Lagrangian approach to deriving energy-preserving numerical schemes for the Euler-Lagrange partial differential equations
Yaguchi, Takaharu
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 47 (2013), p. 1493-1513 / Harvested from Numdam

We propose a Lagrangian approach to deriving energy-preserving finite difference schemes for the Euler-Lagrange partial differential equations. Noether's theorem states that the symmetry of time translation of Lagrangians yields the energy conservation law. We introduce a unique viewpoint on this theorem: “the symmetry of time translation of Lagrangians derives the Euler-Lagrange equation and the energy conservation law, simultaneously.” The proposed method is a combination of a discrete counter part of this statement and the discrete gradient method. It is also shown that the symmetry of space translation derives momentum-preserving schemes. Finally, we discuss the existence of discrete local conservation laws.

Publié le : 2013-01-01
DOI : https://doi.org/10.1051/m2an/2013080
Classification:  65M06,  65N06,  65P10
@article{M2AN_2013__47_5_1493_0,
     author = {Yaguchi, Takaharu},
     title = {Lagrangian approach to deriving energy-preserving numerical schemes for the Euler-Lagrange partial differential equations},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Mod\'elisation Math\'ematique et Analyse Num\'erique},
     volume = {47},
     year = {2013},
     pages = {1493-1513},
     doi = {10.1051/m2an/2013080},
     mrnumber = {3100772},
     zbl = {1284.65109},
     language = {en},
     url = {http://dml.mathdoc.fr/item/M2AN_2013__47_5_1493_0}
}
Yaguchi, Takaharu. Lagrangian approach to deriving energy-preserving numerical schemes for the Euler-Lagrange partial differential equations. ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 47 (2013) pp. 1493-1513. doi : 10.1051/m2an/2013080. http://gdmltest.u-ga.fr/item/M2AN_2013__47_5_1493_0/

[1] R. Abraham and J.E. Marsden, Foundations of mechanics, 2nd ed. Addison-Wesley (1978). | MR 515141 | Zbl 0393.70001

[2] U.M. Ascher, H. Chin and S. Reich, Stabilization of DAEs and invariant manifolds. Numer. Math. 6 (1994) 131-149. | MR 1262777 | Zbl 0791.65051

[3] J. Baumgarte, Stabilization of constraints and integrals of motion in dynamical systems. Comput. Math. Appl. Mech. Eng. 1 (1972) 1-16. | MR 391628 | Zbl 0262.70017

[4] C.J. Budd, R. Carretero-Gonzalez and R.D. Russell, Precise computations of chemotactic collapse using moving mesh methods. J. Comput. Phys. 202 (2005) 462-487. | MR 2145389 | Zbl 1063.65096

[5] C.J. Budd and V. Dorodnitsyn, Symmetry adapted moving mesh schemes for the nonlinear Schrodinger equation. J. Phys. A 34 (2001) 10387. | MR 1877461 | Zbl 0991.65085

[6] C.J. Budd, W.Z. Huang and R.D. Russell, Moving mesh methods for problems with blow-up. SIAM J. Sci. Comput. 17 (1996) 305-327. | MR 1374282 | Zbl 0860.35050

[7] C.J. Budd, B. Leimkuhler and M.D. Piggott, Scaling invariance and adaptivity. Appl. Numer. Math. 39 (2001) 261-288. | MR 1866591 | Zbl 0998.65070

[8] C.J. Budd and M.D. Piggott, Geometric integration and its applications. in Handbook of Numerical Analysis. North-Holland (2000) 35-139. | MR 2009771 | Zbl 1062.65134

[9] C.J. Budd and J.F. Williams, Parabolic Monge-Ampère methods for blow-up problems in several spatial dimensions. J. Phys. A 39 (2006) 5425-5444. | MR 2220768 | Zbl 1096.35070

[10] C.J. Budd and J.F. Williams, Moving mesh generation using the parabolic Monge-Ampère equation. SIAM J. Sci. Comput. 31 (2009) 3438-3465. | MR 2538864 | Zbl 1200.65099

[11] C.J. Budd and J.F. Williams, How to adaptively resolve evolutionary singularities in differential equations with symmetry. J. Eng. Math. 66 (2010) 217-236. | MR 2585823 | Zbl 1204.35016

