Stochastic Variational Partitioned Runge-Kutta Integrators for Constrained Systems
نویسندگان
چکیده
Stochastic variational integrators for constrained, stochastic mechanical systems are developed in this paper. The main results of the paper are twofold: an equivalence is established between a stochastic Hamilton-Pontryagin (HP) principle in generalized coordinates and constrained coordinates via Lagrange multipliers, and variational partitioned Runge-Kutta (VPRK) integrators are extended to this class of systems. Among these integrators are 1/2 and 3/2-order strongly convergent RATTLE-type integrators. We prove order of accuracy of the methods provided. The paper also reviews the deterministic treatment of VPRK integrators from the HP viewpoint.
منابع مشابه
Lagrange-d’Alembert SPARK Integrators for Nonholonomic Lagrangian Systems
Lagrangian systems with ideal nonholonomic constraints can be expressed as implicit index 2 differential-algebraic equations (DAEs) and can be derived from the Lagrange-d’Alembert principle. We define a new nonholonomically constrained discrete Lagrange-d’Alembert principle based on a discrete Lagrange-d’Alembert principle for forced Lagrangian systems. Nonholonomic constraints are considered a...
متن کاملDiscrete Hamiltonian variational integrators
We derive a variational characterization of the exact discrete Hamiltonian, which is a Type II generating function for the exact flow of a Hamiltonian system, by considering a Legendre transformation of Jacobi’s solution of the Hamilton–Jacobi equation. This provides an exact correspondence between continuous and discrete Hamiltonian mechanics, which arise from the continuousand discrete-time H...
متن کاملHamilton-Pontryagin Integrators on Lie Groups Part I: Introduction & Structure-Preserving Properties
In this paper structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton-Pontryagin variational principle. From this principle one can derive a novel class of variational partitioned Runge-Kutta methods on Lie groups. Included among these integrators are generalizations of symplectic Euler and Störmer-Verlet integrators from flat spaces to ...
متن کاملDiscrete mechanics and variational integrators
This paper gives a review of integration algorithms for finite dimensional mechanical systems that are based on discrete variational principles. The variational technique gives a unified treatment of many symplectic schemes, including those of higher order, as well as a natural treatment of the discrete Noether theorem. The approach also allows us to include forces, dissipation and constraints ...
متن کاملSpecialized Partitioned Additive Runge-Kutta Methods for Systems of Overdetermined DAEs with Holonomic Constraints
Abstract. We consider a general class of systems of overdetermined differential-algebraic equations (ODAEs). We are particularly interested in extending the application of the symplectic Gauss methods to Hamiltonian and Lagrangian systems with holonomic constraints. For the numerical approximation to the solution to these ODAEs, we present specialized partitioned additive Runge– Kutta (SPARK) m...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2008