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Matthias Teschner

Computer Science Department

University of Freiburg

Demos

volume preservation

volume preservation

Outline

motivation

numerical integration as a transformation

eigenanalysis

examples

discussion

Motivation

one end point is fixed at

for the second point,

and

Motivation

Euler-Cromer

explicit Euler

(with damping)

Outline

motivation

numerical integration as a transformation

eigenanalysis

examples

discussion

State Transformation

state vector

integration can be seen as a transformation applied to

explicit Euler (without damping)

Approximation Error

of a system from time to time

successive application of

results in a sequence

Amplification Matrix

we have

if

is linear

if

is non-linear

University of Freiburg Computer Science Department Computer Graphics - 9

Stability

introduced approximation error is diverging, the

integration scheme is unstable

remember:

a FDE is stable, if previously introduced errors

do not grow within a simulation step

approximation errors are introduced in each integration

step, however, if previously introduced errors are not

amplified by the integration scheme, then it is stable

Outline

motivation

numerical integration as a transformation

eigenanalysis

examples

discussion

Eigenanalysis

that is scaled by a scalar when is applied to it

is an eigenvalue of

if is an eigenvector,

is also an eigenvector

Shrinking Eigenvectors

if

then

vanishes for approaching infinity

repeated application of

to shrinks

example with

Growing Eigenvectors

if

then

grows to infinity for approaching infinity

repeated application of

to enlarges

example with

General Case

all eigenvectors vanish when is repeatedly applied

all vectors that are linear combinations of eigenvectors

behave like eigenvectors

if there exist linearly independent eigenvectors of ,

then all vectors are linear combinations of these

eigenvectors

General Case

if

then

is vanishing if all eigenvalues are

smaller one

if at least one eigenvalue is larger than one,

diverges to infinity

spectral radius

of a matrix

is an eigenvalue of

if the spectral radius of the amplification matrix of an

integration scheme is smaller one, the scheme is stable

(

is vanishing, previous errors are diminished)

if the spectral radius is larger one,

the scheme is unstable

(

is diverging, previous errors are amplified)

University of Freiburg Computer Science Department Computer Graphics - 17

Outline

motivation

numerical integration as a transformation

eigenanalysis

examples

discussion

solving

to compute the eigenvalues

University of Freiburg Computer Science Department Computer Graphics - 19

Euler-Cromer

Euler-Cromer

with damping

explicit Euler

with damping

Euler-Cromer

with damping

explicit Euler

with damping

Euler-Cromer

Euler-Cromer

with damping

Euler-Cromer

with damping

implicit Euler

with damping

implicit Euler

without damping

implicit Euler

without damping

amplification matrix

eigenvalues

spectral radius

Outline

motivation

numerical integration as a transformation

eigenanalysis

examples

discussion

Discussion

e. g. masses, deformation forces, damping forces,

and the time step

if a system is unconditionally stable / unstable,

the stability is independent from the parameters

if a system is conditionally stable, the spectral radius

is smaller than one for certain parameter sets and

one is interested in the maximum time step for a

given parameter set

for systems consisting of mass points,

matrices have to be analyzed

University of Freiburg Computer Science Department Computer Graphics - 28

Discussion

transformation, the stability analysis is only

approximate

if any linearization is employed to derive the

amplification

matrix, the stability analysis is only approximate

3D mass-spring systems are non-linear

References

Franz J. Vesely,

"Computational Physics An Introduction",

Kluwer Academic, New York, ISBN 0-306-466317, 2001.

Jonathan Richard Shewchuk,

An Introduction to the Conjugate Gradient

Method Without the Agonizing Pain, August

1994.

Example

1D mass points

with masses

connected with a spring of rest length

and stiffness

spring force

Euler-Cromer integration

Example

relative velocity

distance

Example

transformation of

amplification matrix

conditionally stable

and

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