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Hamiltonian systems

Examples

Mathematical biology: Lotka-Volterra model

First numerical methods

Mathematical pendulum

Kepler problem

Outer solar system

Molecular dynamics

Marlis Hochbruck

Heinrich-Heine Universitat D

usseldorf

Lotka-Volterra model I

First integrals

Energy, linear invariants

Quadratic and polynomial invariants

Reversible dierential equations

Symmetric methods

Lotka-Volterra model II

u = u(v 2)

v = v (1 u)

y = f (y )

3u

autonomous problem y = f (y )

equations

u = u(v 2),

v = v (1 u)

yn+1 = yn + hf (yn )

0=

1u

v 2

d

u

v = I (u, v )

u

v

dt

yn+1 = yn + hf (yn+1 )

with invariant

I (u, v ) = ln u u + 2 ln v v

yn+1 = yn + hf

yn + yn+1

2

partitioned system

u = f (u, v ),

v = g (u, v )

explicit Euler

v

un+1 = un + hf (un , vn+1 )

vn+1 = vn + hg (un , vn+1 )

implicit Euler

v

(SE1)

y82

y0

or

symplectic Euler

y49

y50

y83

un+1 = un + hf (un+1 , vn )

vn+1 = vn + hg (un+1 , vn )

y0

y0

SE2 becomes explicit if f (u, v ) = f (v ), g (u, v ) = g (u)

Hamiltonian problem

Mathematical pendulum

(total energy)

q1 , . . . , qd positions

p1 , . . . , pd momenta

gravitational acceleration g = 1

Hamiltonian

p = Hq ,

H q = q H =

H

q

T

Area preservation

cos q

equations of motion p = Hq , q = Hp

p = sin q,

m

q = p

or

q = Hp

1

H(p, q) = p 2 cos q

2

y0

(SE2)

q = sin q

explicit Euler

h = 0.2

symplectic Euler

h = 0.3

St

ormer-Verlet

h = 0.6

400 000 steps

h = 0.0005

Hamiltonian

1

H(p1 , p2 , q1 , q2 ) = (p12 + p22 ) (q12 + q22 )1/2

2

1

1

implicit midpoint

q i = pi ,

p i = Hqi =

qi (q12

explicit Euler

equations of motion:

q22 )3/2

4 000 steps

h = 0.05

symplectic Euler

4 000 steps

h = 0.05

rst integrals

2

(Keplers second law)

Stormer Verlet

1 4 000 steps

h = 0.05

conservation of energy

.02

method

.01

50

100

.4

error in H

error in L

global error

explicit Euler

O(th)

O(th)

O(t 2 h)

symplectic Euler

O(h)

O(th)

implicit midpoint

O(h2 )

O(th2 )

St

ormer-Verlet

O(h2 )

O(th2 )

.2

50

100

Hamiltonian

H(p, q) =

1

2

5

i=0

1 T

p pi g

mi i

5

i1

i=1 j=0

explicit Euler, h = 10

implicit Euler, h = 10

mi mj

qi qj

Molecular dynamics

Hamiltonian

N = 7 argon atoms in a plane

1 1 T

pi pi +

Vij qi qj

2

mi

i1

H(p, q) =

i=2 j=1

i=1

2

7

3

1

4

5

.2

Vij (r ) = 4ij

12

ij

6

ij

.0

temperature

.2

30

0

30

60

30

30

Verlet, h = 80[fs]

total energy

30

total energy

30

60

First integrals

Verlet, h = 40[fs]

30

N

1

mi q i 2

NkB

i=1

60

T =

Verlet, h = 10[fs]

y = f (y ) if

I (y )f (y ) = 0

for all y .

synonyms: invariant, conserved quantity, constant of motion

30

30

30

0

30

60

30

temperature

Verlet, h = 20[fs]

temperature

consider

1 1 T

pi pi +

Vij (rij ),

2

mi

N

H(p, q) =

i=1

rij = qi qj

i=2 j=1

p i =

N

ij (qi qj ),

i1

equations of motion

1

pi ,

q i =

mi

Y = A(Y )Y ,

ij =

j=1

particular, orthogonality of Y0 is conserved.

Lemma. Let Y , A(Y ) Rn,n . If trace A(Y ) = 0 for all Y , then

det Y is an invariant.

columns of Y

space of y = f (y ). The dierential equation and the vector eld

f (y ) are called -reversible if

f (y ) = f (y )

partitioned system

u = f (u, v ),

v = g (u, v )

for all y

where

f (y )

y

f (y )

f (y )

y0

f (y )

u

y0

g (u, v ) = g (u, v )

u

y

f (u, v ) = f (u, v ),

y1

t y1

u = g (u) u = v , v = g (u)

are ()-reversible

applied to a reversible dierential equation?

Symmetric methods

Denition. A numerical one-step method h is symmetric or time

reversible if

h h = id.

y1 = h (y0 ) is symmetric if exchanging

y0 y1 and h h

leaves the method unaltered

Examples: implicit midpoint rule, St

ormer-Verlet method

Theorem. If a numerical method applied to a -reversible

dierential equations satises

h = h

then h is -reversible if and only if h is a symmetric method.

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