Separable Hamiltonian Systems Research Articles

Partial separability and symplectic-Haantjes manifolds

AbstractA theory of partial separability for classical Hamiltonian systems is proposed in the context of Haantjes geometry. As a general result, we show that the knowledge of a non-semisimple symplectic-Haantjes manifold for a given Hamiltonian system is sufficient to construct sets of coordinates (called Darboux-Haantjes coordinates) that allow both the partial separability of the associated Hamilton-Jacobi equations and the block-diagonalization of the operators of the corresponding Haantjes algebra. We also introduce a novel class of Hamiltonian systems, characterized by the existence of a generalized Stäckel matrix, which by construction are partially separable. They widely generalize the known families of partially separable Hamiltonian systems. The new systems can be described in terms of semisimple but non-maximal-rank symplectic-Haantjes manifolds.

Algebraic curves as a source of separable multi-Hamiltonian systems

In this paper we systematically consider various ways of generating integrable and separable Hamiltonian systems in canonical and in non-canonical representations from algebraic curves on the plane. In particular, we consider St\"ackel transform between two pairs of St\"ackel systems, generated by 2n-parameter algebraic curves on the plane, as well as Miura maps between St\"ackel systems generated by (n+N)-parameter algebraic curves, leading to multi-Hamiltonian representation of these systems.

Linear instability of Vlasov-Maxwell systems revisited-A Hamiltonian approach

<p style='text-indent:20px;'>We consider linear stability of steady states of 1<inline-formula><tex-math id="M1">\begin{document}$ \frac{1}{2} $\end{document}</tex-math></inline-formula> and 3DVlasov-Maxwell systems for collisionless plasmas. The linearized systems canbe written as separable Hamiltonian systems with constraints. By using ageneral theory for separable Hamiltonian systems, we recover the sharp linearstability criteria obtained previously by different approaches. Moreover, weobtain the exponential trichotomy estimates for the linearized Vlasov-Maxwellsystems in both relativistic and nonrelativistic cases.</p>

SympNets: Intrinsic structure-preserving symplectic networks for identifying Hamiltonian systems

We propose new symplectic networks (SympNets) for identifying Hamiltonian systems from data based on a composition of linear, activation and gradient modules. In particular, we define two classes of SympNets: the LA-SympNets composed of linear and activation modules, and the G-SympNets composed of gradient modules. Correspondingly, we prove two new universal approximation theorems that demonstrate that SympNets can approximate arbitrary symplectic maps based on appropriate activation functions. We then perform several experiments including the pendulum, double pendulum and three-body problems to investigate the expressivity and the generalization ability of SympNets. The simulation results show that even very small size SympNets can generalize well, and are able to handle both separable and non-separable Hamiltonian systems with data points resulting from short or long time steps. In all the test cases, SympNets outperform the baseline models, and are much faster in training and prediction. We also develop an extended version of SympNets to learn the dynamics from irregularly sampled data. This extended version of SympNets can be thought of as a universal model representing the solution to an arbitrary Hamiltonian system.

Drift-preserving numerical integrators for stochastic Hamiltonian systems

The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and analyze a time integrator having the same property for all times. Furthermore, strong and weak convergence of the numerical scheme along with efficient multilevel Monte Carlo estimators are studied. Finally, extensive numerical experiments illustrate the performance of the proposed numerical scheme.

New high order symplectic integrators via generating functions with its application in many-body problem

A new family of high order one-step symplectic integration schemes for separable Hamiltonian systems with Hamiltonians of the form \(T(p) + U(q)\) is presented. The new integration methods are defined in terms of an explicitly defined generating function (of the third kind). They are implicit in q (but explicit in p and the internal states), and require the evaluation of the gradients of T(p) and U(q) and the actions of their Hessians on vectors (the later being relatively cheap in the case of many-body problems). A time-symmetric symplectic method is constructed that has order 10 when applied to Hamiltonian systems with quadratic kinetic energy T(p). It is shown by numerical experiments that the new methods have the expected order of convergence.

Symplectic and symmetric trigonometrically-fitted ARKN methods

Adapted Runge–Kutta–Nyström (ARKN) methods for solving oscillatory problems q″(t)+w2q(t)=f(q(t),q′(t)) have been investigated by several authors. Recently, Yang et al. (2008) [28] proposed trigonometrically-fitted ARKN (TFARKN) methods by introducing frequency depending coefficients into the terms in the internal stages. In applications the function f(q) often does not contain q′ explicitly and satisfies f(q)−w2q=−∇V(q) for some smooth function V(q). Then the problem can be considered as a separable Hamiltonian system. In this paper we investigate the symplecticity and symmetry of TFARKN methods for separable Hamiltonian systems and derive necessary and sufficient conditions for an TFARKN method to be symplectic and symmetric. Based on these conditions, two explicit symplectic and symmetric TFARKN method with order two and four, respectively, are constructed. Some numerical experiments are provided to confirm the theoretical expectations.

