Line Integral Solution of Hamiltonian Systems with Holonomic Constraints

In this paper, we propose a second-order energy-conserving approximation procedure for Hamiltonian systems with holonomic constraints. The derivation of the procedure relies on the use of the so-called line integral framework. We provide numerical experiments to illustrate theoretical findings.Comment: 30 pages, 3 figures, 4 table

Numerical stability of coupled differential equation with piecewise constant arguments

This paper deals with the stability of numerical solutions for a coupled differential equation with piecewise constant arguments. A sufficient condition such that the system is asymptotically stable is derived. Furthermore, when the linear  θ-method is applied to this system, it is shown that the linear θ-method is asymptotically stable if and only if 1/2<θ≤1. Finally, some numerical experiments are given

A New Discontinuous Galerkin Finite Element Method for Directly Solving the Hamilton-Jacobi Equations

In this paper, we improve upon the discontinuous Galerkin (DG) method for Hamilton-Jacobi (HJ) equation with convex Hamiltonians in (Y. Cheng and C.-W. Shu, J. Comput. Phys. 223:398-415,2007) and develop a new DG method for directly solving the general HJ equations. The new method avoids the reconstruction of the solution across elements by utilizing the Roe speed at the cell interface. Besides, we propose an entropy fix by adding penalty terms proportional to the jump of the normal derivative of the numerical solution. The particular form of the entropy fix was inspired by the Harten and Hyman's entropy fix (A. Harten and J. M. Hyman. J. Comput. Phys. 50(2):235-269, 1983) for Roe scheme for the conservation laws. The resulting scheme is compact, simple to implement even on unstructured meshes, and is demonstrated to work for nonconvex Hamiltonians. Benchmark numerical experiments in one dimension and two dimensions are provided to validate the performance of the method

Analysis of Energy and QUadratic Invariant Preserving (EQUIP) methods

In this paper we are concerned with the analysis of a class of geometric integrators, at first devised in [14, 18], which can be regarded as an energy-conserving variant of Gauss collocation methods. With these latter they share the property of conserving quadratic first integrals but, in addition, they also conserve the Hamiltonian function itself. We here reformulate the methods in a more convenient way, and propose a more refined analysis than that given in [18] also providing, as a by-product, a practical procedure for their implementation. A thorough comparison with the original Gauss methods is carried out by means of a few numerical tests solving Hamiltonian and Poisson problems.Comment: 28 pages, 2 figures, 4 table

Numerical Methods -- Lecture Notes 2014-2015

In these notes some basic numerical methods will be described. The following topics are addressed: 1. Nonlinear Equations, 2. Linear Systems, 3. Polynomial Interpolation and Approximation, 4. Trigonometric Interpolation with DFT and FFT, 5. Numerical Integration, 6. Initial Value Problems for ODEs, 7. Stiff Initial Value Problems, 8. Two-Point Boundary Value Problems