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From efficient symplectic exponentiation of matrices to symplectic integration of high-dimensional Hamiltonian systems with slowly varying quadratic stiff potentials

Authors :
Tao, Molei
Owhadi, Houman
Marsden, Jerrold E.
Publication Year :
2010

Abstract

We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based on the highly-non-trivial introduction of two efficient symplectic schemes for exponentiations of matrices that only require O(n) matrix multiplications operations at each coarse time step for a preset small number n. The proposed integrator is shown to be (i) uniformly convergent on positions; (ii) symplectic in both slow and fast variables; (iii) well adapted to high dimensional systems. Our framework also provides a general method for iteratively exponentiating a slowly varying sequence of (possibly high dimensional) matrices in an efficient way.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1006.4659
Document Type :
Working Paper