A Concise Introduction to Geometric Numerical Integration

A Concise Introduction to Geometric Numerical Integration PDF Author: Sergio Blanes
Publisher: CRC Press
ISBN: 1315354861
Category : Mathematics
Languages : en
Pages : 287

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Book Description
Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerical tools for solving differential equations. It also offers a bridge from traditional training in the numerical analysis of differential equations to understanding recent, advanced research literature on numerical geometric integration. The book first examines high-order classical integration methods from the structure preservation point of view. It then illustrates how to construct high-order integrators via the composition of basic low-order methods and analyzes the idea of splitting. It next reviews symplectic integrators constructed directly from the theory of generating functions as well as the important category of variational integrators. The authors also explain the relationship between the preservation of the geometric properties of a numerical method and the observed favorable error propagation in long-time integration. The book concludes with an analysis of the applicability of splitting and composition methods to certain classes of partial differential equations, such as the Schrödinger equation and other evolution equations. The motivation of geometric numerical integration is not only to develop numerical methods with improved qualitative behavior but also to provide more accurate long-time integration results than those obtained by general-purpose algorithms. Accessible to researchers and post-graduate students from diverse backgrounds, this introductory book gets readers up to speed on the ideas, methods, and applications of this field. Readers can reproduce the figures and results given in the text using the MATLAB® programs and model files available online.

A Concise Introduction to Geometric Numerical Integration

A Concise Introduction to Geometric Numerical Integration PDF Author: Sergio Blanes
Publisher: CRC Press
ISBN: 1315354861
Category : Mathematics
Languages : en
Pages : 287

Get Book Here

Book Description
Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerical tools for solving differential equations. It also offers a bridge from traditional training in the numerical analysis of differential equations to understanding recent, advanced research literature on numerical geometric integration. The book first examines high-order classical integration methods from the structure preservation point of view. It then illustrates how to construct high-order integrators via the composition of basic low-order methods and analyzes the idea of splitting. It next reviews symplectic integrators constructed directly from the theory of generating functions as well as the important category of variational integrators. The authors also explain the relationship between the preservation of the geometric properties of a numerical method and the observed favorable error propagation in long-time integration. The book concludes with an analysis of the applicability of splitting and composition methods to certain classes of partial differential equations, such as the Schrödinger equation and other evolution equations. The motivation of geometric numerical integration is not only to develop numerical methods with improved qualitative behavior but also to provide more accurate long-time integration results than those obtained by general-purpose algorithms. Accessible to researchers and post-graduate students from diverse backgrounds, this introductory book gets readers up to speed on the ideas, methods, and applications of this field. Readers can reproduce the figures and results given in the text using the MATLAB® programs and model files available online.

Geometric Numerical Integration

Geometric Numerical Integration PDF Author: Ernst Hairer
Publisher: Springer Science & Business Media
ISBN: 3662050188
Category : Mathematics
Languages : en
Pages : 526

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Book Description
This book deals with numerical methods that preserve properties of Hamiltonian systems, reversible systems, differential equations on manifolds and problems with highly oscillatory solutions. A complete self-contained theory of symplectic and symmetric methods, which include Runge-Kutta, composition, splitting, multistep and various specially designed integrators, is presented and their construction and practical merits are discussed. The long-time behaviour of the numerical solutions is studied using a backward error analysis (modified equations) combined with KAM theory. The book is illustrated by numerous figures, treats applications from physics and astronomy, and contains many numerical experiments and comparisons of different approaches.

Simulating Hamiltonian Dynamics

Simulating Hamiltonian Dynamics PDF Author: Benedict Leimkuhler
Publisher: Cambridge University Press
ISBN: 9780521772907
Category : Mathematics
Languages : en
Pages : 464

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Book Description
Geometric integrators are time-stepping methods, designed such that they exactly satisfy conservation laws, symmetries or symplectic properties of a system of differential equations. In this book the authors outline the principles of geometric integration and demonstrate how they can be applied to provide efficient numerical methods for simulating conservative models. Beginning from basic principles and continuing with discussions regarding the advantageous properties of such schemes, the book introduces methods for the N-body problem, systems with holonomic constraints, and rigid bodies. More advanced topics treated include high-order and variable stepsize methods, schemes for treating problems involving multiple time-scales, and applications to molecular dynamics and partial differential equations. The emphasis is on providing a unified theoretical framework as well as a practical guide for users. The inclusion of examples, background material and exercises enhance the usefulness of the book for self-instruction or as a text for a graduate course on the subject.

A First Course in the Numerical Analysis of Differential Equations

A First Course in the Numerical Analysis of Differential Equations PDF Author: A. Iserles
Publisher: Cambridge University Press
ISBN: 0521734908
Category : Mathematics
Languages : en
Pages : 481

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Book Description
lead the reader to a theoretical understanding of the subject without neglecting its practical aspects. The outcome is a textbook that is mathematically honest and rigorous and provides its target audience with a wide range of skills in both ordinary and partial differential equations." --Book Jacket.

