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Robert I. McLachlan

Publications and source records attributed to Robert I. McLachlan.

At least 19 recordsLinked to original sources

Measure preservation and integrals for Lotka--Volterra tree-systems and their Kahan discretisation

We show that any Lotka--Volterra tree-system associated with an $n$-vertex tree, as introduced in Quispel et al., J. Phys. A 56 (2023) 315201, preserves a rational measure. We also prove that the Kahan discretisation of these tree-systems factorises and preserves the same measure. As a consequence, for the Kahan maps of Lotka--Volterra systems related to the subclass of tree-systems corresponding to graphs with more than one $n$-vertex subtree, we are able to construct rational integrals.

math.DS↗

The bifurcation structure within robust chaos for two-dimensional piecewise-linear maps

We study two-dimensional, two-piece, piecewise-linear maps having two saddle fixed points. Such maps reduce to a four-parameter family and are well known to have a chaotic attractor throughout open regions of parameter space. The purpose of this paper is to determine where and how this attractor undergoes bifurcations. We explore the bifurcation structure numerically by using Eckstein's greatest common divisor algorithm to estimate from sample orbits the number of connected components in the attractor. Where the map is orientation-preserving the numerical results agree with formal results obtained previously through renormalisation. Where the map is orientation-reversing or non-invertible the same renormalisation scheme appears to generate the bifurcation boundaries, but here we need to account for the possibility of some stable low-period solutions. Also the attractor can be destroyed in novel heteroclinic bifurcations (boundary crises) that do not correspond to simple algebraic constraints on the parameters. Overall the results reveal a broadly similar component-doubling bifurcation structure in the orientation-reversing and non-invertible settings, but with some additional complexities.

nlin.CD↗

Robust chaos in orientation-reversing and non-invertible two-dimensional piecewise-linear maps

This paper concerns the two-dimensional border-collision normal form -- a four-parameter family of piecewise-linear maps generalising the Lozi family and relevant to diverse applications. The normal form was recently shown to exhibit a chaotic attractor throughout an open region of parameter space. This was achieved by constructing a trapping region in phase space and an invariant expanding cone in tangent space, but only allowed parameter combinations for which the normal form is invertible and orientation-preserving. This paper generalises the construction to include the non-invertible and orientation-reversing cases. This provides a more complete and unified picture of robust chaos by revealing its presence to be disassociated from the global topological properties of the map. We identify a region of parameter space in which the map exhibits robust chaos, and show that part of the boundary of this region consists of bifurcation points at which the chaotic attractor is destroyed.

nlin.CD↗

The aromatic bicomplex for the description of divergence-free aromatic forms and volume-preserving integrators

Aromatic B-series were introduced as an extension of standard Butcher-series for the study of volume-preserving integrators. It was proven with their help that the only volume-preserving B-series method is the exact flow of the differential equation. The question was raised whether there exists a volume-preserving integrator that can be expanded as an aromatic B-series. In this work, we introduce a new algebraic tool, called the aromatic bicomplex, similar to the variational bicomplex in variational calculus. We prove the exactness of this bicomplex and use it to describe explicitly the key object in the study of volume-preserving integrators: the aromatic forms of vanishing divergence. The analysis provides us with a handful of new tools to study aromatic B-series, gives insights on the process of integration by parts of trees, and allows to describe explicitly the aromatic B-series of a volume-preserving integrator. In particular, we conclude that an aromatic Runge-Kutta method cannot preserve volume.

math.NA↗

Functional equivariance and conservation laws in numerical integration

Preservation of linear and quadratic invariants by numerical integrators has been well studied. However, many systems have linear or quadratic observables that are not invariant, but which satisfy evolution equations expressing important properties of the system. For example, a time-evolution PDE may have an observable that satisfies a local conservation law, such as the multisymplectic conservation law for Hamiltonian PDEs. We introduce the concept of functional equivariance, a natural sense in which a numerical integrator may preserve the dynamics satisfied by certain classes of observables, whether or not they are invariant. After developing the general framework, we use it to obtain results on methods preserving local conservation laws in PDEs. In particular, integrators preserving quadratic invariants also preserve local conservation laws for quadratic observables, and symplectic integrators are multisymplectic.

