Kinetic energy conserving integrators for Gaussian thermostatted SLLOD

A new integration scheme is developed for nonequilibrium molecular dynamics simulations where the temperature is constrained by a Gaussian thermostat. The utility of the scheme is demonstrated by its application to the SLLOD algorithm which is the standard nonequilibrium molecular dynamics algorithm for studying shear flow. Unlike conventional integrators, the new integrators are constructed using operator-splitting techniques to ensure stability and that little or no drift in the kinetic energy occurs. Moreover, they require minimum computer memory and are straightforward to program. Numerical experiments show that the efficiency and stability of the new integrators compare favorably with conventional integrators such as the Runge-Kutta and Gear predictor-corrector methods. (C) 1999 American Institute of Physics. [S0021-9606(99)50125-6].

Embracing Integrability in Stellar and Planetary Dynamics

Hamiltonian systems in stellar and planetary dynamics are typically near integrable. For example, Solar System planets are almost in two-body orbits, and in simulations of the Galaxy, the orbits of stars seem regular. For such systems, sophisticated numerical methods can be developed through integrable approximations. Following this theme, we discuss three distinct problems. We start by considering numerical integration techniques for planetary systems. Perturbation methods (that utilize the integrability of the two-body motion) are preferred over conventional "blind" integration schemes. We introduce perturbation methods formulated with Cartesian variables. In our numerical comparisons, these are superior to their conventional counterparts, but, by definition, lack the energy-preserving properties of symplectic integrators. However, they are exceptionally well suited for relatively short-term integrations in which moderately high positional accuracy is required. The next exercise falls into the category of stability questions in solar systems. Traditionally, the interest has been on the orbital stability of planets, which have been quantified, e.g., by Liapunov exponents. We offer a complementary aspect by considering the protective effect that massive gas giants, like Jupiter, can offer to Earth-like planets inside the habitable zone of a planetary system. Our method produces a single quantity, called the escape rate, which characterizes the system of giant planets. We obtain some interesting results by computing escape rates for the Solar System. Galaxy modelling is our third and final topic. Because of the sheer number of stars (about 10^11 in Milky Way) galaxies are often modelled as smooth potentials hosting distributions of stars. Unfortunately, only a handful of suitable potentials are integrable (harmonic oscillator, isochrone and Stäckel potential). This severely limits the possibilities of finding an integrable approximation for an observed galaxy. A solution to this problem is torus construction; a method for numerically creating a foliation of invariant phase-space tori corresponding to a given target Hamiltonian. Canonically, the invariant tori are constructed by deforming the tori of some existing integrable toy Hamiltonian. Our contribution is to demonstrate how this can be accomplished by using a Stäckel toy Hamiltonian in ellipsoidal coordinates.

Full and Model-Reduced Structure-Preserving Simulation of Incompressible Fluids

This thesis outlines the construction of several types of structured integrators for incompressible fluids. We first present a vorticity integrator, which is the Hamiltonian counterpart of the existing Lagrangian-based fluid integrator. We next present a model-reduced variational Eulerian integrator for incompressible fluids, which combines the efficiency gains of dimension reduction, the qualitative robustness to coarse spatial and temporal resolutions of geometric integrators, and the simplicity of homogenized boundary conditions on regular grids to deal with arbitrarily-shaped domains with sub-grid accuracy.

Both these numerical methods involve approximating the Lie group of volume-preserving diffeomorphisms by a finite-dimensional Lie-group and then restricting the resulting variational principle by means of a non-holonomic constraint. Advantages and limitations of this discretization method will be outlined. It will be seen that these derivation techniques are unable to yield symplectic integrators, but that energy conservation is easily obtained, as is a discretized version of Kelvin's circulation theorem.

Finally, we outline the basis of a spectral discrete exterior calculus, which may be a useful element in producing structured numerical methods for fluids in the future.

