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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