the linear functions in the three axes of the luni-solar acceleration are computed for an interval of 30 min and then implemented into the differential equations. The use of the numerical integration of Runge-Kutta fourth-order is recommended in the GLONASS-ICD (Interface Control Document) to solve for the differential equation system in order to get an orbit solution. The computation of the position and velocity of a GLONASS satellite in this study is performed by using the Runge-Kutta fourth-order method in forward and backward integration, with initial conditions provided in the broadcast ephemerides file.

scholarly journals A Weighted Residual Parabolic Acceleration Time Integration Method for Problems in Structural Dynamics

2007 ◽  
Vol 7 (3) ◽  
pp. 227-238 ◽  
Author(s):  
S.H. Razavi ◽  
A. Abolmaali ◽  
M. Ghassemieh
Keyword(s):  
Fourth Order ◽  
Initial Conditions ◽  
Time Integration ◽  
Critical Time ◽  
Linear Acceleration ◽  
Time Step ◽  
Time Integration Method ◽  
Acceleration Method ◽  
The Stability ◽  
Critical Time Step

AbstractIn the proposed method, the variation of displacement in each time step is assumed to be a fourth order polynomial in time and its five unknown coefficients are calculated based on: two initial conditions from the previous time step; satisfying the equation of motion at both ends of the time step; and the zero weighted residual within the time step. This method is non-dissipative and its dispersion is considerably less than in other popular methods. The stability of the method shows that the critical time step is more than twice of that for the linear acceleration method and its convergence is of fourth order.

Conservative Transport Schemes for Spherical Geodesic Grids: High-Order Flux Operators for ODE-Based Time Integration

2011 ◽  
Vol 139 (9) ◽  
pp. 2962-2975 ◽  
Author(s):  
William C. Skamarock ◽  
Almut Gassmann
Keyword(s):  
Fourth Order ◽  
Time Integration ◽  
Higher Order ◽  
Second Order ◽  
Time Step ◽  
Diffusion Term ◽  
The Third ◽  
Integration Schemes ◽  
Order Scheme ◽  
Runge Kutta

Higher-order finite-volume flux operators for transport algorithms used within Runge–Kutta time integration schemes on irregular Voronoi (hexagonal) meshes are proposed and tested. These operators are generalizations of third- and fourth-order operators currently used in atmospheric models employing regular, orthogonal rectangular meshes. Two-dimensional least squares fit polynomials are used to evaluate the higher-order spatial derivatives needed to cancel the leading-order truncation error terms of the standard second-order centered formulation. Positive definite or monotonic behavior is achieved by applying an appropriate limiter during the final Runge–Kutta stage within a given time step. The third- and fourth-order formulations are evaluated using standard transport tests on the sphere. The new schemes are more accurate and significantly more efficient than the standard second-order scheme and other schemes in the literature examined by the authors. The third-order formulation is equivalent to the fourth-order formulation plus an additional diffusion term that is proportional to the Courant number. An optimal value for the coefficient scaling this diffusion term is chosen based on qualitative evaluation of the test results. Improvements using the higher-order scheme in place of the traditional second-order centered approach are illustrated within 3D unstable baroclinic wave simulations produced using two global nonhydrostatic models employing spherical Voronoi meshes.

scholarly journals A Two-Step Adams–Bashforth–Moulton Split-Explicit Integrator for Compressible Atmospheric Models

2009 ◽  
Vol 137 (10) ◽  
pp. 3588-3595 ◽  
Author(s):  
Louis J. Wicker
Keyword(s):  
Stokes Equations ◽  
Numerical Models ◽  
Computational Effort ◽  
Integration Time ◽  
Courant Number ◽  
Explicit Integration ◽  
Time Step ◽  
Third Order ◽  
Integration Schemes ◽  
Runge Kutta

Abstract Split-explicit integration methods used for the compressible Navier–Stokes equations are now used in a wide variety of numerical models ranging from high-resolution local models to convection-permitting climate simulations. Models are now including more sophisticated and complicated physical processes, such as multimoment microphysics parameterizations, electrification, and dry/aqueous chemistry. A wider range of simulation problems combined with the increasing physics complexity may place a tighter constraint on the model’s time step compared to the fluid flow’s Courant number (e.g., the choice of the integration time step based solely on advective Courant number considerations may generate unacceptable errors associated with the parameterization schemes). The third-order multistage Runge–Kutta scheme has been very successful as the split-explicit integration method; however, its efficiency arises partially in its ability to use a time step that is 20%–40% larger than more traditional integration schemes. In applications in which the time step is constrained by other considerations, alternative integration schemes may be more efficient. Here a two-step third-order Adams–Bashforth–Moulton integrator is stably split in a similar manner as the split Runge–Kutta scheme. For applications in which the large time step is not constrained by the advective Courant number it requires less computational effort. Stability is demonstrated through eigenvalue analysis of the linear coupled one-dimensional velocity–pressure equations, and full two-dimensional nonlinear solutions from a standard test problem are shown to demonstrate solution accuracy and efficiency.

