Numerical Hamiltonian Problems: (7 Applied Mathematics)

Numerical Hamiltonian Problems presents a unified introduction to the interdisciplinary and growing field of symplectic integration of Hamiltoian problems. The authors explain in detail how to derive, analyze, and use symplectic integrators and report virtually all available symplectic methods using a coherent notation. The book requires very little background knowledge. It.provides numerical examples throughout and includes five chapters on Hamiltonian problems and numerical methods.

Table of Contents:
Hamiltonian Systems. Examples of Hamiltonian Systems. Symplecticness. The solution operator. Preservation of area. Checking preservation of area: Jacobians. Checking preservation of area: differential forms. Symplectic transformations. Conservation of volume. Numerical Methods. Numerical integrators. Stiff problems. Runge-Kutta methods. Partitioned Runge-Kutta methods. Runge-Kutta-Nystrom methods. Composition of methods - adjoints. Order conditions. Order conditions for Runge-Kutta methods. The local error in Runge-Kutta methods. Order conditions for PRK methods. The local error in Partitioned Runge-Kutta methods. Order conditions for Runge-Kutta-Nystrom methods. The local error in Runge-Kutta-Nystrom mehthods. Implementation. Variable step sizes. Embedded pairs. Numerical experience with variable step sizes. Implementing implicit methods. Fourth-order Gauss method. Symplectic integration. Symplectic methods. Symplectic Runge-Kutta methods. Symplectic partitioned Runge-Kutta methods. Symplectic Runge-Kutta-Nystrom methods. Necessity of the symplecticness conditions. Symplectic order conditions. Prelimiaries. Order conditions for symplectic RK methods. Order conditions for symplectic PRK methods. Order conditions for symplectic RKN methods. Homogenous form of the order conditions. Available symplectic methods. Symplecticness of the Gauss methods. Diagonally implicity Runge-Kutta methods. Other symplectic Runge-Kutta methods. Explicit partitioned Runge-Kutta methods. Available symplectic Runge-Kutta-Nystrom methods. Numerical experiments. A comparison of symplectic integrators. Variable step sizes for symplectic methods. Conclusions and recommendations. Properties of symplectic integrators. Backward error interpretation. An alternative approach. Conservation of energy. KAM theory. Generating functions. The concept of generating function. Hamilton-Jacobi equations. Integrators based on generating functions. Generating functions for RK methods. Canonical order theory. Lie formalism. The Poisson bracket. Lie operators and Lie series. The Baker-Campbell-Hausdorff formula. Application to fractional-step methods. Extension to the non-Hamilton case. High-order methods. High-order Lie methods. High-order Runge-Kutta-Nystrom methods. A comparison of order 8 symplectic integrators. Extensions. Partitioned Runge-Kutta methods for nonseparable Hamiltonian systems. Canonical B-series. Conjugate symplectic methods. Trapezoidal rule. Constrained systems. General Poisson structures. Multistep methods. Partial differential equations. Reversable systems. Volume preserving flows.