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Energy-consistent Petrov-Galerkin time discretization of port-Hamiltonian systems

Jan Giesselmann, Attila Karsai, Tabea Tscherpel

TL;DR

This work develops a high-order, energy-consistent continuous Petrov–Galerkin time discretization for nonlinear port-Hamiltonian systems, applicable to both infinite- and finite-dimensional models and compatible with structure-preserving space discretizations. A key innovation is the $L^2$-projection in time, combined with Gauss quadrature, which yields energy-consistency at time grid points for general Hamiltonians and nonlinear operators, while reducing to classical cPG in the quadratic-linear case. Numerical experiments on the Toda lattice, spinning rigid body, quasilinear wave equation, and porous medium equation demonstrate optimal time-convergence rates, nodal superconvergence, and energy-balance accuracy up to machine precision provided the projection and quadrature are suitably chosen. The framework offers a robust, high-order approach to preserving port-Hamiltonian structure in both time and space for a broad class of nonlinear evolution equations and DAEs.

Abstract

For a general class of nonlinear port-Hamiltonian systems we develop a high-order time discretization scheme with certain structure preservation properties. The finite or infinite-dimensional system under consideration possesses a Hamiltonian function, which represents an energy in the system and is conserved or dissipated along solutions. For infinite-dimensional systems this structure is preserved under suitable Galerkin discretization in space. The numerical scheme is energy-consistent in the sense that the Hamiltonian of the approximate solutions at time grid points behaves accordingly. This structure preservation property is achieved by specific design of a continuous Petrov-Galerkin (cPG) method in time. It coincides with standard cPG methods in special cases, in which the latter are energy-consistent. Examples of port-Hamiltonian ODEs and PDEs are presented to visualize the framework. In numerical experiments the energy consistency is verified and the convergence behavior is investigated.

Energy-consistent Petrov-Galerkin time discretization of port-Hamiltonian systems

TL;DR

This work develops a high-order, energy-consistent continuous Petrov–Galerkin time discretization for nonlinear port-Hamiltonian systems, applicable to both infinite- and finite-dimensional models and compatible with structure-preserving space discretizations. A key innovation is the -projection in time, combined with Gauss quadrature, which yields energy-consistency at time grid points for general Hamiltonians and nonlinear operators, while reducing to classical cPG in the quadratic-linear case. Numerical experiments on the Toda lattice, spinning rigid body, quasilinear wave equation, and porous medium equation demonstrate optimal time-convergence rates, nodal superconvergence, and energy-balance accuracy up to machine precision provided the projection and quadrature are suitably chosen. The framework offers a robust, high-order approach to preserving port-Hamiltonian structure in both time and space for a broad class of nonlinear evolution equations and DAEs.

Abstract

For a general class of nonlinear port-Hamiltonian systems we develop a high-order time discretization scheme with certain structure preservation properties. The finite or infinite-dimensional system under consideration possesses a Hamiltonian function, which represents an energy in the system and is conserved or dissipated along solutions. For infinite-dimensional systems this structure is preserved under suitable Galerkin discretization in space. The numerical scheme is energy-consistent in the sense that the Hamiltonian of the approximate solutions at time grid points behaves accordingly. This structure preservation property is achieved by specific design of a continuous Petrov-Galerkin (cPG) method in time. It coincides with standard cPG methods in special cases, in which the latter are energy-consistent. Examples of port-Hamiltonian ODEs and PDEs are presented to visualize the framework. In numerical experiments the energy consistency is verified and the convergence behavior is investigated.
Paper Structure (16 sections, 3 theorems, 79 equations, 9 figures, 7 tables)

This paper contains 16 sections, 3 theorems, 79 equations, 9 figures, 7 tables.

Key Result

Lemma 2.7

Let Assumption as:problem-findim be satisfied. Then, any sufficiently smooth solution $z$ to system eq:pH-weak, with $\eta(z) \in C(I;{X})$, satisfies the following power balance

Figures (9)

  • Figure 1: Convergence in $\tau$ for the Toda lattice \ref{['eq:toda']} for several polynomial degrees $k$ and several values of $s_Q$ and $s_{\Pi}$.
  • Figure 2: Nodal superconvergence in $\tau$ and relative error in the energy balance for the Toda lattice \ref{['eq:toda']} for several polynomial degrees $k$ and several values of $s_Q$ and $s_{\Pi}$.
  • Figure 3: Convergence \ref{['fig:rigid_body_varying_degree']}, nodal superconvergence \ref{['fig:rigid_body_varying_degree_different_sampling']} in $\tau$ and relative error in the energy balance \ref{['fig:rigid_body_energybalance']} for the rigid spinning body \ref{['eq:rigid-body']} for several polynomial degrees $k$ and $s_Q = s_{\Pi} = k$.
  • Figure 4: Convergence \ref{['fig:damped_wave_nu0_irregular_friction_varying_degree']}\ref{['fig:damped_wave_nu1_irregular_friction_varying_degree']} and nodal superconvergence \ref{['fig:damped_wave_nu1_irregular_friction_varying_degree_different_sampling']} in $\tau$ for several polynomial degrees $k$, $s_Q = k$ and $s_\Pi = 2k$ for the space-discrete quasilinear wave equation with fixed mesh size $h=1$ and $\nu\in\{0,1\}$.
  • Figure 5: Convergence in $\tau$ for several space-discretization parameters $h$ (\ref{['fig:damped_wave_nu1_irregular_friction_varying_discretization']}) and relative error in the energy balance with Hamiltonian $\mathcal{H}_h$ (\ref{['fig:damped_wave_nu1_irregular_friction_energybalance']}) for the space-discrete quasilinear wave equation for $\nu=1$.
  • ...and 4 more figures

Theorems & Definitions (19)

  • Remark 2.2
  • Remark 2.3
  • Remark 2.5: classical state dependent port-Hamiltonian systems
  • Remark 2.6: structure preserving space discretization
  • Lemma 2.7: power balance
  • proof
  • Remark 2.8
  • Example 2.9: Toda lattice
  • Example 2.10: spinning rigid body
  • Example 2.11: quasilinear wave equation
  • ...and 9 more