4,241 research outputs found
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
On dual Schur domain decomposition method for linear first-order transient problems
This paper addresses some numerical and theoretical aspects of dual Schur
domain decomposition methods for linear first-order transient partial
differential equations. In this work, we consider the trapezoidal family of
schemes for integrating the ordinary differential equations (ODEs) for each
subdomain and present four different coupling methods, corresponding to
different algebraic constraints, for enforcing kinematic continuity on the
interface between the subdomains.
Method 1 (d-continuity) is based on the conventional approach using
continuity of the primary variable and we show that this method is unstable for
a lot of commonly used time integrators including the mid-point rule. To
alleviate this difficulty, we propose a new Method 2 (Modified d-continuity)
and prove its stability for coupling all time integrators in the trapezoidal
family (except the forward Euler). Method 3 (v-continuity) is based on
enforcing the continuity of the time derivative of the primary variable.
However, this constraint introduces a drift in the primary variable on the
interface. We present Method 4 (Baumgarte stabilized) which uses Baumgarte
stabilization to limit this drift and we derive bounds for the stabilization
parameter to ensure stability.
Our stability analysis is based on the ``energy'' method, and one of the main
contributions of this paper is the extension of the energy method (which was
previously introduced in the context of numerical methods for ODEs) to assess
the stability of numerical formulations for index-2 differential-algebraic
equations (DAEs).Comment: 22 Figures, 49 pages (double spacing using amsart
On the Benefits of Surrogate Lagrangians in Optimal Control and Planning Algorithms
This paper explores the relationship between numerical integrators and
optimal control algorithms. Specifically, the performance of the differential
dynamical programming (DDP) algorithm is examined when a variational integrator
and a newly proposed surrogate variational integrator are used to propagate and
linearize system dynamics. Surrogate variational integrators, derived from
backward error analysis, achieve higher levels of accuracy while maintaining
the same integration complexity as nominal variational integrators. The
increase in the integration accuracy is shown to have a large effect on the
performance of the DDP algorithm. In particular, significantly more optimized
inputs are computed when the surrogate variational integrator is utilized
Splitting and composition methods in the numerical integration of differential equations
We provide a comprehensive survey of splitting and composition methods for
the numerical integration of ordinary differential equations (ODEs). Splitting
methods constitute an appropriate choice when the vector field associated with
the ODE can be decomposed into several pieces and each of them is integrable.
This class of integrators are explicit, simple to implement and preserve
structural properties of the system. In consequence, they are specially useful
in geometric numerical integration. In addition, the numerical solution
obtained by splitting schemes can be seen as the exact solution to a perturbed
system of ODEs possessing the same geometric properties as the original system.
This backward error interpretation has direct implications for the qualitative
behavior of the numerical solution as well as for the error propagation along
time. Closely connected with splitting integrators are composition methods. We
analyze the order conditions required by a method to achieve a given order and
summarize the different families of schemes one can find in the literature.
Finally, we illustrate the main features of splitting and composition methods
on several numerical examples arising from applications.Comment: Review paper; 56 pages, 6 figures, 8 table
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