Hamiltonian Mechanics and the Construction of Numerical Integrators

نویسنده

  • KATHRYN FARRELL
چکیده

Introductory courses on differential equations cover integration techniques for integrable differential equations. However, most systems of ordinary differential equations are too complicated to be integrated exactly. Therefore, mathematicians have developed ways through which we can approximate such systems. These numerical integrators solve systems of differential equations to within a certain error. The complexity and cost of such integrators grows with their precision. Numerical analysts are always looking for new integration schemes that have low error and low cost. In this paper, we discuss the derivation of numerical integrators as well as their benefits and disadvantages.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Adaptive Variational Integrators

It is now well known that symplectic integrators lose many of their desirable properties when variable step sizes are used. The most common approach to combine adaptive step sizes and symplectic integrators involves the Poincaré transformation of the original Hamiltonian. In this article, we provide a framework for the construction of variational integrators using the Poincaré transformation. S...

متن کامل

Discrete variational Hamiltonian mechanics

The main contribution of this paper is to present a canonical choice of a Hamiltonian theory corresponding to the theory of discrete Lagrangian mechanics. We make use of Lagrange duality and follow a path parallel to that used for construction of the Pontryagin principle in optimal control theory. We use duality results regarding sensitivity and separability to show the relationship between gen...

متن کامل

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 timeor state-dependent frequencies is emphasized. Trigonometric integrators for the first case and adiabatic integrators for the second case are discussed in more...

متن کامل

High-Order Symplectic Schemes for Stochastic Hamiltonian Systems

The construction of symplectic numerical schemes for stochastic Hamiltonian systems is studied. An approach based on generating functions method is proposed to generate the stochastic symplectic integration of any desired order. In general the proposed symplectic schemes are fully implicit, and they become computationally expensive for mean square orders greater than two. However, for stochasti...

متن کامل

Geometric Exponential Integrators

In this paper, we consider exponential integrators for semilinear Poisson systems. Two types of exponential integrators are constructed, one preserves the Poisson structure, and the other preserves energy. Numerical experiments for semilinear Possion systems obtained by semi-discretizing Hamiltonian PDEs are presented. These geometric exponential integrators exhibit better long time stability p...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2009