Jerrold E. Marsden

Nawaf Bou-Rabee, Jerrold E. Marsden

In this paper structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton-Pontryagin variational principle. From this principle one can derive a novel class of variational partitioned Runge-Kutta methods on Lie groups. Included among these integrators are generalizations of symplectic Euler and Störmer-Verlet integrators from flat spaces to Lie groups. Because of their variational design, these integrators preserve a discrete momentum map (in the presence of symmetry) and a symplectic form. In a companion paper, we perform a numerical analysis of these methods and report on numerical experiments on the rigid body and chaotic dynamics of an underwater vehicle. The numerics reveal that these variational integrators possess structure-preserving properties that methods designed to preserve momentum (using the coadjoint action of the Lie group) and energy (for example, by projection) lack.

Sina Ober-Blöbaum, Molei Tao, Mulin Cheng et al.

In this contribution, we develop a variational integrator for the simulation of (stochastic and multiscale) electric circuits. When considering the dynamics of an electrical circuit, one is faced with three special situations: 1. The system involves external (control) forcing through external (controlled) voltage sources and resistors. 2. The system is constrained via the Kirchhoff current (KCL) and voltage laws (KVL). 3. The Lagrangian is degenerate. Based on a geometric setting, an appropriate variational formulation is presented to model the circuit from which the equations of motion are derived. A time-discrete variational formulation provides an iteration scheme for the simulation of the electric circuit. Dependent on the discretization, the intrinsic degeneracy of the system can be canceled for the discrete variational scheme. In this way, a variational integrator is constructed that gains several advantages compared to standard integration tools for circuits; in particular, a comparison to BDF methods (which are usually the method of choice for the simulation of electric circuits) shows that even for simple LCR circuits, a better energy behavior and frequency spectrum preservation can be observed using the developed variational integrator.

Ari Stern, Yiying Tong, Mathieu Desbrun et al.

In recent years, two important techniques for geometric numerical discretization have been developed. In computational electromagnetics, spatial discretization has been improved by the use of mixed finite elements and discrete differential forms. Simultaneously, the dynamical systems and mechanics communities have developed structure-preserving time integrators, notably variational integrators that are constructed from a Lagrangian action principle. Here, we discuss how to combine these two frameworks to develop variational spacetime integrators for Maxwell's equations. Extending our previous work, which first introduced this variational perspective for Maxwell's equations without sources, we also show here how to incorporate free sources of charge and current.

Molei Tao, Houman Owhadi, Jerrold E. Marsden

We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based on the highly-non-trivial introduction of two efficient symplectic schemes for exponentiations of matrices that only require O(n) matrix multiplications operations at each coarse time step for a preset small number n. The proposed integrator is shown to be (i) uniformly convergent on positions; (ii) symplectic in both slow and fast variables; (iii) well adapted to high dimensional systems. Our framework also provides a general method for iteratively exponentiating a slowly varying sequence of (possibly high dimensional) matrices in an efficient way.

Molei Tao, Houman Owhadi, Jerrold E. Marsden

We present a new class of integrators for stiff PDEs. These integrators are generalizations of FLow AVeraging integratORS (FLAVORS) for stiff ODEs and SDEs introduced in [Tao, Owhadi and Marsden 2010] with the following properties: (i) Multiscale: they are based on flow averaging and have a computational cost determined by mesoscopic steps in space and time instead of microscopic steps in space and time; (ii) Versatile: the method is based on averaging the flows of the given PDEs (which may have hidden slow and fast processes). This bypasses the need for identifying explicitly (or numerically) the slow variables or reduced effective PDEs; (iii) Nonintrusive: A pre-existing numerical scheme resolving the microscopic time scale can be used as a black box and easily turned into one of the integrators in this paper by turning the large coefficients on over a microscopic timescale and off during a mesoscopic timescale; (iv) Convergent over two scales: strongly over slow processes and in the sense of measures over fast ones; (v) Structure-preserving: for stiff Hamiltonian PDEs (possibly on manifolds), they can be made to be multi-symplectic, symmetry-preserving (symmetries are group actions that leave the system invariant) in all variables and variational.

Molei Tao, Houman Owhadi, Jerrold E. Marsden

Impulse methods are generalized to a family of integrators for Langevin systems with quadratic stiff potentials and arbitrary soft potentials. Uniform error bounds (independent from stiff parameters) are obtained on integrated positions allowing for coarse integration steps. The resulting integrators are explicit and structure preserving (quasi-symplectic for Langevin systems).

Molei Tao, Houman Owhadi, Jerrold E. Marsden

This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic approximation of the Hamiltonian is a critical damped oscillator. The system is also over-heated and cooled down to its final temperature. The performances of different cooling schedules are analyzed as functions of total simulation time.