Chaotic diffusion caused by close encounters with several massive asteroids The (4) Vesta case

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Chaotic diffusion caused by close encounters with several massive asteroids: II. the regions of (10) Hygiea, (2) Pallas, and (31) Euphrosyne

Context. Close encounters with (1) Ceres and (4) Vesta, the two most massive bodies in the main belt, are known to be a mechanism of dynamical mobility able to significantly alter proper elements of minor bodies, and they are the main source of dynamical mobility for medium-sized and large asteroids (D > 20 km, approximately). Recently, it has been shown that drift rates caused by close encounters with massive asteroids may change significantly on timescales of 30 Myr when different models (i.e., different numbers of massive asteroids) are considered. Aims. So far, not much attention has been given to the case of diffusion caused by the other most massive bodies in the main belt: (2) Pallas, (10) Hygiea, and (31) Euphrosyne, the third, fourth, and one of the most massive highly inclined asteroids in the main belt, respectively. Since (2) Pallas is a highly inclined object, relative velocities at encounter with other asteroids tend to be high and changes in proper elements are therefore relatively small. It was thus believed that the scattering effect caused by highly inclined objects in general should be small. Can diffusion by close encounters with these asteroids be a significant mechanism of long-term dynamical mobility? Methods. By performing simulations with symplectic integrators, we studied the problem of scattering caused by close encounters with (2) Pallas, (10) Hygiea, and (31) Euphrosyne when only the massive asteroids (and the eight planets) are considered, and the other massive main belt asteroids and non-gravitational forces are also accounted for. Results. By finding relatively small values of drift rates for (2) Pallas, we confirm that orbital scattering by this highly inclined object is indeed a minor effect. Unexpectedly, however, we obtained values of drift rates for changes in proper semi-major axis a caused by (10) Hygiea and (31) Euphrosyne larger than what was previously found for scattering by (4) Vesta. These high rates may have repercussions on the orbital evolution and age estimate of their respective families. © 2013 ESO.

Vergleich von Transportmodellen für Feldlinien und Teilchen in stochastischen Magnetfeldern mittels symplektischer Abbildungen

The thesis investigates transport properties in high temperature plasmas with symplectic mappings. A formalism is developed to derive such maps from symplectic integrators. Concrete maps are given and analyzed.

Exponential integrators and a dual-scale model for wood drying

For the timber industry, the ability to simulate the drying of wood is invaluable for manufacturing high quality wood products. Mathematically, however, modelling the drying of a wet porous material, such as wood, is a diffcult task due to its heterogeneous and anisotropic nature, and the complex geometry of the underlying pore structure. The well{ developed macroscopic modelling approach involves writing down classical conservation equations at a length scale where physical quantities (e.g., porosity) can be interpreted as averaged values over a small volume (typically containing hundreds or thousands of pores). This averaging procedure produces balance equations that resemble those of a continuum with the exception that effective coeffcients appear in their deffnitions. Exponential integrators are numerical schemes for initial value problems involving a system of ordinary differential equations. These methods differ from popular Newton{Krylov implicit methods (i.e., those based on the backward differentiation formulae (BDF)) in that they do not require the solution of a system of nonlinear equations at each time step but rather they require computation of matrix{vector products involving the exponential of the Jacobian matrix. Although originally appearing in the 1960s, exponential integrators have recently experienced a resurgence in interest due to a greater undertaking of research in Krylov subspace methods for matrix function approximation. One of the simplest examples of an exponential integrator is the exponential Euler method (EEM), which requires, at each time step, approximation of φ(A)b, where φ(z) = (ez - 1)/z, A E Rnxn and b E Rn. For drying in porous media, the most comprehensive macroscopic formulation is TransPore [Perre and Turner, Chem. Eng. J., 86: 117-131, 2002], which features three coupled, nonlinear partial differential equations. The focus of the first part of this thesis is the use of the exponential Euler method (EEM) for performing the time integration of the macroscopic set of equations featured in TransPore. In particular, a new variable{ stepsize algorithm for EEM is presented within a Krylov subspace framework, which allows control of the error during the integration process. The performance of the new algorithm highlights the great potential of exponential integrators not only for drying applications but across all disciplines of transport phenomena. For example, when applied to well{ known benchmark problems involving single{phase liquid ow in heterogeneous soils, the proposed algorithm requires half the number of function evaluations than that required for an equivalent (sophisticated) Newton{Krylov BDF implementation. Furthermore for all drying configurations tested, the new algorithm always produces, in less computational time, a solution of higher accuracy than the existing backward Euler module featured in TransPore. Some new results relating to Krylov subspace approximation of '(A)b are also developed in this thesis. Most notably, an alternative derivation of the approximation error estimate of Hochbruck, Lubich and Selhofer [SIAM J. Sci. Comput., 19(5): 1552{1574, 1998] is provided, which reveals why it performs well in the error control procedure. Two of the main drawbacks of the macroscopic approach outlined above include the effective coefficients must be supplied to the model, and it fails for some drying configurations, where typical dual{scale mechanisms occur. In the second part of this thesis, a new dual{scale approach for simulating wood drying is proposed that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of softwood at low temperatures and is valid in the so{called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapour in the pores. Coupling between scales is achieved by imposing the macroscopic gradient on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic ux to be defined as an average of the microscopic ux over the unit cell. This formulation provides a first step for moving from the macroscopic formulation featured in TransPore to a comprehensive dual{scale formulation capable of addressing any drying configuration. Simulation results reported for a sample of spruce highlight the potential and flexibility of the new dual{scale approach. In particular, for a given unit cell configuration it is not necessary to supply the effective coefficients prior to each simulation.

