Symplectic Model Reduction of Hamiltonian Systems

In this paper, a symplectic model reduction technique, proper symplectic decomposition (PSD) with symplectic Galerkin projection, is proposed to save the computational cost for the simplification of large-scale Hamiltonian systems while preserving the symplectic structure. As an analogy to the classical proper orthogonal decomposition (POD)-Galerkin approach, PSD is designed to build a symplectic subspace to fit empirical data, while the symplectic Galerkin projection constructs a reduced Hamiltonian system on the symplectic subspace. For practical use, we introduce three algorithms for PSD, which are based upon: the cotangent lift, complex singular value decomposition, and nonlinear programming. The proposed technique has been proven to preserve system energy and stability. Moreover, PSD can be combined with the discrete empirical interpolation method to reduce the computational cost for nonlinear Hamiltonian systems. Owing to these properties, the proposed technique is better suited than the classical POD-Galerkin approach for model reduction of Hamiltonian systems, especially when long-time integration is required. The stability, accuracy, and efficiency of the proposed technique are illustrated through numerical simulations of linear and nonlinear wave equations.Comment: 25 pages, 13 figure

Symplectic-energy-momentum preserving variational integrators

The purpose of this paper is to develop variational integrators for conservative mechanical systems that are symplectic and energy and momentum conserving. To do this, a space–time view of variational integrators is employed and time step adaptation is used to impose the constraint of conservation of energy. Criteria for the solvability of the time steps and some numerical examples are given

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

Palindromic 3-stage splitting integrators, a roadmap

The implementation of multi-stage splitting integrators is essentially the same as the implementation of the familiar Strang/Verlet method. Therefore multi-stage formulas may be easily incorporated into software that now uses the Strang/Verlet integrator. We study in detail the two-parameter family of palindromic, three-stage splitting formulas and identify choices of parameters that may outperform the Strang/Verlet method. One of these choices leads to a method of effective order four suitable to integrate in time some partial differential equations. Other choices may be seen as perturbations of the Strang method that increase efficiency in molecular dynamics simulations and in Hybrid Monte Carlo sampling.Comment: 20 pages, 8 figures, 2 table

Structure preserving Stochastic Impulse Methods for stiff Langevin systems with a uniform global error of order 1 or 1/2 on position

Impulse methods are generalized to a family of integrators for Langevin systems with quadratic stiff potentials and arbitrary soft potentials. Uniform error bounds (independent from stiff parameters) are obtained on integrated positions allowing for coarse integration steps. The resulting integrators are explicit and structure preserving (quasi-symplectic for Langevin systems)

Degenerate Variational Integrators for Magnetic Field Line Flow and Guiding Center Trajectories

Symplectic integrators offer many advantages for the numerical solution of Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two of the central Hamiltonian systems encountered in plasma physics --- the flow of magnetic field lines and the guiding center motion of magnetized charged particles --- resist symplectic integration by conventional means because the dynamics are most naturally formulated in non-canonical coordinates, i.e., coordinates lacking the familiar $(q, p)$ partitioning. Recent efforts made progress toward non-canonical symplectic integration of these systems by appealing to the variational integration framework; however, those integrators were multistep methods and later found to be numerically unstable due to parasitic mode instabilities. This work eliminates the multistep character and, therefore, the parasitic mode instabilities via an adaptation of the variational integration formalism that we deem ``degenerate variational integration''. Both the magnetic field line and guiding center Lagrangians are degenerate in the sense that their resultant Euler-Lagrange equations are systems of first-order ODEs. We show that retaining the same degree of degeneracy when constructing a discrete Lagrangian yields one-step variational integrators preserving a non-canonical symplectic structure on the original Hamiltonian phase space. The advantages of the new algorithms are demonstrated via numerical examples, demonstrating superior stability compared to existing variational integrators for these systems and superior qualitative behavior compared to non-conservative algorithms