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On the Energy Stable Approximation of Hamiltonian and Gradient Systems

Herbert Egger, Oliver Habrich, Vsevolod Shashkov

2020Computational Methods in Applied Mathematics19 citationsDOIOpen Access PDF

Abstract

Abstract A general framework for the numerical approximation of evolution problems is presented that allows to preserve an underlying dissipative Hamiltonian or gradient structure exactly. The approach relies on rewriting the evolution problem in a particular form that complies with the underlying geometric structure. The Galerkin approximation of a corresponding variational formulation in space then automatically preserves this structure which allows to deduce important properties for appropriate discretization schemes including projection based model order reduction. We further show that the underlying structure is preserved also under time discretization by a Petrov–Galerkin approach. The presented framework is rather general and allows the numerical approximation of a wide range of applications, including nonlinear partial differential equations and port-Hamiltonian systems. Some examples will be discussed for illustration of our theoretical results, and connections to other discretization approaches will be highlighted.

Topics & Concepts

DiscretizationGalerkin methodDissipative systemMathematicsHamiltonian (control theory)Nonlinear systemApplied mathematicsHamiltonian systemPartial differential equationMathematical analysisMathematical optimizationPhysicsQuantum mechanicsNumerical methods for differential equationsModel Reduction and Neural NetworksAdvanced Numerical Methods in Computational Mathematics
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