Geometric Numerical Integration II W16/17

They throw geometry out the door, and it comes back through the window.
-- H. G. Forder, Auckland 1973

Applied mathematics is not engineering.
-- Paul Halmos, Mathematics Tomorrow 1981

Dates | Description | Prerequisites | Lecture Notes | Exercises | References


12月15日(木)4-5限 51-0805室
12月16日(金)4-5限 51-1006室
12月22日(木)4-5限 51-0805室 (exercises)

1月12日(木)4-5限 51-0805室
1月13日(金)4-5限 51-1006室
1月19日(木)4-5限 51-0805室
1月20日(金)4-5限 51-1006室


In this second part of the course on geometric numerical integration, we will cover advanced topics from the integration of ODEs as well as methods for PDEs. We will discuss how to deal with constrained systems and external forcing. We will see how to construct integrators for noncanonical Hamiltonian and degenerate Lagrangian systems, for which no standard methods exist. Then we will move on to PDEs, first covering the continuous theory, that is Lagrangian and Hamiltonian field theory. We will discuss multisymplectic methods for canonical Hamiltonian systems and variational integrators for Lagrangian systems. Lastly, we will discuss discrete differential forms and the discrete deRham complex as means for constructing stable discretisations.


See Part I.

Lecture Notes

Script (Chapter 1-12, modified 09.01.2017)

  1. Constraints and Forces (modified 16.12.2016)
  2. Lagrangian Field Theory (modified 07.01.2017)
  3. Variational Integrators for Partial Differential Equations (modified 07.01.2017)
  4. Hamiltonian Field Theory (modified 09.01.2017)
  5. Multisymplectic Integrators
  6. Discrete Poisson Brackets


The exercise sheets 5 and 6 will be discussed on 12月22日.

  1. Discrete Mechanics with Forces
  2. Discrete Mechanics with Constraints


Additional references