scholarly journals Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states

2020 ◽  
Author(s):  
Petr Plechac ◽  
Gabriel Stoltz ◽  
Ting Wang
Keyword(s):  
Linear Response ◽  
Measure Theory ◽  
Approximation Error ◽  
Ratio Method ◽  
Integration Time ◽  
Numerical Schemes ◽  
Time Step ◽  
Long Time ◽  
Bounded Variance ◽  
Time Average

We consider numerical schemes for computing the linear response of  steady-state averages with respect to a perturbation of the drift part of the stochastic differential equation.  The schemes are based on the Girsanov change-of-measure theory in order to reweight trajectories with factors derived from a linearization of the Girsanov weights.  The resulting estimator is the product of a time average and a martingale correlated to this time average.  We investigate both its discretization and finite time approximation error. The designed numerical schemes are shown to be of bounded variance with respect to the integration time which is a desirable feature for long time simulation.  We also show how the discretization error can be improved to second order accuracy in the time step by modifying the weight process in an appropriate way.

A Numerical Solution to the Point Kinetic Equations Using Diagonally Implicit Runge Kutta Method

2016 ◽  
Author(s):  
Zhizhu Zhang ◽  
Yun Cai
Keyword(s):  
Kinetic Equations ◽  
Fixed Time ◽  
Time Step ◽  
Perfect Agreement ◽  
Computation Efficiency ◽  
Runge Kutta Method ◽  
Adaptive Time Step ◽  
Long Time ◽  
Runge Kutta ◽  
Point Kinetics

It would take a long time to solve the point kinetics equations by using full implicit Runge-Kutta (FIRK) for the strong stiffness. Diagonally implicit Runge-Kutta (DIRK) is a useful tool like FIRK to solve the stiff differential equations, while it could greatly reduce the computation compared to FIRK. By embedded low-order Runge-Kutta, DIRK is implemented with the time step adaptation technique, which improves the computation efficiency of DIRK. Through four typical cases with step, ramp sinusoidal and zig-zag reactivity insertions, it shows that the results obtained by DIRK are in perfect agreement with other available results and DIRK with adaptive time step technique has more efficiency than DIRK with the fixed time step.

A Two-Stage Fourth-Order Multimoment Global Shallow-Water Model on the Cubed Sphere

2020 ◽  
Vol 148 (10) ◽  
pp. 4267-4279
Author(s):  
Yuzhang Che ◽  
Chungang Chen ◽  
Feng Xiao ◽  
Xingliang Li ◽  
Xueshun Shen
Keyword(s):  
Shallow Water ◽  
Fourth Order ◽  
Time Integration ◽  
Water Model ◽  
Shallow Water Model ◽  
Time Step ◽  
Two Stage ◽  
Order Scheme ◽  
Runge Kutta ◽  
Cubed Sphere

AbstractA new multimoment global shallow-water model on the cubed sphere is proposed by adopting a two-stage fourth-order Runge–Kutta time integration. Through calculating the values of predicted variables at half time step t = tn + (1/2)Δt by a second-order formulation, a fourth-order scheme can be derived using only two stages within one time step. This time integration method is implemented in our multimoment global shallow-water model to build and validate a new and more efficient numerical integration framework for dynamical cores. As the key task, the numerical formulation for evaluating the derivatives in time has been developed through the Cauchy–Kowalewski procedure and the spatial discretization of the multimoment finite-volume method, which ensures fourth-order accuracy in both time and space. Several major benchmark tests are used to verify the proposed numerical framework in comparison with the existing four-stage fourth-order Runge–Kutta method, which is based on the method of lines framework. The two-stage fourth-order scheme saves about 30% of the computational cost in comparison with the four-stage Runge–Kutta scheme for global advection and shallow-water models. The proposed two-stage fourth-order framework offers a new option to develop high-performance time marching strategy of practical significance in dynamical cores for atmospheric and oceanic models.

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