Numerical integrators for motion under a strong constraining force

This paper deals with the numerical integration of Hamiltonian systems in which a stiff anharmonic potential causes highly oscillatory solution behavior with solution-dependent frequencies. The impulse method, which uses micro- and macro-steps for the integration of fast and slow parts, respectively, does not work satisfactorily on such problems. Here it is shown that variants of the impulse method with suitable projection preserve the actions as adiabatic invariants and yield accurate approximations, with macro-stepsizes that are not restricted by the stiffness parameter

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

Numerical Integrators for Highly Oscillatory Hamiltonian Systems: A Review

Numerical methods for oscillatory, multi-scale Hamiltonian systems are reviewed. The construction principles are described, and the algorithmic and analytical distinction between problems with nearly constant high frequencies and with time- or state-dependent frequencies is emphasized. Trigonometric integrators for the first case and adiabatic integrators for the second case are discussed in more detail

Energy conserving time integration scheme for geometrically exact beam

An energy conserving finite-element formulation for the dynamic analysis of geometrically non-linear beam-like structures undergoing large overall motions has been developed. The formulation uses classical displacement-based planar beam finite elements described in an inertial frame. It takes into account finite axial, bending and shear strains. A theoretically consistent approach is used to derive a novel and simple energy conserving scheme, using the unconventional incremental strain update rather than the standard strong form. Numerical examples demonstrate perfect energy and momenta conservation, stability and robustness of the scheme, and good convergence properties in terms of both the Newton-Raphson method and time step size. (c) 2006 Elsevier B.V. All rights reserved