Presentation by Klas Modin
Elastic pendulum, slightly damped
Which integrators preserve qualitative long-time behaviour?
Heun's method
(2nd order accurate)
"Geometric" method
(2nd order accurate)
Total energy over time
Long-time trajectories for geometric method
Motto: discretized system should retain geometric structure
Phase space \((S^2)^n\)
Hamiltonian
Non-conservative
Noise
Spin lengths: \(\lVert \mathbf{s}_i \rVert = \) const
Total energy: \(H(\mathbf{s}_1,\ldots,\mathbf{s}_n) = \) const
moments of inertia tensor
angular momentum
Conservation of energy: \(\mathbf{s}\cdot \mathbb{I}^{-1}\mathbf{s}\) = const
Conservation of total momentum: \(\lVert\mathbf{s}\rVert^2\) = const
coupling constant
Symplectic structure on \(S^2\) \[\Omega_\mathbf{s}(\mathbf u,\mathbf v)=\mathrm{det}(\mathbf s,\mathbf u,\mathbf v)\]
Symplectic flow:
infinitesimal area preserved in time
Symplectic structure on \((S^2)^n\) \[\Omega_{(\mathbf{s}_1,\ldots,\mathbf{s}_n)}(\mathbf u_1,\ldots,\mathbf u_1,,\mathbf v_1,\ldots,\mathbf v_n)=\sum_i\mathrm{det}(\mathbf s_i,\mathbf u_i,\mathbf v_i)\]
Exact flow:
flow map
Numerical flow:
integrator map
Symplectic integrator: \(\Phi_h\) preserves symplectic area form \(\Omega\)
But what does symplecticity entail?
Integrator \(\Phi_h\) symplectic \(\iff\) \(\Phi_h\) exact flow for modified Hamiltonian \(\tilde H_h\)
\(\Phi_h(\mathbf s_1,\ldots,\mathbf s_n) = \varphi_{\tilde H_h}^h(\mathbf s_1,\ldots,\mathbf s_n)\)
This explains why symplectic integrators are superior!
Heun's method
Spherical midpoint method
Midpoint method
Heun | Midpoint | Spherical midpoint | |
---|---|---|---|
Explicit | yes | no | no |
Spin lengths | no | yes | yes |
Energy | no | if quadratic | modified |
Symplectic | no | no | yes |
steps
Fix-point iterations or Newton iterations needed \(\Rightarrow\) intractable for large systems (too expensive)
Semi-implicit midpoint method
[Mentink et al, 2010]
Interpretation: two iterations for midpoint method
Symplectic | no |
Explicit | yes |
Spin lengths | yes |
Energy | no (mostly) |
Slides available at: slides.com/kmodin