Geometric Numerical Integration

Geometric Numerical Integration
Author: Ernst Hairer
Publisher: Springer Science & Business Media
Total Pages: 526
Release: 2013-03-09
Genre: Mathematics
ISBN: 3662050188

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This book deals with numerical methods that preserve properties of Hamiltonian systems, reversible systems, differential equations on manifolds and problems with highly oscillatory solutions. A complete self-contained theory of symplectic and symmetric methods, which include Runge-Kutta, composition, splitting, multistep and various specially designed integrators, is presented and their construction and practical merits are discussed. The long-time behaviour of the numerical solutions is studied using a backward error analysis (modified equations) combined with KAM theory. The book is illustrated by numerous figures, treats applications from physics and astronomy, and contains many numerical experiments and comparisons of different approaches.

A Concise Introduction to Geometric Numerical Integration

A Concise Introduction to Geometric Numerical Integration
Author: Sergio Blanes
Publisher: CRC Press
Total Pages: 218
Release: 2017-11-22
Genre: Mathematics
ISBN: 1315354861

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Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerical tools for solving differential equations. It also offers a bridge from traditional training in the numerical analysis of differential equations to understanding recent, advanced research literature on numerical geometric integration. The book first examines high-order classical integration methods from the structure preservation point of view. It then illustrates how to construct high-order integrators via the composition of basic low-order methods and analyzes the idea of splitting. It next reviews symplectic integrators constructed directly from the theory of generating functions as well as the important category of variational integrators. The authors also explain the relationship between the preservation of the geometric properties of a numerical method and the observed favorable error propagation in long-time integration. The book concludes with an analysis of the applicability of splitting and composition methods to certain classes of partial differential equations, such as the Schrödinger equation and other evolution equations. The motivation of geometric numerical integration is not only to develop numerical methods with improved qualitative behavior but also to provide more accurate long-time integration results than those obtained by general-purpose algorithms. Accessible to researchers and post-graduate students from diverse backgrounds, this introductory book gets readers up to speed on the ideas, methods, and applications of this field. Readers can reproduce the figures and results given in the text using the MATLAB® programs and model files available online.

A Concise Introduction to Geometric Numerical Integration

A Concise Introduction to Geometric Numerical Integration
Author: Sergio Blanes
Publisher: CRC Press
Total Pages: 233
Release: 2017-11-22
Genre: Mathematics
ISBN: 1482263440

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Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerical tools for solving differential equations. It also offers a bridge from traditional training in the numerical analysis of differential equations to understanding recent, advanced research literature on numerical geometric integration. The book first examines high-order classical integration methods from the structure preservation point of view. It then illustrates how to construct high-order integrators via the composition of basic low-order methods and analyzes the idea of splitting. It next reviews symplectic integrators constructed directly from the theory of generating functions as well as the important category of variational integrators. The authors also explain the relationship between the preservation of the geometric properties of a numerical method and the observed favorable error propagation in long-time integration. The book concludes with an analysis of the applicability of splitting and composition methods to certain classes of partial differential equations, such as the Schrödinger equation and other evolution equations. The motivation of geometric numerical integration is not only to develop numerical methods with improved qualitative behavior but also to provide more accurate long-time integration results than those obtained by general-purpose algorithms. Accessible to researchers and post-graduate students from diverse backgrounds, this introductory book gets readers up to speed on the ideas, methods, and applications of this field. Readers can reproduce the figures and results given in the text using the MATLAB® programs and model files available online.

Symplectic Geometric Algorithms for Hamiltonian Systems

Symplectic Geometric Algorithms for Hamiltonian Systems
Author: Kang Feng
Publisher: Springer Science & Business Media
Total Pages: 690
Release: 2010-10-18
Genre: Mathematics
ISBN: 3642017770

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"Symplectic Geometric Algorithms for Hamiltonian Systems" will be useful not only for numerical analysts, but also for those in theoretical physics, computational chemistry, celestial mechanics, etc. The book generalizes and develops the generating function and Hamilton-Jacobi equation theory from the perspective of the symplectic geometry and symplectic algebra. It will be a useful resource for engineers and scientists in the fields of quantum theory, astrophysics, atomic and molecular dynamics, climate prediction, oil exploration, etc. Therefore a systematic research and development of numerical methodology for Hamiltonian systems is well motivated. Were it successful, it would imply wide-ranging applications.

