Some robust integrators for large time dynamics

This article reviews some integrators particularly suitable for the numerical resolution of differential equations on a large time interval. Symplectic integrators are presented. Their stability on exponentially large time is shown through numerical examples. Next, Dirac integrators for constrained systems are exposed. An application on chaotic dynamics is presented. Lastly, for systems having no exploitable geometric structure, the Borel-Laplace integrator is presented. Numerical experiments on Hamiltonian and non-Hamiltonian systems are carried out, as well as on a partial differential equation. Keywords: Symplectic integrators, Dirac integrators, long-time stability, Borel summation, divergent series.Comment: 33 pages, 18 figure

Geometric, Variational Integrators for Computer Animation

We present a general-purpose numerical scheme for time integration of Lagrangian dynamical systems—an important computational tool at the core of most physics-based animation techniques. Several features make this particular time integrator highly desirable for computer animation: it numerically preserves important invariants, such as linear and angular momenta; the symplectic nature of the integrator also guarantees a correct energy behavior, even when dissipation and external forces are added; holonomic constraints can also be enforced quite simply; finally, our simple methodology allows for the design of high-order accurate schemes if needed. Two key properties set the method apart from earlier approaches. First, the nonlinear equations that must be solved during an update step are replaced by a minimization of a novel functional, speeding up time stepping by more than a factor of two in practice. Second, the formulation introduces additional variables that provide key flexibility in the implementation of the method. These properties are achieved using a discrete form of a general variational principle called the Pontryagin-Hamilton principle, expressing time integration in a geometric manner. We demonstrate the applicability of our integrators to the simulation of non-linear elasticity with implementation details

Signal integration enhances the dynamic range in neuronal systems

The dynamic range measures the capacity of a system to discriminate the intensity of an external stimulus. Such an ability is fundamental for living beings to survive: to leverage resources and to avoid danger. Consequently, the larger is the dynamic range, the greater is the probability of survival. We investigate how the integration of different input signals affects the dynamic range, and in general the collective behavior of a network of excitable units. By means of numerical simulations and a mean-field approach, we explore the nonequilibrium phase transition in the presence of integration. We show that the firing rate in random and scale-free networks undergoes a discontinuous phase transition depending on both the integration time and the density of integrator units. Moreover, in the presence of external stimuli, we find that a system of excitable integrator units operating in a bistable regime largely enhances its dynamic range.Comment: 5 pages, 4 figure

The Nyquist criterion: a useful tool for the robust design of continuous-time ΣΔ modulators

This paper introduces a figure of merit for the robustness of continuous-time sigma-delta modulators. It is based on the Nyquist criterion for the equivalent discrete-time (DT) loop filter. It is shown how continuous-time modulators can be designed by optimizing this figure of merit. This way modulators with increased robustness against variations in the noise-transfer function (NTF) parameters are obtained. This is particularly useful for constrained systems, where the system order exceeds the number of design parameters. This situation occurs for example due to the effect of excess loop delay (ELD) or finite gain bandwidth (GBW) of the opamps. Additionally, it is shown that the optimization is equivalent to the minimization of H_infinity, the maximum out-of-band gain of the NTF. This explains why conventional design strategies that are based on H_infinity, such as Schreier’s approach, provide quite robust modulator designs in the case of unconstrained architectures