[12] J.A. Cadzow, Discrete calculus of variations. Internat. J. Control 11 (1970) 393-407. | Zbl 0193.07601

[13] E. Celledoni, V. Grimm, R.I. Mclachlan, D.I. Mclaren, D.R.J. O'Neale, B. Owren, and G.R.W. Quispel, Preserving energy resp. dissipation in numerical PDEs, using the average vector field method. NTNU reports, Numerics No 7/09. | Zbl 1284.65184

[14] E. Celledoni, R.I. Mclachlan, D.I. Mclaren, B. Owren, G.R.W. Quispel and W.M. Wright, Energy-preserving Runge-Kutta methods. ESAIM: M2AN 43 (2009) 645-649. | Numdam | MR 2542869 | Zbl 1169.65348

[15] P. Chartier, E. Faou and A. Murua, An algebraic approach to invariant preserving integrators: The case of quadratic and Hamiltonian invariants. Numer. Math. 103 (2006) 575-590. | MR 2221062 | Zbl 1100.65115

[16] M. Dahlby and B. Owren, A general framework for deriving integral preserving numerical methods for PDEs. NTNU reports, Numerics No 8/10. | Zbl 1246.65240

[17] M. Dahlby, B. Owren and T. Yaguchi, Preserving multiple first integrals by discrete gradients. J. Phys. A 44 (2011) 305205. | MR 2817743 | Zbl 1245.65174

[18] V. Dorodnitsyn, Noether-type theorems for difference equations. Appl. Numer. Math. 39 (2001) 307-321. | MR 1866593 | Zbl 0995.39002

[19] V. Dorodnitsyn, Applications of Lie Groups to Difference Equations. CRC press, Boca Raton, FL (2010). | MR 2759751 | Zbl 1236.39002

[20] E. Eich, Convergence results for a coordinate projection method applied to mechanical systems with algebraic constraints. SIAM J. Numer. Anal. 30 (1993) 1467-1482. | MR 1239831 | Zbl 0785.65079

[21] K. Feng and M. Qin, Symplectic Geometry Algorithms for Hamiltonian Systems. Springer-Verlag, Berlin (2010). | Zbl 1207.65149

[22] R.C. Fetecau, J.E. Marsden, M. Ortiz and M. West, Nonsmooth Lagrangian mechanics and variational collision integrators. SIAM J. Appl. Dynam. Sys. 2 (2003) 381-416. | MR 2031279 | Zbl 1088.37045

[23] D. Furihata, Finite difference schemes for equation | MR 1727636 | Zbl 0945.65103

[24] D. Furihata, A stable and conservative finite difference scheme for the Cahn-Hilliard equation. Numer. Math. 87 (2001) 675-699. | MR 1815731 | Zbl 0974.65086

[25] D. Furihata, Finite difference schemes for nonlinear wave equation that inherit energy conservation property. J. Comput. Appl. Math. 134 (2001) 35-57. | MR 1852556 | Zbl 0989.65099

[26] D. Furihata and T. Matsuo, A Stable, convergent, conservative and linear finite difference scheme for the Cahn-Hilliard equation. Japan J. Indust. Appl. Math. 20 (2003) 65-85. | MR 1956298 | Zbl 1035.65100

[27] D. Furihata and T. Matsuo, Discrete Variational Derivative Method: A Structure-Preserving Numerical Method for Partial Differential Equations. CRC Press, Boca Raton, FL (2011). | MR 2744841 | Zbl 1227.65094

[28] H. Goldstein, C. Poole and J. Safko, Classical Mechanics, 3rd ed. Addison-Wesley, New York (2002). | MR 43608 | Zbl 1132.70001

[29] O. Gonzalez, Time integration and discrete Hamiltonian systems. J. Nonlinear Sci. 6 (1996) 449-467. | MR 1411343 | Zbl 0866.58030

[30] E. Hairer, Symmetric projection methods for differential equations on manifolds. BIT 40 (2000) 726-734. | MR 1799312 | Zbl 0968.65108

[31] E. Hairer, Geometric integration of ordinary differential equations on manifolds. BIT 41 (2001) 996-1007. | MR 2058858

[32] E. Hairer, Energy-preserving variant of collocation methods. J. Numer. Anal. Ind. Appl. Math. 5 (2010) 73-84. | MR 2833602

