Shang Xiaocheng, Öttinger Hans Christian
School of Mathematics, University of Birmingham, Edgbaston, Birmingham B15 2TT, UK.
Department of Materials, Polymer Physics, ETH Zürich, Leopold-Ruzicka-Weg 4, Zürich CH-8093, Switzerland.
Proc Math Phys Eng Sci. 2020 Feb;476(2234):20190446. doi: 10.1098/rspa.2019.0446. Epub 2020 Feb 12.
We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We present a frame-work to construct structure-preserving integrators by splitting the system into reversible and irreversible dynamics. The reversible part, which is often degenerate and reduces to a Hamiltonian form on its symplectic leaves, is solved by using a symplectic method (e.g. Verlet) with degenerate variables being left unchanged, for which an associated modified Hamiltonian (and subsequently a modified energy) in the form of a series expansion can be obtained by using backward error analysis. The modified energy is then used to construct a modified friction matrix associated with the irreversible part in such a way that a modified degeneracy condition is satisfied. The modified irreversible dynamics can be further solved by an explicit midpoint method if not exactly solvable. Our findings are verified by various numerical experiments, demonstrating the superiority of structure-preserving integrators over alternative schemes in terms of not only the accuracy control of both energy conservation and entropy production but also the preservation of the conformal symplectic structure in the case of linearly damped systems.
我们研究耗散系统数值积分器的最优设计,对于这类系统存在一种被称为GENERIC(非平衡可逆-不可逆耦合的一般方程)的潜在热力学结构。我们提出了一个框架,通过将系统分解为可逆和不可逆动力学来构造保结构积分器。可逆部分通常是退化的,并且在其辛叶上简化为哈密顿形式,通过使用辛方法(例如Verlet方法)求解,同时退化变量保持不变,利用向后误差分析可以得到以级数展开形式的相关修正哈密顿量(以及随后的修正能量)。然后,利用修正能量来构造与不可逆部分相关的修正摩擦矩阵,使得满足修正退化条件。如果不能精确求解,修正后的不可逆动力学可以通过显式中点法进一步求解。我们的发现通过各种数值实验得到验证,结果表明保结构积分器不仅在能量守恒和熵产生的精度控制方面,而且在具有线性阻尼系统的情况下保共形辛结构方面,都优于其他替代方案。