Composite symmetric general linear methods (COSY-GLMs) for the long-time integration of reversible Hamiltonian systems

In choosing a numerical method for the long-time integration of reversible Hamiltonian systems one must take into consideration several key factors: order of the method, ability to preserve invariants of the system, and efficiency of the computation. In this paper, 6th-order composite symmetric general linear methods (COSY-GLMs) are constructed using a generalisation of the composition theory associated with Runge–Kutta methods (RKMs). A novel aspect of this approach involves a nonlinear transformation which is used to convert the GLM to a canonical form in which its starting and finishing methods are trivial. Numerical experiments include efficiency comparisons to symmetric diagonally-implicit RKMs, where it is shown that COSY-GLMs of the same order typically require half the number of function evaluations, as well as long-time computations of both separable and non-separable Hamiltonian systems which demonstrate the preservation properties of the new methods.

A simplified IDA-PBC design for underactuated mechanical systems with applications

We develop a method to simplify the partial differential equations (PDEs) associated to the potential energy for interconnection and damping assignment passivity based control (IDA-PBC) of a class of underactuated mechanical systems (UMSs). Solving the PDEs, also called the matching equations, is the main difficulty in the construction and application of the IDA-PBC. We propose a simplification to the potential energy PDEs through a particular parametrization of the closed-loop inertia matrix that appears as a coupling term with the inverse of the original inertia matrix. The parametrization accounts for kinetic energy shaping, which is then used to simplify the potential energy PDEs and their solution that is used for the potential energy shaping. This energy shaping procedure results in a closed-loop UMS with a modified energy function. This approach avoids the cancellation of nonlinearities, and extends the application of this method to a larger class of systems, including separable and non-separable port-controlled Hamiltonian (PCH) systems. Applications to the inertia wheel pendulum and the rotary inverted pendulum are presented, and some realistic simulations are presented which validate the proposed control design method and prove that global stabilization of these systems can be achieved. Experimental validation of the proposed method is demonstrated using a laboratory set-up of the rotary pendulum. The robustness of the closed-loop system with respect to external disturbances is also experimentally verified.

Fast weak–KAM integrators for separable Hamiltonian systems

We consider a numerical scheme for Hamilton-Jacobi equations based on a direct discretization of the Lax-Oleinik semi-group. We prove that this method is convergent with respect to the time and space stepsizes provided the solution is Lipschitz, and give an error estimate. Moreover, we prove that the numerical scheme is a {\em geometric integrator} satisfying a discrete weak-KAM theorem which allows to control its long time behavior. Taking advantage of a fast algorithm for computing min-plus convolutions based on the decomposition of the function into concave and convex parts, we show that the numerical scheme can be implemented in a very efficient way.

The Continuous Finite Element Methods for a Simple Case of Separable Hamiltonian Systems

Combined with the characteristics of separable Hamiltonian systems and the finite element methods of ordinary differential equations, we prove that the composition of linear, quadratic, cubic finite element methods are symplectic integrator to separable Hamiltonian systems, i.e. the symplectic condition is preserved exactly, but the energy is only approximately conservative after compound. These conclusions are confirmed by our numerical experiments.

Splitting schemes and energy preservation for separable Hamiltonian systems

It is known that symplectic algorithms do not necessarily conserve energy even for the harmonic oscillator. However, for separable Hamiltonian systems, splitting and composition schemes have the advantage to be explicit and can be constructed to preserve energy. In this paper we describe and test an integrator built on a one-parameter family of symplectic symmetric splitting methods, where the parameter is chosen at each time step so as to minimize the energy error. For second-degree polynomial Hamiltonian functions as the one describing the linear oscillator, we build up second and fourth order symmetric methods which are symplectic, energy-preserving and explicit. For non-linear examples, it is possible to construct schemes with minimum error on energy conservation. The methods are semi-explicit in the sense that they require, as additional computational effort, the search for a zero of a scalar function with respect to a scalar variable. Therefore, our approach may represent an effective alternative to energy-preserving implicit methods whenever multi-dimensional problems are dealt with as is the case of many applications of interest.

Block basis property of a class of 2 × 2 operator matrices and its application to elasticity

A necessary and sufficient condition is obtained for the generalized eigenfunction systems of 2 × 2 operator matrices to be a block Schauder basis of some Hilbert space, which offers a mathematical foundation of solving symplectic elasticity problems by using the method of separation of variables. Moreover, the theoretical result is applied to two plane elasticity problems via the separable Hamiltonian systems.

