Krylov integrators for Hamiltonian systems
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Eirola , T & Koskela , A 2019 , ' Krylov integrators for Hamiltonian systems ' , BIT Numerical Mathematics , vol. 59 , no. 1 , pp. 57–76 . https://doi.org/10.1007/s10543-018-0732-y
| Title: | Krylov integrators for Hamiltonian systems |
| Author: | Eirola, Timo; Koskela, Antti |
| Contributor: | University of Helsinki, Department of Mathematics and Statistics |
| Date: | 2019-03 |
| Language: | eng |
| Number of pages: | 20 |
| Belongs to series: | BIT Numerical Mathematics |
| ISSN: | 0006-3835 |
| URI: | http://hdl.handle.net/10138/265089 |
| Abstract: | We consider Arnoldi-like processes to obtain symplectic subspaces for Hamiltonian systems. Large dimensional systems are locally approximated by ones living in low dimensional subspaces, and we especially consider Krylov subspaces and some of their extensions. These subspaces can be utilized in two ways: by solving numerically local small dimensional systems and then mapping back to the large dimension, or by using them for the approximation of necessary functions in exponential integrators applied to large dimensional systems. In the former case one can expect an excellent energy preservation and in the latter this is so for linear systems. We consider second order exponential integrators which solve linear systems exactly and for which these two approaches are in a certain sense equivalent. We also consider the time symmetry preservation properties of the integrators. In numerical experiments these methods combined with symplectic subspaces show promising behavior also when applied to nonlinear Hamiltonian problems. |
| Subject: |
111 Mathematics
Hamiltonian systems Exponential integrators Krylov subspace method Symplectic integrators Hamiltonian Lanczos algorithm EXPONENTIAL INTEGRATORS EQUATIONS Hamiltonian systems Exponential integrators Krylov subspace methods Symplectic integrators Symmetric integrators Hamiltonian Lanczos algorithm EXPONENTIAL INTEGRATORS EQUATIONS |
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