Simulating Hamiltonian Dynamics

Simulating Hamiltonian Dynamics
Author: Benedict Leimkuhler
Publisher: Cambridge University Press
Total Pages: 464
Release: 2004
Genre: Mathematics
ISBN: 9780521772907

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Geometric integrators are time-stepping methods, designed such that they exactly satisfy conservation laws, symmetries or symplectic properties of a system of differential equations. In this book the authors outline the principles of geometric integration and demonstrate how they can be applied to provide efficient numerical methods for simulating conservative models. Beginning from basic principles and continuing with discussions regarding the advantageous properties of such schemes, the book introduces methods for the N-body problem, systems with holonomic constraints, and rigid bodies. More advanced topics treated include high-order and variable stepsize methods, schemes for treating problems involving multiple time-scales, and applications to molecular dynamics and partial differential equations. The emphasis is on providing a unified theoretical framework as well as a practical guide for users. The inclusion of examples, background material and exercises enhance the usefulness of the book for self-instruction or as a text for a graduate course on the subject.

Numerical Geometry of Images

Numerical Geometry of Images
Author: Ron Kimmel
Publisher: Springer Science & Business Media
Total Pages: 222
Release: 2012-09-07
Genre: Computers
ISBN: 0387216375

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Numerical Geometry of Images examines computational methods and algorithms in image processing. It explores applications like shape from shading, color-image enhancement and segmentation, edge integration, offset curve computation, symmetry axis computation, path planning, minimal geodesic computation, and invariant signature calculation. In addition, it describes and utilizes tools from mathematical morphology, differential geometry, numerical analysis, and calculus of variations. Graduate students, professionals, and researchers with interests in computational geometry, image processing, computer graphics, and algorithms will find this new text / reference an indispensable source of insight of instruction.

A First Course in the Numerical Analysis of Differential Equations

A First Course in the Numerical Analysis of Differential Equations
Author: A. Iserles
Publisher: Cambridge University Press
Total Pages: 481
Release: 2009
Genre: Mathematics
ISBN: 0521734908

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lead the reader to a theoretical understanding of the subject without neglecting its practical aspects. The outcome is a textbook that is mathematically honest and rigorous and provides its target audience with a wide range of skills in both ordinary and partial differential equations." --Book Jacket.

Geometric Integration Theory

Geometric Integration Theory
Author: Steven G. Krantz
Publisher: Springer Science & Business Media
Total Pages: 340
Release: 2008-12-15
Genre: Mathematics
ISBN: 0817646795

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This textbook introduces geometric measure theory through the notion of currents. Currents, continuous linear functionals on spaces of differential forms, are a natural language in which to formulate types of extremal problems arising in geometry, and can be used to study generalized versions of the Plateau problem and related questions in geometric analysis. Motivating key ideas with examples and figures, this book is a comprehensive introduction ideal for both self-study and for use in the classroom. The exposition demands minimal background, is self-contained and accessible, and thus is ideal for both graduate students and researchers.

Foundations of Computational Mathematics

Foundations of Computational Mathematics
Author: Ronald A. DeVore
Publisher: Cambridge University Press
Total Pages: 418
Release: 2001-05-17
Genre: Mathematics
ISBN: 9780521003490

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Collection of papers by leading researchers in computational mathematics, suitable for graduate students and researchers.

Geometric Numerical Integration and Schrödinger Equations

Geometric Numerical Integration and Schrödinger Equations
Author: Erwan Faou
Publisher: European Mathematical Society
Total Pages: 152
Release: 2012
Genre: Numerical integration
ISBN: 9783037191002

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The goal of geometric numerical integration is the simulation of evolution equations possessing geometric properties over long periods of time. Of particular importance are Hamiltonian partial differential equations typically arising in application fields such as quantum mechanics or wave propagation phenomena. They exhibit many important dynamical features such as energy preservation and conservation of adiabatic invariants over long periods of time. In this setting, a natural question is how and to which extent the reproduction of such long-time qualitative behavior can be ensured by numerical schemes. Starting from numerical examples, these notes provide a detailed analysis of the Schrodinger equation in a simple setting (periodic boundary conditions, polynomial nonlinearities) approximated by symplectic splitting methods. Analysis of stability and instability phenomena induced by space and time discretization are given, and rigorous mathematical explanations are provided for them. The book grew out of a graduate-level course and is of interest to researchers and students seeking an introduction to the subject matter.