Long-term analysis of the Störmer–Verlet method for Hamiltonian systems with a solution-dependent high frequency
Authors
Ernst Hairer, Christian Lubich
Abstract
The long-time behaviour of the Störmer–Verlet–leapfrog method is studied when this method is applied to highly oscillatory Hamiltonian systems with a slowly varying, solution-dependent high frequency. Using the technique of modulated Fourier expansions with state-dependent frequencies, which is newly developed here, the following results are proved: the considered Hamiltonian systems have the action as an adiabatic invariant over long times that cover arbitrary negative powers of the small parameter. The Störmer–Verlet method approximately conserves a modified action and a modified total energy over a long time interval that covers a negative integer power of the small parameter. This power depends on the size of the product of the stepsize with the high frequency.
Keywords
65P10; 65L05; 34E13
Citation
- Journal: Numerische Mathematik
- Year: 2016
- Volume: 134
- Issue: 1
- Pages: 119–138
- Publisher: Springer Science and Business Media LLC
- DOI: 10.1007/s00211-015-0766-x
BibTeX
@article{Hairer_2015,
title={{Long-term analysis of the Störmer–Verlet method for Hamiltonian systems with a solution-dependent high frequency}},
volume={134},
ISSN={0945-3245},
DOI={10.1007/s00211-015-0766-x},
number={1},
journal={Numerische Mathematik},
publisher={Springer Science and Business Media LLC},
author={Hairer, Ernst and Lubich, Christian},
year={2015},
pages={119--138}
}References
- Arnold, V.I., Kozlov, V.V., Neishtadt, A.I.: Mathematical Aspects of Classical and Celestial Mechanics. Springer, Berlin (1997)
- Bornemann F (1998) Homogenization in Time of Singularly Perturbed Mechanical Systems. Springer Berlin Heidelberg, Berlin, Heidelberg – 10.1007/bfb0092091
- Cohen D, Gauckler L, Hairer E, Lubich C (2014) Long-term analysis of numerical integrators for oscillatory Hamiltonian systems under minimal non-resonance conditions. Bit Numer Math 55(3):705–732. https://doi.org/10.1007/s10543-014-0527-8 – 10.1007/s10543-014-0527-8
- Cohen D, Hairer E, Lubich C (2005) Numerical Energy Conservation for Multi-Frequency Oscillatory Differential Equations. Bit Numer Math 45(2):287–305. https://doi.org/10.1007/s10543-005-7121-z – 10.1007/s10543-005-7121-z
- Cohen D, Hairer E, Lubich C (2008) Conservation of energy, momentum and actions in numerical discretizations of non-linear wave equations. Numer Math 110(2):113–143. https://doi.org/10.1007/s00211-008-0163-9 – 10.1007/s00211-008-0163-9
- Cotter CJ, Reich S (2004) Adiabatic Invariance and Applications: From Molecular Dynamics to Numerical Weather Prediction. BIT Numerical Mathematics 44(3):439–455. https://doi.org/10.1023/b:bitn.0000046816.68632.49 – 10.1023/b:bitn.0000046816.68632.49
- FAOU E, GAUCKLER L, LUBICH C (2014) PLANE WAVE STABILITY OF THE SPLIT-STEP FOURIER METHOD FOR THE NONLINEAR SCHRÖDINGER EQUATION. Forum math Sigma 2:e5. https://doi.org/10.1017/fms.2014.4 – 10.1017/fms.2014.4
- Gauckler L, Lubich C (2010) Splitting Integrators for Nonlinear Schrödinger Equations Over Long Times. Found Comput Math 10(3):275–302. https://doi.org/10.1007/s10208-010-9063-3 – 10.1007/s10208-010-9063-3
- Hairer, E., Lubich, C.: Energy conservation by Störmer-type numerical integrators. In: Griffiths, D.F., Watson, G.A. (eds.) Numerical Analysis 1999 (Dundee). Chapman & Hall/CRC Research Notes in Mathematics, vol.420, pp 169–189. Chapman & Hall/CRC, Boca Raton, FL (2000)
- Hairer E, Lubich C (2000) Long-Time Energy Conservation of Numerical Methods for Oscillatory Differential Equations. SIAM J Numer Anal 38(2):414–441. https://doi.org/10.1137/s0036142999353594 – 10.1137/s0036142999353594
- Hairer, E., Lubich, C.: Modulated, Expansions for Continuous and Discrete Oscillatory Systems, Foundations of Computational Mathematics, Budapest 2011, LMS Lecture Notes Series, pp. 113–128. Cambridge University Press, Cambridge (2012)
- Hairer, E., Lubich, C.: Long-term control of oscillations in differential equations. Int. Math. Nachr. 223, 1–17 (2013)
- Hairer E, Lubich C, Wanner G (2003) Geometric numerical integration illustrated by the Störmer–Verlet method. Acta Numerica 12:399–450. https://doi.org/10.1017/s0962492902000144 – 10.1017/s0962492902000144
- Hairer, E., Lubich, C., Wanner, G.: Geometric Numerical Integration. Structure-Preserving Algorithms for Ordinary Differential Equations, Springer Series in Computational Mathematics 31, 2nd edn. Springer, Berlin (2006)
- Henrard J (1993) The Adiabatic Invariant in Classical Mechanics. In: Dynamics Reported. Springer Berlin Heidelberg, Berlin, Heidelberg, pp 117–235 – 10.1007/978-3-642-61232-9_4
- McLachlan RI, Stern A (2014) Modified Trigonometric Integrators. SIAM J Numer Anal 52(3):1378–1397. https://doi.org/10.1137/130921118 – 10.1137/130921118
- Reich S (1999) Preservation of adiabatic invariants under symplectic discretization. Applied Numerical Mathematics 29(1):45–55. https://doi.org/10.1016/s0168-9274(98)00032-4 – 10.1016/s0168-9274(98)00032-4
- Reich S (2000) Smoothed Langevin dynamics of highly oscillatory systems. Physica D: Nonlinear Phenomena 138(3-4):210–224. https://doi.org/10.1016/s0167-2789(99)00200-6 – 10.1016/s0167-2789(99)00200-6
- Rubin H, Ungar P (1957) Motion under a strong constraining force. Comm Pure Appl Math 10(1):65–87. https://doi.org/10.1002/cpa.3160100103 – 10.1002/cpa.3160100103
- Sigg, M.: Hochoszillatorische Differentialgleichungen mit zeitabhängigen Frequenzen. Master’s thesis, University of Basel (2009)
- Stern A, Grinspun E (2009) Implicit-Explicit Variational Integration of Highly Oscillatory Problems. Multiscale Model Simul 7(4):1779–1794. https://doi.org/10.1137/080732936 – 10.1137/080732936
- Zhang M, Skeel RD (1997) Cheap implicit symplectic integrators. Applied Numerical Mathematics 25(2-3):297–302. https://doi.org/10.1016/s0168-9274(97)00066-4 – 10.1016/s0168-9274(97)00066-4