GPU accelerated algorithms for computing matrix function vector products with applications to exponential integrators and fractional diffusion

The efficient computation of matrix function vector products has become an important area of research in recent times, driven in particular by two important applications: the numerical solution of fractional partial differential equations and the integration of large systems of ordinary differential equations. In this work we consider a problem that combines these two applications, in the form of a numerical solution algorithm for fractional reaction diffusion equations that after spatial discretisation, is advanced in time using the exponential Euler method. We focus on the efficient implementation of the algorithm on Graphics Processing Units (GPU), as we wish to make use of the increased computational power available with this hardware. We compute the matrix function vector products using the contour integration method in [N. Hale, N. Higham, and L. Trefethen. Computing Aα, log(A), and related matrix functions by contour integrals. SIAM J. Numer. Anal., 46(5):2505–2523, 2008]. Multiple levels of preconditioning are applied to reduce the GPU memory footprint and to further accelerate convergence. We also derive an error bound for the convergence of the contour integral method that allows us to pre-determine the appropriate number of quadrature points. Results are presented that demonstrate the effectiveness of the method for large two-dimensional problems, showing a speedup of more than an order of magnitude compared to a CPU-only implementation.

Some remarks on the symplectic pairing on the moduli space of representations of the fundamental group of surfaces

This work grew out of an attempt to understand a conjectural remark made by Professor Kyoji Saito to the author about a possible link between the Fox-calculus description of the symplectic structure on the moduli space of representations of the fundamental group of surfaces into a Lie group and pairs of mutually dual sets of generators of the fundamental group. In fact in his paper [3] , Prof. Kyoji Saito gives an explicit description of the system of dual generators of the fundamental group.

Flat connections, geometric invariants and the symplectic nature of the fundamental group of surfaces

In this paper we associate a new geometric invariant to the space of fiat connections on a G (= SU(2))-bundle on a compact Riemann surface M and relate it tcr the symplectic structure on the space Hom(pi(1)(M), G)/G consisting of representations of the fundamental group pi(1)(M) Of M into G module the conjugate action of G on representations.

Symplectic integration of nonlinear Hamiltonian systems

There exist several standard numerical methods for integrating ordinary differential equations. However, if one is interested in integration of Hamiltonian systems, these methods can lead to wrong results. This is due to the fact that these methods do not explicitly preserve the so-called 'symplectic condition' (that needs to be satisfied for Hamiltonian systems) at every integration step. In this paper, we look at various methods for integration that preserve the symplectic condition.

Automatic energy-momentum conserving time integrators for hyperelastic waves

An energy-momentum conserving time integrator coupled with an automatic finite element algorithm is developed to study longitudinal wave propagation in hyperelastic layers. The Murnaghan strain energy function is used to model material nonlinearity and full geometric nonlinearity is considered. An automatic assembly algorithm using algorithmic differentiation is developed within a discrete Hamiltonian framework to directly formulate the finite element matrices without recourse to an explicit derivation of their algebraic form or the governing equations. The algorithm is illustrated with applications to longitudinal wave propagation in a thin hyperelastic layer modeled with a two-mode kinematic model. Solution obtained using a standard nonlinear finite element model with Newmark time stepping is provided for comparison. (C) 2012 Elsevier B.V. All rights reserved.

Comparative study of different nonconserving time integrators for wave propagation in hyperelastic waveguides

This paper addresses the formulation and numerical efficiency of various numerical models of different nonconserving time integrators for studying wave propagation in nonlinear hyperelastic waveguides. The study includes different nonlinear finite element formulations based on standard Galerkin finite element model, time domain spectral finite element model, Taylor-Galerkin finite element model, generalized Galerkin finite element model and frequency domain spectral finite element model. A comparative study on the computational efficiency of these different models is made using a hyperelastic rod model, and the optimal computational scheme is identified. The identified scheme is then used to study the propagation of transverse and longitudinal waves in a Timoshenko beam with Murnaghan material nonlinearity.