Symplectic Geometric Algorithms for Hamiltonian Systems

Symplectic Geometric Algorithms for Hamiltonian Systems PDF Author: Kang Feng
Publisher: Springer Science & Business Media
ISBN: 3642017770
Category : Mathematics
Languages : en
Pages : 690

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Book Description
"Symplectic Geometric Algorithms for Hamiltonian Systems" will be useful not only for numerical analysts, but also for those in theoretical physics, computational chemistry, celestial mechanics, etc. The book generalizes and develops the generating function and Hamilton-Jacobi equation theory from the perspective of the symplectic geometry and symplectic algebra. It will be a useful resource for engineers and scientists in the fields of quantum theory, astrophysics, atomic and molecular dynamics, climate prediction, oil exploration, etc. Therefore a systematic research and development of numerical methodology for Hamiltonian systems is well motivated. Were it successful, it would imply wide-ranging applications.

Geometric Integration Theory

Geometric Integration Theory PDF Author: Steven G. Krantz
Publisher: Springer Science & Business Media
ISBN: 0817646795
Category : Mathematics
Languages : en
Pages : 344

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Book Description
This textbook introduces geometric measure theory through the notion of currents. Currents, continuous linear functionals on spaces of differential forms, are a natural language in which to formulate types of extremal problems arising in geometry, and can be used to study generalized versions of the Plateau problem and related questions in geometric analysis. Motivating key ideas with examples and figures, this book is a comprehensive introduction ideal for both self-study and for use in the classroom. The exposition demands minimal background, is self-contained and accessible, and thus is ideal for both graduate students and researchers.

Line Integral Methods for Conservative Problems

Line Integral Methods for Conservative Problems PDF Author: Luigi Brugnano
Publisher: CRC Press
ISBN: 1482263858
Category : Mathematics
Languages : en
Pages : 239

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Book Description
Line Integral Methods for Conservative Problems explains the numerical solution of differential equations within the framework of geometric integration, a branch of numerical analysis that devises numerical methods able to reproduce (in the discrete solution) relevant geometric properties of the continuous vector field. The book focuses on a large

The Riemann Approach to Integration

The Riemann Approach to Integration PDF Author: Washek F. Pfeffer
Publisher: Cambridge University Press
ISBN: 9780521440356
Category : Mathematics
Languages : en
Pages : 326

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Book Description
A detailed exposition of generalised Riemann-Stieltjes integrals.

Numerical Hamiltonian Problems

Numerical Hamiltonian Problems PDF Author: J.M. Sanz-Serna
Publisher: Courier Dover Publications
ISBN: 0486824101
Category : Mathematics
Languages : en
Pages : 225

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Book Description
Advanced text explores mathematical problems that occur frequently in physics and other sciences. Topics include symplectic integration, symplectic order conditions, available symplectic methods, numerical experiments, properties of symplectic integrators. 1994 edition.

B-Series

B-Series PDF Author: John C. Butcher
Publisher: Springer Nature
ISBN: 3030709566
Category : Mathematics
Languages : en
Pages : 316

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Book Description
B-series, also known as Butcher series, are an algebraic tool for analysing solutions to ordinary differential equations, including approximate solutions. Through the formulation and manipulation of these series, properties of numerical methods can be assessed. Runge–Kutta methods, in particular, depend on B-series for a clean and elegant approach to the derivation of high order and efficient methods. However, the utility of B-series goes much further and opens a path to the design and construction of highly accurate and efficient multivalue methods. This book offers a self-contained introduction to B-series by a pioneer of the subject. After a preliminary chapter providing background on differential equations and numerical methods, a broad exposition of graphs and trees is presented. This is essential preparation for the third chapter, in which the main ideas of B-series are introduced and developed. In chapter four, algebraic aspects are further analysed in the context of integration methods, a generalization of Runge–Kutta methods to infinite index sets. Chapter five, on explicit and implicit Runge–Kutta methods, contrasts the B-series and classical approaches. Chapter six, on multivalue methods, gives a traditional review of linear multistep methods and expands this to general linear methods, for which the B-series approach is both natural and essential. The final chapter introduces some aspects of geometric integration, from a B-series point of view. Placing B-series at the centre of its most important applications makes this book an invaluable resource for scientists, engineers and mathematicians who depend on computational modelling, not to mention computational scientists who carry out research on numerical methods in differential equations. In addition to exercises with solutions and study notes, a number of open-ended projects are suggested. This combination makes the book ideal as a textbook for specialised courses on numerical methods for differential equations, as well as suitable for self-study.