An extended discrete gradient formula for oscillatory Hamiltonian systems

Abstract

In this paper, incorporating the idea of the discrete gradient method into the extended Runge–Kutta–Nyström integrator, we derive and analyze an extended discrete gradient formula for the oscillatory Hamiltonian system with the Hamiltonian , where represents generalized positions, represents generalized momenta and is a symmetric and positive semi-definite matrix. The solution of this system is a nonlinear oscillator. Basically, many nonlinear oscillatory mechanical systems with a partitioned Hamiltonian function lend themselves to this approach. The extended discrete gradient formula presented in this paper exactly preserves the energy H(p, q). We derive some properties of the new formula. The convergence is analyzed for the implicit schemes based on the discrete gradient formula, and it turns out that the convergence of the implicit schemes based on the extended discrete gradient formula is independent of ‖M‖, which is a significant property for the oscillatory Hamiltonian system. Thus, it transpires that a larger step size can be chosen for the new energy-preserving schemes than that for the traditional discrete gradient methods when applied to the oscillatory Hamiltonian system. Illustrative examples show the competence and efficiency of the new schemes in comparison with the traditional discrete gradient methods in the scientific literature.