Math 2.0

Numerical analysis Definition

Variational integrator

Builds on Euler–Lagrange equationGeometric integratorVerlet integration

Definition

Let L ⁣:ℝd×ℝd→ℝL \colon \R^d \times \R^d \to \R, (q,q˙)↦L(q,q˙)(q, \dot q) \mapsto L(q, \dot q), be a smooth Lagrangian, and fix a step size h>0h > 0. A discrete Lagrangian is a smooth function Lh ⁣:ℝd×ℝd→ℝL_h \colon \R^d \times \R^d \to \R that approximates the action: Lh(q0,q1)≈∫0hL(q(t),q˙(t)) dt.L_h(q_0, q_1) \approx \int_0^h L(q(t), \dot q(t))\, dt. Here qq is the solution of the Euler–Lagrange equation with q(0)=q0q(0) = q_0 and q(h)=q1q(h) = q_1. The discrete action of a sequence q0,…,qNq_0, \ldots, q_N is Sh=∑k=0N−1Lh(qk,qk+1)S_h = \sum_{k=0}^{N-1} L_h(q_k, q_{k+1}). The variational integrator defined by LhL_h is the map (qk−1,qk)↦(qk,qk+1)(q_{k-1}, q_k) \mapsto (q_k, q_{k+1}) given by the discrete Euler–Lagrange equations: D2Lh(qk−1,qk)+D1Lh(qk,qk+1)=0.D_2 L_h(q_{k-1}, q_k) + D_1 L_h(q_k, q_{k+1}) = 0. Here D1D_1 and D2D_2 denote the gradients with respect to the first and the second argument. These are the equations ∂Sh/∂qk=0\partial S_h / \partial q_k = 0 for 1≤k≤N−11 \le k \le N - 1, with q0q_0 and qNq_N fixed.

Remarks

Example: take L(q,q˙)=12∣q˙∣2−V(q)L(q, \dot q) = \frac12 \abs{\dot q}^2 - V(q) and Lh(q0,q1)=h2∣q1−q0h∣2−h2(V(q0)+V(q1)).L_h(q_0, q_1) = \frac{h}{2} \abs{\frac{q_1 - q_0}{h}}^2 - \frac{h}{2} \left( V(q_0) + V(q_1) \right). Then D2Lh(qk−1,qk)=qk−qk−1h−h2∇V(qk)D_2 L_h(q_{k-1}, q_k) = \frac{q_k - q_{k-1}}{h} - \frac{h}{2} \nabla V(q_k) and D1Lh(qk,qk+1)=−qk+1−qkh−h2∇V(qk)D_1 L_h(q_k, q_{k+1}) = -\frac{q_{k+1} - q_k}{h} - \frac{h}{2} \nabla V(q_k). Their sum vanishes exactly when qk+1−2qk+qk−1=−h2∇V(qk)q_{k+1} - 2 q_k + q_{k-1} = -h^2 \nabla V(q_k), which is the Störmer–Verlet method. Every variational integrator is symplectic in the variables (qk,pk)(q_k, p_k) with pk=−D1Lh(qk,qk+1)p_k = -D_1 L_h(q_k, q_{k+1}), when LhL_h is regular, that is, when this relation can be solved for qk+1q_{k+1}. So variational integrators are geometric integrators for symplecticity. If LhL_h approximates the exact action to order rr, then the method has order at least rr.

Reading path

To understand this page from the ground up, read these 8 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Euler–Lagrange equation concept
  2. Geometric integrator concept
  3. Hamiltonian system concept
  4. Initial value problem concept
  5. Symplectic integrator concept
  6. Leapfrog integration statement
  7. Verlet integration statement
  8. Variational integrator definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Variational_integrator
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MSC65P10, 37M15
DefinesVariational integrator
UsesEuler–Lagrange equation, Geometric integrator, Verlet integration

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