math.NA↗

Unfolding globally resonant homoclinic tangencies

Global resonance is a mechanism by which a homoclinic tangency of a smooth map can have infinitely many asymptotically stable, single-round periodic solutions. To understand the bifurcation structure one would expect to see near such a tangency, in this paper we study one-parameter perturbations of typical globally resonant homoclinic tangencies. We assume the tangencies are formed by the stable and unstable manifolds of saddle fixed points of two-dimensional maps. We show the perturbations display two infinite sequences of bifurcations, one saddle-node the other period-doubling, between which single-round periodic solutions are asymptotically stable. Generically these scale like $|λ|^{2 k}$, as $k \to \infty$, where $-1 < λ< 1$ is the stable eigenvalue associated with the fixed point. If the perturbation is taken tangent to the surface of codimension-one homoclinic tangencies, they instead scale like $\frac{|λ|^k}{k}$. We also show slower scaling laws are possible if the perturbation admits further degeneracies.

math.DS↗

Multisymplecticity of hybridizable discontinuous Galerkin methods

In this paper, we prove necessary and sufficient conditions for a hybridizable discontinuous Galerkin (HDG) method to satisfy a multisymplectic conservation law, when applied to a canonical Hamiltonian system of partial differential equations. We show that these conditions are satisfied by the "hybridized" versions of several of the most commonly-used finite element methods, including mixed, nonconforming, and discontinuous Galerkin methods. (Interestingly, for the continuous Galerkin method in dimension greater than one, we show that multisymplecticity only holds in a weaker sense.) Consequently, these general-purpose finite element methods may be used for structure-preserving discretization (or semidiscretization) of canonical Hamiltonian systems of ODEs or PDEs. This establishes multisymplecticity for a large class of arbitrarily-high-order methods on unstructured meshes.

math.NA↗

Three classes of quadratic vector fields for which the Kahan discretization is the root of a generalised Manin transformation

We apply Kahan's discretisation method to three classes of 2-dimensional quadratic vector fields with quadratic, resp cubic, resp quartic Hamiltonians. We show that the maps obtained in this way can be geometrically understood as the composition of two involutions, one of which is a (linear) symmetry switch, and the other is a generalised Manin involution.

nlin.SI↗

A minimal-variable symplectic integrator on spheres

We construct a symplectic, globally defined, minimal-coordinate, equivariant integrator on products of 2-spheres. Examples of corresponding Hamiltonian systems, called spin systems, include the reduced free rigid body, the motion of point vortices on a sphere, and the classical Heisenberg spin chain, a spatial discretisation of the Landau-Lifschitz equation. The existence of such an integrator is remarkable, as the sphere is neither a vector space, nor a cotangent bundle, has no global coordinate chart, and its symplectic form is not even exact. Moreover, the formulation of the integrator is very simple, and resembles the geodesic midpoint method, although the latter is not symplectic.

math-ph↗

Discretization of polynomial vector fields by polarization

A novel integration method for quadratic vector fields was introduced by Kahan in 1993. Subsequently, it was shown that Kahan's method preserves a (modified) measure and energy when applied to quadratic Hamiltonian vector fields. Here we generalize Kahan's method to cubic resp. higher degree polynomial vector fields and show that the resulting discretization also preserves modified versions of the measure and energy when applied to cubic resp. higher degree polynomial Hamiltonian vector fields.

math.NA↗

Geometry of discrete-time spin systems

Classical Hamiltonian spin systems are continuous dynamical systems on the symplectic phase space $(S^2)^n$. In this paper we investigate the underlying geometry of a time discretization scheme for classical Hamiltonian spin systems called the spherical midpoint method. As it turns out, this method displays a range of interesting geometrical features, that yield insights and sets out general strategies for geometric time discretizations of Hamiltonian systems on non-canonical symplectic manifolds. In particular, our study provides two new, completely geometric proofs that the discrete-time spin systems obtained by the spherical midpoint method preserve symplecticity. The study follows two paths. First, we introduce an extended version of the Hopf fibration to show that the spherical midpoint method can be seen as originating from the classical midpoint method on $T^*\mathbf{R}^{2n}$ for a collective Hamiltonian. Symplecticity is then a direct, geometric consequence. Second, we propose a new discretization scheme on Riemannian manifolds called the Riemannian midpoint method. We determine its properties with respect to isometries and Riemannian submersions and, as a special case, we show that the spherical midpoint method is of this type for a non-Euclidean metric. In combination with Kähler geometry, this provides another geometric proof of symplecticity.