Ari Stern, Yiying Tong, Mathieu Desbrun et al.

In this paper, we develop a structure-preserving discretization of the Lagrangian framework for electromagnetism, combining techniques from variational integrators and discrete differential forms. This leads to a general family of variational, multisymplectic numerical methods for solving Maxwell's equations that automatically preserve key symmetries and invariants. In doing so, we demonstrate several new results, which apply both to some well-established numerical methods and to new methods introduced here. First, we show that Yee's finite-difference time-domain (FDTD) scheme, along with a number of related methods, are multisymplectic and derive from a discrete Lagrangian variational principle. Second, we generalize the Yee scheme to unstructured meshes, not just in space but in 4-dimensional spacetime. This relaxes the need to take uniform time steps, or even to have a preferred time coordinate at all. Finally, as an example of the type of methods that can be developed within this general framework, we introduce a new asynchronous variational integrator (AVI) for solving Maxwell's equations. These results are illustrated with some prototype simulations that show excellent energy and conservation behavior and lack of spurious modes, even for an irregular mesh with asynchronous time stepping.

Molei Tao, Houman Owhadi, Jerrold E. Marsden

We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by slow variables (ii) {\it Versatile}: the method is based on averaging the flows of the given dynamical system (which may have hidden slow and fast processes) instead of averaging the instantaneous drift of assumed separated slow and fast processes. This bypasses the need for identifying explicitly (or numerically) the slow or fast variables (iii) {\it Nonintrusive}: A pre-existing numerical scheme resolving the microscopic time scale can be used as a black box and easily turned into one of the integrators in this paper by turning the large coefficients on over a microscopic timescale and off during a mesoscopic timescale (iv) {\it Convergent over two scales}: strongly over slow processes and in the sense of measures over fast ones. We introduce the related notion of two-scale flow convergence and analyze the convergence of these integrators under the induced topology (v) {\it Structure preserving}: for stiff Hamiltonian systems (possibly on manifolds), they can be made to be symplectic, time-reversible, and symmetry preserving (symmetries are group actions that leave the system invariant) in all variables. They are explicit and applicable to arbitrary stiff potentials (that need not be quadratic). Their application to the Fermi-Pasta-Ulam problems shows accuracy and stability over four orders of magnitude of time scales. For stiff Langevin equations, they are symmetry preserving, time-reversible and Boltzmann-Gibbs reversible, quasi-symplectic on all variables and conformally symplectic with isotropic friction.

Sameer M. Jalnapurkar, Melvin Leok, Jerrold E. Marsden et al.

This paper develops the theory of abelian Routh reduction for discrete mechanical systems and applies it to the variational integration of mechanical systems with abelian symmetry. The reduction of variational Runge-Kutta discretizations is considered, as well as the extent to which symmetry reduction and discretization commute. These reduced methods allow the direct simulation of dynamical features such as relative equilibria and relative periodic orbits that can be obscured or difficult to identify in the unreduced dynamics. The methods are demonstrated for the dynamics of an Earth orbiting satellite with a non-spherical $J_2$ correction, as well as the double spherical pendulum. The $J_2$ problem is interesting because in the unreduced picture, geometric phases inherent in the model and those due to numerical discretization can be hard to distinguish, but this issue does not appear in the reduced algorithm, where one can directly observe interesting dynamical structures in the reduced phase space (the cotangent bundle of shape space), in which the geometric phases have been removed. The main feature of the double spherical pendulum example is that it has a nontrivial magnetic term in its reduced symplectic form. Our method is still efficient as it can directly handle the essential non-canonical nature of the symplectic structure. In contrast, a traditional symplectic method for canonical systems could require repeated coordinate changes if one is evoking Darboux' theorem to transform the symplectic structure into canonical form, thereby incurring additional computational cost. Our method allows one to design reduced symplectic integrators in a natural way, despite the noncanonical nature of the symplectic structure.

Mathieu Desbrun, Anil N. Hirani, Melvin Leok et al.

We present a theory and applications of discrete exterior calculus on simplicial complexes of arbitrary finite dimension. This can be thought of as calculus on a discrete space. Our theory includes not only discrete differential forms but also discrete vector fields and the operators acting on these objects. This allows us to address the various interactions between forms and vector fields (such as Lie derivatives) which are important in applications. Previous attempts at discrete exterior calculus have addressed only differential forms. We also introduce the notion of a circumcentric dual of a simplicial complex. The importance of dual complexes in this field has been well understood, but previous researchers have used barycentric subdivision or barycentric duals. We show that the use of circumcentric duals is crucial in arriving at a theory of discrete exterior calculus that admits both vector fields and forms.