[33] E. Hairer, C. Lubich and G. Wanner, Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations, 2nd ed. Springer-Verlag, Berlin (2006). | MR 2221614 | Zbl 0994.65135

[34] W. Huang, Y. Ren and R.D. Russell, Moving mesh partial differential equations (MMPDES) based on the equidistribution principle. SIAM J. Numer. Anal. 31 (1994) 709-730. | MR 1275109 | Zbl 0806.65092

[35] P.E. Hydon and E.L. Mansfield, A variational complex for difference equations. Found. Comput. Math. 4 (2004) 187-217. | MR 2049870 | Zbl 1057.39013

[36] T. Itoh and K. Abe, Hamiltonian-conserving discrete canonical equations based on variational difference quotients. J. Comput. Phys. 76 (1988) 85-102. | MR 943488 | Zbl 0656.70015

[37] C. Kane, J.E. Marsden, M. Ortiz and M. West, Variational integrators and the Newmark algorithm for conservative and dissipative mechanical systems. Int. J. Numer. Methods Eng. 49 (2000) 1295-1325. | MR 1805500 | Zbl 0969.70004

[38] C.T. Kelley, Solving nonlinear equations with Newton's method. SIAM, Philadelphia (2003). | MR 1998383 | Zbl 1031.65069

[39] R.A. Labudde and D. Greenspan, Discrete mechanics-a general treatment. J. Comput. Phys. 15 (1974) 134-167. | MR 351213 | Zbl 0301.70006

[40] R.A. Labudde and D. Greenspan, Energy and momentum conserving methods of arbitrary order of the numerical integration of equations of motion I. Motion of a single particle. Numer. Math. 25 (1976) 323-346. | MR 433889 | Zbl 0364.65066

[41] R.A. Labudde and D. Greenspan, Energy and momentum conserving methods of arbitrary order for the numerical integration of equations of motion II. Motion of a system of particles. Numer. Math. 26 (1976) 1-16. | MR 445980 | Zbl 0382.65031

[42] L.D. Landau and E.M. Lifshitz, Mechanics, 3rd ed. Butterworth-Heinemann, London (1976). | MR 475051

[43] R.J. Leveque, Finite Volume Methods for Hyperbolic Problems. Cambridge University Press, Cambridge (2002). | MR 1925043 | Zbl 1010.65040

[44] A. Lew, J.E. Marsden, M. Ortiz and M. West, Asynchronous variational integrators. Arch. Ration. Mech. Anal. 167 (2003) 85-146. | MR 1971150 | Zbl 1055.74041

[45] S. Li and L. Vu-Quoc, Finite difference calculus invariant structure of a class of algorithms for the nonlinear Klein-Gordon equation. SIAM J. Numer. Anal. 32 (1995) 1839-1875. | MR 1360462 | Zbl 0847.65062

[46] J.D. Logan, First integrals in the discrete variational calculus. Aequationes Math. 9 (1973) 210-220. | MR 328397 | Zbl 0268.49022

[47] E.L. Mansfield and G.R.W. Quispel, Towards a variational complex for the finite element method. Group theory and numerical analysis. In CRM Proc. of Lect. Notes Amer. Math. Soc. Providence, RI 39 (2005) 207-232. | MR 2182821 | Zbl 1080.65054

[48] J.E. Marsden, G.W. Patrick and S. Shkoller, Multisymplectic geometry, variational integrators, and nonlinear PDEs. Commun. Math. Phys. 199 (1998) 351-395. | MR 1666871 | Zbl 0951.70002

[49] J.E. Marsden, S. Pekarsky, S. Shkoller and M. West, Variational methods, multisymplectic geometry and continuum mechanics. J. Geom. Phys. 38 (2001) 253-284. | MR 1829044 | Zbl 1007.74018

[50] J.E. Marsden and M. West, Discrete mechanics and variational integrators. Acta Numer. 10 (2001) 357-514. | MR 2009697 | Zbl 1123.37327

[51] T. Matsuo, High-order schemes for conservative or dissipative systems. J. Comput. Appl. Math. 152 (2003) 305-317. | MR 1991298 | Zbl 1019.65042

