Important aspects of geometric numerical integration

At the example of Hamiltonian differential equations, geometric properties of the flow are discussed that are only preserved by special numerical integrators (such as symplectic and/or symmetric methods). In the ‘non-stiff' situation the long-time behaviour of these methods is well-understood and can be explained with the help of a backward error analysis. In the highly oscillatory (‘stiff') case this theory breaks down. Using a modulated Fourier expansion, much insight can be gained for methods applied to problems where the high oscillations stem from a linear part of the vector field and where only one (or a few) high frequencies are present. This paper terminates with numerical experiments at space discretizations of the sine-Gordon equation, where a whole spectrum of frequencies is presen

Discrete embeddings for Lagrangian and Hamiltonian systems

The general topic of the present paper is to study the conservation for some structural property of a given problem when discretising this problem. Precisely we are interested with Lagrangian or Hamiltonian structures and thus with variational problems attached to a least action principle. Considering a partial differential equation (PDE) deriving from such a variational principle, a natural question is to know whether this structure at the continuous level is preserved at the discrete level when discretising the PDE. To address this question a concept of \textit{coherence} is introduced. Both the differential equation (the PDE translating the least action principle) and the variational structure can be embedded at the discrete level. This provides two discrete embeddings for the original problem. In case these procedures finally provide the same discrete problem we will say that the discretisation is \textit{coherent}. Our purpose is illustrated with the Poisson problem. Coherence for discrete embeddings of Lagrangian structures is studied for various classical discretisations (finite elements, finite differences and finite volumes). Hamiltonian structures are shown to provide coherence between a discrete Hamiltonian structure and the discretisation of the mixed formulation of the PDE, both for mixed finite elements and mimetic finite differences methods.Comment: Acta Mathematica Vietnamica, Springer Singapore, A Para{\^i}tr

On algebraic structures of numerical integration on vector spaces and manifolds

Numerical analysis of time-integration algorithms has been applying advanced algebraic techniques for more than fourty years. An explicit description of the group of characters in the Butcher-Connes-Kreimer Hopf algebra first appeared in Butcher's work on composition of integration methods in 1972. In more recent years, the analysis of structure preserving algorithms, geometric integration techniques and integration algorithms on manifolds have motivated the incorporation of other algebraic structures in numerical analysis. In this paper we will survey structures that have found applications within these areas. This includes pre-Lie structures for the geometry of flat and torsion free connections appearing in the analysis of numerical flows on vector spaces. The much more recent post-Lie and D-algebras appear in the analysis of flows on manifolds with flat connections with constant torsion. Dynkin and Eulerian idempotents appear in the analysis of non-autonomous flows and in backward error analysis. Non-commutative Bell polynomials and a non-commutative Fa\`a di Bruno Hopf algebra are other examples of structures appearing naturally in the numerical analysis of integration on manifolds.Comment: 42 pages, final versio

Higher order symplectic methods based on modified vector fieldes

Thesis (Master)--Izmir Institute of Technology, Mathematics, Izmir, 2009Includes bibliographical references (leaves: 58-59)Text in English; Abstract: Turkish and Englishviii, 73 leavesThe higher order, structure preserving numerical integrators based on the modified vector fields are used to construct discretizations of separable systems. This new approach is called as modifying integrators. Modified vector fields can be used to construct highorder, structure-preserving numerical integrators for ordinary differential equations. In this thesis by using this approach the higher order symplectic numerical methods based on symplectic Euler method are obtained. Stability and consistency analysis are also studied for these new higher order numerical methods. Finally the proposed new numerical schemes applied to the separable Hamilton systems

Comparison of geometric integrator methods for Hamilton systems

Thesis (Master)--Izmir Institute of Technology, Mathematics, Izmir, 2009Includes bibliographical references (leaves: 79)Text in English; Abstract: Turkish and Englishxii, 115leavesGeometric numerical integration is relatively new area of numerical analysis The aim of a series numerical methods is to preserve some geometric properties of the flow of a differential equation such as symplecticity or reversibility In this thesis, we illustrate the effectiveness of geometric integration methods. For this purpose symplectic Euler method, adjoint of symplectic Euler method, midpoint rule, Störmer-Verlet method and higher order methods obtained by composition of midpoint or Störmer-Verlet method are considered as geometric integration methods. Whereas explicit Euler, implicit Euler, trapezoidal rule, classic Runge-Kutta methods are chosen as non-geometric integration methods. Both geometric and non-geometric integration methods are applied to the Kepler problem which has three conserved quantities: energy, angular momentum and the Runge-Lenz vector, in order to determine which those quantities are preserved better by these methods

Important aspects of geometric numerical integration

At the example of Hamiltonian differential equations, geometric properties of the flow are discussed that are only preserved by special numerical integrators (such as symplectic and/or symmetric methods). In the `non-stiff' situation the long-time behaviour of these methods is well-understood and can be explained with the help of a backward error analysis. In the highly oscillatory (`stiff') case this theory breaks down. Using a modulated Fourier expansion, much insight can be gained for methods applied to problems where the high oscillations stem from a linear part of the vector field and where only one (or a few) high frequencies are present. This paper terminates with numerical experiments at space discretizations of the sine-Gordon equation, where a whole spectrum of frequencies is present