Asymptotic analysis of a structure-preserving integrator for damped Hamiltonian systems

Abstract

The present work deals with the numerical long-time integration of damped Hamiltonian systems. The method that we analyze combines a specific Strang splitting, that separates linear dissipative effects from conservative ones, with an energy-preserving averaged vector field (AVF) integrator for the Hamiltonian subproblem. This construction faithfully reproduces the energy-dissipation structure of the continuous model, its equilibrium points and its natural Lyapunov function. As a consequence of these structural similarities, both the convergence to equilibrium and, more interestingly, the energy decay rate of the continuous dynamical system are recovered at a discrete level. The possibility of replacing the implicit AVF integrator by an explicit Stormer-Verlet one is also discussed, while numerical experiments illustrate and support the theoretical findings.