2,399 research outputs found
An Overview of Variational Integrators
The purpose of this paper is to survey some recent advances in variational
integrators for both finite dimensional mechanical systems as well as continuum
mechanics. These advances include the general development of discrete
mechanics, applications to dissipative systems, collisions, spacetime integration algorithms,
AVI’s (Asynchronous Variational Integrators), as well as reduction for
discrete mechanical systems. To keep the article within the set limits, we will only
treat each topic briefly and will not attempt to develop any particular topic in
any depth. We hope, nonetheless, that this paper serves as a useful guide to the
literature as well as to future directions and open problems in the subject
Non-intrusive and structure preserving multiscale integration of stiff ODEs, SDEs and Hamiltonian systems with hidden slow dynamics via flow averaging
We introduce a new class of integrators for stiff ODEs as well as SDEs. These
integrators are (i) {\it Multiscale}: they are based on flow averaging and so
do not fully resolve the fast variables and have a computational cost
determined by slow variables (ii) {\it Versatile}: the method is based on
averaging the flows of the given dynamical system (which may have hidden slow
and fast processes) instead of averaging the instantaneous drift of assumed
separated slow and fast processes. This bypasses the need for identifying
explicitly (or numerically) the slow or fast variables (iii) {\it
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) {\it Convergent over two scales}:
strongly over slow processes and in the sense of measures over fast ones. We
introduce the related notion of two-scale flow convergence and analyze the
convergence of these integrators under the induced topology (v) {\it Structure
preserving}: for stiff Hamiltonian systems (possibly on manifolds), they can be
made to be symplectic, time-reversible, and symmetry preserving (symmetries are
group actions that leave the system invariant) in all variables. They are
explicit and applicable to arbitrary stiff potentials (that need not be
quadratic). Their application to the Fermi-Pasta-Ulam problems shows accuracy
and stability over four orders of magnitude of time scales. For stiff Langevin
equations, they are symmetry preserving, time-reversible and Boltzmann-Gibbs
reversible, quasi-symplectic on all variables and conformally symplectic with
isotropic friction.Comment: 69 pages, 21 figure
Mechanical Systems with Symmetry, Variational Principles, and Integration Algorithms
This paper studies variational principles for mechanical systems with symmetry and their applications to integration algorithms. We recall some general features of how to reduce variational principles in the presence of a symmetry group along with general features of integration algorithms for mechanical systems. Then we describe some integration algorithms based directly on variational principles using a
discretization technique of Veselov. The general idea for these variational integrators is to directly discretize Hamilton’s principle rather than the equations of motion in a way that preserves the original systems invariants, notably the symplectic form and, via a discrete version of Noether’s theorem, the momentum map. The resulting mechanical integrators are second-order accurate, implicit, symplectic-momentum algorithms. We apply these integrators to the rigid body and the double spherical pendulum to show that the techniques are competitive with existing integrators
Variational Integrators and the Newmark Algorithm for Conservative and Dissipative Mechanical Systems
The purpose of this work is twofold. First, we demonstrate analytically
that the classical Newmark family as well as related integration
algorithms are variational in the sense of the Veselov formulation of
discrete mechanics. Such variational algorithms are well known to be
symplectic and momentum preserving and to often have excellent global
energy behavior. This analytical result is veried through numerical examples
and is believed to be one of the primary reasons that this class
of algorithms performs so well.
Second, we develop algorithms for mechanical systems with forcing,
and in particular, for dissipative systems. In this case, we develop integrators
that are based on a discretization of the Lagrange d'Alembert
principle as well as on a variational formulation of dissipation. It is
demonstrated that these types of structured integrators have good numerical
behavior in terms of obtaining the correct amounts by which
the energy changes over the integration run
Symplectic integrators with adaptive time steps
In recent decades, there have been many attempts to construct symplectic
integrators with variable time steps, with rather disappointing results. In
this paper we identify the causes for this lack of performance, and find that
they fall into two categories. In the first, the time step is considered a
function of time alone, \Delta=\Delta(t). In this case, backwards error
analysis shows that while the algorithms remain symplectic, parametric
instabilities arise because of resonance between oscillations of \Delta(t) and
the orbital motion. In the second category the time step is a function of phase
space variables \Delta=\Delta(q,p). In this case, the system of equations to be
solved is analyzed by introducing a new time variable \tau with dt=\Delta(q,p)
d\tau. The transformed equations are no longer in Hamiltonian form, and thus
are not guaranteed to be stable even when integrated using a method which is
symplectic for constant \Delta. We analyze two methods for integrating the
transformed equations which do, however, preserve the structure of the original
equations. The first is an extended phase space method, which has been
successfully used in previous studies of adaptive time step symplectic
integrators. The second, novel, method is based on a non-canonical
mixed-variable generating function. Numerical trials for both of these methods
show good results, without parametric instabilities or spurious growth or
damping. It is then shown how to adapt the time step to an error estimate found
by backward error analysis, in order to optimize the time-stepping scheme.
Numerical results are obtained using this formulation and compared with other
time-stepping schemes for the extended phase space symplectic method.Comment: 23 pages, 9 figures, submitted to Plasma Phys. Control. Fusio
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