Generating Functionals and Lagrangian PDEs

We introduce the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton-Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.Comment: 31 pages; 1 figure -- v2: minor change

Variational Structures in Cochain Projection Based Variational Discretizations of Lagrangian PDEs

Compatible discretizations, such as finite element exterior calculus, provide a discretization framework that respect the cohomological structure of the de Rham complex, which can be used to systematically construct stable mixed finite element methods. Multisymplectic variational integrators are a class of geometric numerical integrators for Lagrangian and Hamiltonian field theories, and they yield methods that preserve the multisymplectic structure and momentum-conservation properties of the continuous system. In this paper, we investigate the synthesis of these two approaches, by constructing discretization of the variational principle for Lagrangian field theories utilizing structure-preserving finite element projections. In our investigation, compatible discretization by cochain projections plays a pivotal role in the preservation of the variational structure at the discrete level, allowing the discrete variational structure to essentially be the restriction of the continuum variational structure to a finite-dimensional subspace. The preservation of the variational structure at the discrete level will allow us to construct a discrete Cartan form, which encodes the variational structure of the discrete theory, and subsequently, we utilize the discrete Cartan form to naturally state discrete analogues of Noether's theorem and multisymplecticity, which generalize those introduced in the discrete Lagrangian variational framework by Marsden et al. [29]. We will study both covariant spacetime discretization and canonical spatial semi-discretization, and subsequently relate the two in the case of spacetime tensor product finite element spaces.Comment: 44 pages, 1 figur

New variational and multisymplectic formulations of the Euler-Poincar\'e equation on the Virasoro-Bott group using the inverse map

We derive a new variational principle, leading to a new momentum map and a new multisymplectic formulation for a family of Euler--Poincar\'e equations defined on the Virasoro-Bott group, by using the inverse map (also called `back-to-labels' map). This family contains as special cases the well-known Korteweg-de Vries, Camassa-Holm, and Hunter-Saxton soliton equations. In the conclusion section, we sketch opportunities for future work that would apply the new Clebsch momentum map with $2$-cocycles derived here to investigate a new type of interplay among nonlinearity, dispersion and noise.Comment: 19 page

R-adaptive multisymplectic and variational integrators

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this paper we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. Numerical results for the Sine-Gordon equation are also presented.Comment: 65 pages, 13 figure

Discrete Lagrangian field theories on Lie groupoids

We present a geometric framework for discrete classical field theories, where fields are modeled as "morphisms" defined on a discrete grid in the base space, and take values in a Lie groupoid. We describe the basic geometric setup and derive the field equations from a variational principle. We also show that the solutions of these equations are multisymplectic in the sense of Bridges and Marsden. The groupoid framework employed here allows us to recover not only some previously known results on discrete multisymplectic field theories, but also to derive a number of new results, most notably a notion of discrete Lie-Poisson equations and discrete reduction. In a final section, we establish the connection with discrete differential geometry and gauge theories on a lattice.Comment: 37 pages, 6 figures, uses xy-pic (v3: minor amendment to def. 3.5; remark 3.7 added

Space-time FLAVORS: finite difference, multisymlectic, and pseudospectral integrators for multiscale PDEs

We present a new class of integrators for stiff PDEs. These integrators are generalizations of FLow AVeraging integratORS (FLAVORS) for stiff ODEs and SDEs introduced in [Tao, Owhadi and Marsden 2010] with the following properties: (i) Multiscale: they are based on flow averaging and have a computational cost determined by mesoscopic steps in space and time instead of microscopic steps in space and time; (ii) Versatile: the method is based on averaging the flows of the given PDEs (which may have hidden slow and fast processes). This bypasses the need for identifying explicitly (or numerically) the slow variables or reduced effective PDEs; (iii) Nonintrusive: A pre-existing numerical scheme resolving the microscopic time scale can be used as a black box and easily turned into one of the integrators in this paper by turning the large coefficients on over a microscopic timescale and off during a mesoscopic timescale; (iv) Convergent over two scales: strongly over slow processes and in the sense of measures over fast ones; (v) Structure-preserving: for stiff Hamiltonian PDEs (possibly on manifolds), they can be made to be multi-symplectic, symmetry-preserving (symmetries are group actions that leave the system invariant) in all variables and variational

Conservation of phase space properties using exponential integrators on the cubic Schrödinger equation

The cubic nonlinear Schrödinger (NLS) equation with periodic boundary conditions is solvable using Inverse Spectral Theory. The nonlinear spectrum of the associated Lax pair reveals topological properties of the NLS phase space that are difficult to assess by other means. In this paper we use the invariance of the nonlinear spectrum to examine the long time behavior of exponential and multisymplectic integrators as compared with the most commonly used split step approach. The initial condition used is a perturbation of the unstable plane wave solution, which is difficult to numerically resolve. Our findings indicate that the exponential integrators from the viewpoint of efficiency and speed have an edge over split step, while a lower order multisymplectic is not as accurate and too slow to compete. © 2006 Elsevier Inc. All rights reserved