相关论文: Symplectic Integration without Roundoff Error
It has previously been shown that varying the numerical timestep during a symplectic orbital integration leads to a random walk in energy and angular momentum, destroying the phase space-conserving property of symplectic integrators. Here…
Hamilton's equations are fundamental for modeling complex physical systems, where preserving key properties such as energy and momentum is crucial for reliable long-term simulations. Geometric integrators are widely used for this purpose,…
We show that, when applied to any non-canonical Hamiltonian system, any integrator that is symplectic for canonical Hamiltonian problems is actually conjugate symplectic for the non-canonical structure. This result is useful because it…
Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…
Symplectic integrators that preserve the geometric structure of Hamiltonian flows and do not exhibit secular growth in energy errors are suitable for the long-term integration of N-body Hamiltonian systems in the solar system. However, the…
The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…
We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…
We present and compare different numerical schemes for the integration of the variational equations of autonomous Hamiltonian systems whose kinetic energy is quadratic in the generalized momenta and whose potential is a function of the…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…
Accelerated gradient methods have had significant impact in machine learning -- in particular the theoretical side of machine learning -- due to their ability to achieve oracle lower bounds. But their heuristic construction has hindered…
A new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…
Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust optimization methods via suitable discretizations of…
Geometric numerical integration has recently been exploited to design symplectic accelerated optimization algorithms by simulating the Lagrangian and Hamiltonian systems from the variational framework introduced in Wibisono et al. In this…
In this work we propose a new numerical approach to distinguish between regular and chaotic orbits in Hamiltonian systems, based on the simultaneous integration of both the orbit and the deviation vectors using a symplectic scheme, hereby…
The evolution of any factorized time-reversible symplectic integrators, when applied to the harmonic oscillator, can be exactly solved in a closed form. The resulting modified Hamiltonians demonstrate the convergence of the Lie series…
Symplectic schemes are powerful methods for numerically integrating Hamiltonian systems, and their long-term accuracy and fidelity have been proved both theoretically and numerically. However direct applications of standard symplectic…
Symplectic integrators offer many advantages for the numerical solution of Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two of the central Hamiltonian systems encountered in…
Hamiltonian systems are known to conserve the Hamiltonian function, which describes the energy evolution over time. Obtaining a numerical spatio-temporal scheme that accurately preserves the discretized Hamiltonian function is often a…
We present two types of meta-algorithm that can greatly improve the accuracy of existing algorithms for integrating the equations of motion of dynamical systems. The first meta-algorithm takes an integrator that is time-symmetric only for…