Download A Concise Introduction to Geometric Numerical Integration by Sergio Blanes, Fernando Casas PDF

By Sergio Blanes, Fernando Casas

Discover How Geometric Integrators shield the most Qualitative homes of continuing Dynamical Systems

A Concise creation to Geometric Numerical Integration provides the most issues, suggestions, and purposes of geometric integrators for researchers in arithmetic, physics, astronomy, and chemistry who're already conversant in numerical instruments for fixing differential equations. It additionally bargains a bridge from conventional education within the numerical research of differential equations to realizing fresh, complex examine literature on numerical geometric integration.

The ebook first examines high-order classical integration equipment from the constitution protection standpoint. It then illustrates tips to build high-order integrators through the composition of simple low-order equipment and analyzes the belief of splitting. It subsequent studies symplectic integrators built at once from the idea of producing services in addition to the real type of variational integrators. The authors additionally clarify the connection among the protection of the geometric houses of a numerical procedure and the saw favorable mistakes propagation in long-time integration. The ebook concludes with an research of the applicability of splitting and composition ways to definite sessions of partial differential equations, equivalent to the Schrödinger equation and different evolution equations.

The motivation of geometric numerical integration isn't just to strengthen numerical equipment with stronger qualitative habit but additionally to supply extra actual long-time integration effects than these bought through general-purpose algorithms. available to researchers and post-graduate scholars from diversified backgrounds, this introductory e-book will get readers on top of things at the rules, equipment, and functions of this box. Readers can reproduce the figures and effects given within the textual content utilizing the MATLAB® courses and version records to be had online.

Show description

Read or Download A Concise Introduction to Geometric Numerical Integration PDF

Best popular & elementary books

Higher algebra: a sequel to Elementary algebra for schools

This Elibron Classics booklet is a facsimile reprint of a 1907 variation via Macmillan and Co. , restricted, London. 4th version

Schaum's outline of theory and problems of precalculus

If you'd like best grades and thorough figuring out of precalculus, this strong examine device is the easiest show you could have! It takes you step by step during the topic and offers you greater than six hundred accompanying comparable issues of totally labored suggestions. you furthermore may get lots of perform difficulties to do by yourself, operating at your individual velocity.

Numerical Methods Real Time and Embedded Systems Programming

Mathematical algorithms are crucial for all meeting language and embedded process engineers who advance software program for microprocessors. This e-book describes strategies for constructing mathematical workouts - from easy multibyte multiplication to discovering roots to a Taylor sequence. All resource code is offered on disk in MS/PC-DOS layout.

Extra resources for A Concise Introduction to Geometric Numerical Integration

Example text

In particular, when k = d we recover Liouville’s theorem on the preservation of phase space volume. If d = 1 this is equivalent to area preservation. The symplectic character of the Hamiltonian flow thus places very stringent conditions on the global geometry of the corresponding dynamics. In consequence, it makes sense to consider, when carrying out simulations of Hamiltonian systems, numerical schemes that do respect these restrictions. 1 Some elementary symplectic integrators Symplectic Euler methods All the characteristic properties of Hamiltonian systems above enumerated have motivated the search for numerical integrators that preserve them, and more specifically its symplectic character, since all traditional methods lead to maps that are not symplectic (even when in some cases the property of energy conservation is built into them).

In this situation, the solution is highly oscillatory on the slow timescale, and several alternatives have been proposed to integrate the system more efficiently: the “mollified impulse method” [106, 226], heterogeneous multiscale methods [60, 92, 94], exponential integrators [79, 132], stroboscopic averaging methods [55], etc. A very useful tool for the analysis in this setting is provided by modulated Fourier expansions [80, 81, 121]. , [83, 107, 138]). • Dynamics of geometric integrators. Geometric numerical integrators are designed in such a way that they inherit the structural properties possessed by the vector field defining the differential equation, with the goal of providing a faithful description of the continuous dynamical system (its phase portrait).

5 shows the error in energy (top) and in phase space (bottom) at each step. The error in phase space is computed as the Euclidean norm of the difference between the point computed by the numerical scheme and the exact solution (q(t), p(t)). Since the errors achieved by the two methods differ by several orders of magnitude, we also show the same results in a log-log diagram (right). Notice that the error in energy just oscillates for the symplectic Euler method without any secular component, whereas there is an error growth in energy for the explicit Euler scheme.

Download PDF sample

Rated 4.40 of 5 – based on 37 votes