Variational and linearly implicit integrators, with applications

Abstract

We show that symplectic and linearly implicit integrators proposed by Zhang & Skeel (1997, Cheap implicit symplectic integrators. Appl. Numer. Math., 25, 297–302) are variational linearizations of Newmark methods. When used in conjunction with penalty methods (i.e., methods that replace constraints by stiff potentials), these integrators permit coarse time-stepping of holonomically constrained mechanical systems and bypass the resolution of nonlinear systems. Although penalty methods are widely employed, an explicit link to Lagrange multiplier approaches appears to be lacking; such a link is now provided (in the context of two-scale flow convergence (Tao, M., Owhadi, H. & Marsden, J. E. (2010) Nonintrusive and structure-preserving multiscale integration of stiff ODEs, SDEs and Hamiltonian systems with hidden slow dynamics via flow averaging. Multiscale Model. Simul., 8, 1269–1324). The variational formulation also allows efficient simulations of mechanical systems on Lie groups.

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