math-ph↗

B-series methods are exactly the affine equivariant methods

Butcher series, also called B-series, are a type of expansion, fundamental in the analysis of numerical integration. Numerical methods that can be expanded in B-series are defined in all dimensions, so they correspond to \emph{sequences of maps}---one map for each dimension. A long-standing problem has been to characterise those sequences of maps that arise from B-series. This problem is solved here: we prove that a sequence of smooth maps between vector fields on affine spaces has a B-series expansion if and only if it is \emph{affine equivariant}, meaning it respects all affine maps between affine spaces.

math.NA↗

Symplectic integrators for spin systems

We present a symplectic integrator, based on the canonical midpoint rule, for classical spin systems in which each spin is a unit vector in $\mathbb{R}^3$. Unlike splitting methods, it is defined for all Hamiltonians, and is $O(3)$-equivariant. It is a rare example of a generating function for symplectic maps of a noncanonical phase space. It yields an integrable discretization of the reduced motion of a free rigid body.

math-ph↗

Modified trigonometric integrators

We study modified trigonometric integrators, which generalize the popular class of trigonometric integrators for highly oscillatory Hamiltonian systems by allowing the fast frequencies to be modified. Among all methods of this class, we show that the IMEX (implicit-explicit) method, which is equivalent to applying the midpoint rule to the fast, linear part of the system and the leapfrog (Störmer/Verlet) method to the slow, nonlinear part, is distinguished by the following properties: (i) it is symplectic; (ii) it is free of artificial resonances; (iii) it is the unique method that correctly captures slow energy exchange to leading order; (iv) it conserves the total energy and a modified oscillatory energy up to to second order; (v) it is uniformly second-order accurate in the slow components; and (vi) it has the correct magnitude of deviations of the fast oscillatory energy, which is an adiabatic invariant. These theoretical results are supported by numerical experiments on the Fermi-Pasta-Ulam problem and indicate that the IMEX method, for these six properties, dominates the class of modified trigonometric integrators.

math.NA↗

Geometric Generalisations of SHAKE and RATTLE

A geometric analysis of the Shake and Rattle methods for constrained Hamiltonian problems is carried out. The study reveals the underlying differential geometric foundation of the two methods, and the exact relation between them. In addition, the geometric insight naturally generalises Shake and Rattle to allow for a strictly larger class of constrained Hamiltonian systems than in the classical setting. In order for Shake and Rattle to be well defined, two basic assumptions are needed. First, a nondegeneracy assumption, which is a condition on the Hamiltonian, i.e., on the dynamics of the system. Second, a coisotropy assumption, which is a condition on the geometry of the constrained phase space. Non-trivial examples of systems fulfilling, and failing to fulfill, these assumptions are given.

math.NA↗

Lie group foliations: Dynamical systems and integrators

Foliate systems are those which preserve some (possibly singular) foliation of phase space, such as systems with integrals, systems with continuous symmetries, and skew product systems. We study numerical integrators which also preserve the foliation. The case in which the foliation is given by the orbits of an action of a Lie group has a particularly nice structure, which we study in detail, giving conditions under which all foliate vector fields can be written as the sum of a vector field tangent to the orbits and a vector field invariant under the group action. This allows the application of many techniques of geometric integration, including splitting methods and Lie group integrators.

math.NA↗

A note on the motion of surfaces

We study the motion of surfaces in an intrinsic formulation in which the surface is described by its metric and curvature tensors. The evolution equations for the six quantities contained in these tensors are reduced in number in two cases: (i) for arbitrary surfaces, we use principal coordinates to obtain two equations for the two principal curvatures, highlighting the similarity with the equations of motion of a plane curve; and (ii) for surfaces with spatially constant negative curvature, we use parameterization by Tchebyshev nets to reduce to a single evolution equation. We also obtain necessary and sufficient conditions for a surface to maintain spatially constant negative curvature as it moves. One choice for the surface's normal motion leads to the modified-Korteweg de Vries equation,the appearance of which is explained by connections to the AKNS hierarchy and the motion of space curves.

solv-int↗