On symplectic and symmetric ARKN methods

Symplecticness and symmetry are favorable properties for solving Hamiltonian systems. For the oscillatory second-order initial value problems of the form q″+ω2q=f(q,q′), adapted Runge–Kutta–Nyström methods (ARKN methods, in short notation) were investigated by several authors. In a wide range of physical applications from molecular dynamics to nonlinear wave propagation, an important class of the problems is Hamiltonian systems for which symplectic methods should be preferred. Hence it is quite natural to raise a question of the symplecticness for ARKN methods. In this paper we investigate the symplecticness conditions of ARKN methods for separable Hamiltonian systems. We conclude that there exist only one-stage explicit symplectic ARKN (SARKN, in short notation) methods under the symplecticness conditions of ARKN methods. The SARKN methods have a special form and the algebraic order cannot exceed 2. We also point out that no ARKN method can be symmetric. An explicit SARKN method of order two is proposed with the analysis of phase and stability properties. The numerical results accompanied show good performance for the new explicit symplectic algorithm in comparison with the popular symplectic methods in the scientific literature.

Phase portraits of separable Hamiltonian systems

We study a generalization of potential Hamiltonian systems ( H ( x , y ) = y 2 + F ( x ) ) with one degree of freedom; namely, those with Hamiltonian functions of type H ( x , y ) = F ( x ) + G ( y ) , which will be denoted by X H . We present an algorithm to obtain the phase portrait (including the behaviour at infinity) of X H when F and G are arbitrary polynomials. Indeed, from the graphs of the one-variable functions F and G , we are able to give the full description on the Poincaré disk, therefore extending the well-known method to obtain the phase portrait of potential systems in the finite plane. The fact that the phase portraits can be fully described in terms of the two one-variable real functions F and G allows, as well, a complete study of the bifurcation diagrams in complete families of vector fields. The algorithm can be applied to study separable Hamiltonian systems with one degree of freedom, which include a vast amount of examples in physical applications.

On explicit adaptive symplectic integration of separable Hamiltonian systems

Based on a known observation that symplecticity is preserved under certain Sundman time transformations, adaptive symplectic integrators of an arbitrary order are constructed for separable Hamiltonian systems, for two classes of scaling functions. Due to symplecticity, these adaptive integrators have excellent long-time energy behaviour, which is theoretically explained using standard results on the existence of a modified Hamiltonian function. In Contrast to reversible adaptive integration, the constructed methods have good long-time behaviour also for non-reversible systems. Numerical examples of this are given.

Orthogonal separable Hamiltonian systems on T 2

In this paper we characterize the Liouvillian integrable orthogonal separable Hamiltonian systems on T 2 for a given metric, and prove that the Hamiltonian flow on any compact level hypersurface has zero topological entropy. Furthermore, by examples we show that the integrable Hamiltonian systems on T 2 can have complicated dynamical phenomena. For instance they can have several families of invariant tori, each family is bounded by the homoclinic-loop-like cylinders and heteroclinic-loop-like cylinders. As we know, it is the first concrete example to present the families of invariant tori at the same time appearing in such a complicated way.

New numerical integrator for the Stäckel system conserving the same number of constants of motion as the degree of freedom

A new numerical integrator for a wide class of separable Hamiltonian systems called the Stackel system is presented. This integrator is designed so as to conserve the same number of constants of motion as the degree of freedom of the Stackel system. Separation of variables of the Stackel system is most fundamental for the integrator. A combination of canonical transformations and an energy-preserving method with a variable step-size plays a key role to design such an integrator. Some typical and important examples of the Stackel system are then discretized explicitly. They are the three-dimensional Kepler motion, the Holt system and the integrable Henon–Heiles system in celestial mechanics.

The equation [formula omitted], multiplication of cofactor pair systems, and the Levi-Civita equivalence problem

Cofactor pair systems generalize the separable potential Hamiltonian systems. They admit n quadratic integrals of motion, they have a bi-Hamilton formulation, they are completely integrable and they are equivalent to separable Lagrangian systems. Cofactor pair systems can be constructed through a peculiar multiplicative structure of the so-called quasi-Cauchy–Riemann equations ( cof J ) − 1 ∇ V = ( cof J ̃ ) − 1 ∇ V ̃ , where J and J ̃ are special conformal Killing tensors. In this work we have isolated the properties that are responsible for the multiplication, allowing us to give an elegant characterization of systems that admit multiplication. In this characterization the equation X ∇ det X = det X ∇ tr X plays a central role. We describe how multiplication of quasi-Cauchy–Riemann equations can be considered as a special case of a more general kind of multiplication, defined on the solution space of certain systems of partial differential equations. We investigate algebraic properties of this multiplication and provide several methods for constructing new systems with multiplicative structure. We also discuss the role of the multiplication in the theory of equivalent dynamical systems on Riemannian manifolds, developed by Levi-Civita.

Invariant Classification of Orthogonally Separable Hamiltonian Systems in Euclidean Space

The problem of the invariant classification of the orthogonal coordinate webs defined in Euclidean space is solved within the framework of Felix Klein's Erlangen Program. The results are applied to the problem of integrability of the Calogero-Moser model.