[52] T. Matsuo, New conservative schemes with discrete variational derivatives for nonlinear wave equations. J. Comput. Appl. Math. 203 (2007) 32-56. | MR 2313820 | Zbl 1120.65096

[53] T. Matsuo, Dissipative/conservative Galerkin method using discrete partial derivative for nonlinear evolution equations. J. Comput. Appl. Math. 218 (2008) 506-521. | MR 2437123 | Zbl 1147.65078

[54] T. Matsuo and D. Furihata, Dissipative or conservative finite difference schemes for complex-valued nonlinear partial differential equations. J. Comput. Phys. 171 (2001) 425-447. | MR 1848726 | Zbl 0993.65098

[55] T. Matsuo, M. Sugihara, D. Furihata and M. Mori, Linearly implicit finite difference schemes derived by the discrete variational method. RIMS Kokyuroku 1145 (2000) 121-129. | MR 1795452 | Zbl 0968.65521

[56] T. Matsuo, M. Sugihara, D. Furihata and M. Mori, Spatially accurate dissipative or conservative finite difference schemes derived by the discrete variational method. Japan J. Indust. Appl. Math. 19 (2002) 311-330. | MR 1933890 | Zbl 1014.65083

[57] R.I. Mclachlan, G.R.W. Quispel and N. Robidoux, Geometric integration using discrete gradients. Philos. Trans. Roy. Soc. A 357 (1999) 1021-1046. | MR 1694701 | Zbl 0933.65143

[58] R.I. Mclachlan and N. Robidoux, Antisymmetry, pseudospectral methods, weighted residual discretizations, and energy conserving partial differential equations, preprint.

[59] K.S. Miller, Linear difference equations, W.A. Benjamin Inc., New York-Amsterdam (1968). | MR 227644 | Zbl 0162.40201

[60] P. Olver, Applications of Lie Groups to Differential Equations, 2nd ed. In vol. 107. Graduate Texts in Mathematics. Springer-Verlag, New York (1993). | MR 1240056 | Zbl 0785.58003

[61] F.A. Potra and W.C. Rheinboldt, On the numerical solution of Euler − Lagrange equations. Mech. Struct. Mach., 19 (1991) 1-18. | MR 1142054 | Zbl 0818.65064

[62] F.A. Potra and J. Yen, Implicit numerical integration for Euler − Lagrange equations via tangent space parametrization. Mech. Struct. Mach. 19 (1991) 77-98. | MR 1142057

[63] G.R.W. Quispel and D.I. Mclaren, A new class of energy-preserving numerical integration methods. J. Phys. A 41 (2008) 045206. | MR 2451073 | Zbl 1132.65065

[64] I. Saitoh, Symplectic finite difference time domain methods for Maxwell equations -formulation and their properties-. In Book of Abstracts of SciCADE 2009 (2009) 183.

[65] J.M. Sanz-Serna and M.P. Calvo, Numerical Hamiltonian Problems. In vol. 7 of Applied Mathematics and Mathematical Computation. Chapman and Hall, London (1994). | MR 1270017 | Zbl 0816.65042

[66] L.F. Shampine, Conservation laws and the numerical solution of ODEs. Comput. Math. Appl. B12 (1986) 1287-1296. | MR 871366 | Zbl 0641.65057

[67] L.F. Shampine, Conservation laws and the numerical solution of ODEs II. Comput. Math. Appl. 38 (1999) 61-72. | MR 1698919 | Zbl 0947.65086

[68] M. West, Variational integrators, Ph.D. thesis, California Institute of Technology (2004). | MR 2706618

[69] M. West, C. Kane, J.E. Marsden and M. Ortiz, Variational integrators, the Newmark scheme, and dissipative systems. In EQUADIFF 99 (Vol. 2): Proc. of the International Conference on Differential Equations. World Scientific (2000) 1009-1011. | MR 1870276 | Zbl 0963.65537

[70] T. Yaguchi, T. Matsuo and M. Sugihara, An extension of the discrete variational method to nonuniform grids. J. Comput. Phys. 229 (2010) 4382-4423. | MR 2609783 | Zbl 1190.65128

[71] G. Zhong and J.E. Marsden, Lie-Poisson integrators and Lie-Poisson Hamilton-Jacobi theory. Phys. Lett. A 133 (1988) 134-139. | MR 967725