Energy-preserving iteration schemes for Gauss collocation integrators

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Maier, Stefan, Marheineke, Nicole, Frommer, Andreas
Formato: Preprint
Publicado: 2025
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866909579086921728
author Maier, Stefan
Marheineke, Nicole
Frommer, Andreas
author_facet Maier, Stefan
Marheineke, Nicole
Frommer, Andreas
contents In this work, we develop energy-preserving iterative schemes for the (non-)linear systems arising in the Gauss integration of Poisson systems with quadratic Hamiltonian. Exploiting the relation between Gauss collocation integrators and diagonal Padé approximations, we establish a Krylov-subspace iteration scheme based on a $Q$-Arnoldi process for linear systems that provides energy conservation not only at convergence --as standard iteration schemes do--, but also at the level of the individual iterates. It is competitive with GMRES in terms of accuracy and cost for a single iteration step and hence offers significant efficiency gains, when it comes to time integration of high-dimensional Poisson systems within given error tolerances. On top of the linear results, we consider non-linear Poisson systems and design non-linear solvers for the implicit midpoint rule (Gauss integrator of second order), using the fact that the associated Padé approximation is a Cayley transformation. For the non-linear systems arising at each time step, we propose fixed-point and Newton-type iteration schemes that inherit the convergence order with comparable cost from their classical versions, but have energy-preserving iterates.
format Preprint
id arxiv_https___arxiv_org_abs_2504_10211
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Energy-preserving iteration schemes for Gauss collocation integrators
Maier, Stefan
Marheineke, Nicole
Frommer, Andreas
Numerical Analysis
37Mxx, 47J25, 65Lxx, 65Pxx
In this work, we develop energy-preserving iterative schemes for the (non-)linear systems arising in the Gauss integration of Poisson systems with quadratic Hamiltonian. Exploiting the relation between Gauss collocation integrators and diagonal Padé approximations, we establish a Krylov-subspace iteration scheme based on a $Q$-Arnoldi process for linear systems that provides energy conservation not only at convergence --as standard iteration schemes do--, but also at the level of the individual iterates. It is competitive with GMRES in terms of accuracy and cost for a single iteration step and hence offers significant efficiency gains, when it comes to time integration of high-dimensional Poisson systems within given error tolerances. On top of the linear results, we consider non-linear Poisson systems and design non-linear solvers for the implicit midpoint rule (Gauss integrator of second order), using the fact that the associated Padé approximation is a Cayley transformation. For the non-linear systems arising at each time step, we propose fixed-point and Newton-type iteration schemes that inherit the convergence order with comparable cost from their classical versions, but have energy-preserving iterates.
title Energy-preserving iteration schemes for Gauss collocation integrators
topic Numerical Analysis
37Mxx, 47J25, 65Lxx, 65Pxx
url https://arxiv.org/abs/2504.10211