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Discrete-Time Integrable Systems and Numerical Algorithms

Research Project

Project/Area Number 09440077
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionOsaka University

Principal Investigator

NAKAMURA Yoshimasa  Graduate School of Engineering Science, Osaka University, 大学院・基礎工学研究科, 教授 (50172458)

Co-Investigator(Kenkyū-buntansha) KAJIWARA Kenji  Faculty of Engineering, Doshisha University, Associate Professor, 工学部, 助教授 (40268115)
HIROTA Ryogo  Faculty of Engineering and Science, Waseda University, Professor, 理工学部, 教授 (00066599)
NAGAI Hideo  Graduate School of Engineering Science, Professor, 大学院・基礎工学研究科, 教授 (70110848)
小川 知之  大阪大学, 大学院・基礎工学研究科, 助教授 (80211811)
福島 正俊  大阪大学, 大学院・基礎工学研究科, 教授 (90015503)
Project Period (FY) 1997 – 1998
Project Status Completed (Fiscal Year 1998)
Budget Amount *help
¥5,100,000 (Direct Cost: ¥5,100,000)
Fiscal Year 1998: ¥2,100,000 (Direct Cost: ¥2,100,000)
Fiscal Year 1997: ¥3,000,000 (Direct Cost: ¥3,000,000)
KeywordsDiscrete-Time Integrable Systems / Algorithms / Simple Pendulum / Steffensen Iteration / Arithmetic-Geometric Mean Algorithm / 可積分系 / 可解カオス系 / 正定値行列 / 差分法 / 反復法
Research Abstract

In 1997 the following results are given. First time discretizations of the simple pendulum and asymmetric oscillator in terms of Hirota's discretization procedure are derived. Here these continuous time equations of motion have separatorix in the phase space. The resulting discrete time systems also have separatorix and conserved quantities. It is proved that the value of the conserved quantity corresponding to the separatorix is remarkable equal to that of the original continuous time system. Secondly, a new extension of the Steffensen iteration method for solving a single nonlinear equation is formulated whose convergence rate is of order k+ 1. The iteration function is defined by using a ratio of Hankel determinants. The use of epsilon -algorithm diminishes the computational complexity. For a special case of the Kepler equation, the numbers of mappings are actually decreased.
In 1998, it is shown that Gauss' algorithm for arithmetic-geometric mean can be regarded as a discrete-time integrable system having an elliptic theta function solution and a conserved quantity. Starting from this observation the head investigator introduces an arithmetic-harmonic mean algorithm which is an integrable discrete time integrable system. While the arithmetic-harmonic mean algorithm in infinite case is proved to be a chaotic dynamics which is conjugate to the Bernoulli shift. Finally, an extension of the arithmetic-harmonic mean algorithm to the space of positive definite symmetric matrices, a convex Riemannian manifold, is established. As an application an algorithm for computing square root of a positive definite matrix is designed which has a quadratic convergence rate.

Report

(3 results)
  • 1998 Annual Research Report   Final Research Report Summary
  • 1997 Annual Research Report
  • Research Products

    (33 results)

All Other

All Publications (33 results)

  • [Publications] Y.Nakamura: "Integrable deformation of Gaussian distribution and the Ornstein-Uhlenbeck process" Letters in Mathematical Physics. 43. 1-5 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Nakamura,K.Kajiwara,H.Shiotani: "On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift" Journal of Computational and Applied Mathematics. 96. 77-90 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] K.Kondo,Y.Nakamura: "An extension of Steffensen's iteration and its computational complexity" Interdisciplinary Information Sciences. 4. 129-138 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Nakamura,A.Mukaihira: "Dynamics of the finite Toda molecule over finite fields and a decoding algorithm" Physics Letters A. 249. 295-302 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Minesaki,Y.Nakamura: "On integrable discretization of integrable systems with separt rix" Physics Letters A. 250. 300-310 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Nakamura: "Calculating Laplace transforms in terms of the Toda molecule" SIAM Journal on Scientific Computing. 20. 306-317 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 広田良吾: "差分学入門 情報化時代の微積分学" 培風館, 229 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Nakamura and L.Faybusovich: "On explicitly solvable gradient systems of Moser-Karmarkar type" J.Math.Anal.Appl.205. 88-106 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Nakamura: "Jacobi algorithm for symmetric eigenvalue problem and integrable gradient system of Lax form" Japan J.Indust.Appl.Math.14. 159-168 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Nakamura: "Integrable deformation of Gaussian distribution and the Ornstein-Uhlenbeck process" Lett.Math.Phys.43. 1-5 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Nakamura, K.Kajiwara, and H.Shiotani: "On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift" J.Comput.Appl.Math.96. 77-90 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] K.Kondo, Y.Nakamura: "An extension of Steffensen's iteration and its computational complexity" Interdiscip.Inform.Sci.4. 129-138 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Nakamura, A.Mukaihira: "Dynamics of the finite Toda molecule over finite fields and a decoding algorithm" Phys.Lett.A. 249. 295-302 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Minesaki, Y.Nakamura: "On integrable discretiza-tion of integrable systems with separatrix" Phys.Lett.A. 251. 300-310 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Nakamura: "Calculating Laplace transforms in terms of the Toda molecule" SIAM J.Sci.Comput.20. 306-317 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] R.Hirota, M.Iwao et al.: "From integrability to chaos in a Lotka-Volterra cellular automaton" Phys.Lett.A. 226. 39-44 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] R.Hirota: ""Molecule solution" of coupled modified KdV equation" J.Phys.Soc.Japan. 66. 2530-2532 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] K.Kajiwara, K.Yamamoto and Y.Ohta: "Rational solutions for the discrete Painleve II equation" Phya.Lett.A.232. 189 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] K.Kajiwara and Y.Ohta: "Determinant structure of the rational solutions for the Painleve IV equation" J.Phys.A.31. 2431 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] K.Maruno, K.Kajiwara and M.Oikawa: "Casorati determinant solutions for the discrete relativistic Todalattice equation" Phys.Lett.A. 241. 335 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Y.Nakamura: "Integrable deformation of Gaussian distribution and the Ornstein-Uhlenbeck process" Letters in Mathematical Physics. 43. 1-5 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Y.Nakamura,K.Kajiwara,H.Shiotani: "On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift" Journal of Computational and Applied Mathematics. 96. 77-90 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] K.Kondo,Y.Nakamura: "An extension of Steffensen's iteration and its computational complexity" Interdisciplinary Information Sciences. 4. 129-138 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Y.Nakamura,A.Mukaihira: "Dynamics of the finite Toda molecule over finite fields and a decoding algorithm" Physics Letters A. 249. 295-302 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Y.Minesaki,Y.Nakamura: "On integrable discretization of integrable systems with separatorix" Physics Letters A. 250. 300-310 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Y.Nakamura: "Calculating Laplace transforms in terms of the Toda molecule" SIAM Journal on Scientific Computing. 20. 306-317 (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] Y.Nakamura, L.Faybusovich: "On explicitly solvable gradient systems of Moser-Karmarkar type" Journal of Mathematical Analysis and Applications. vol.205. 88-106 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] Y.Nakamura: "Jacobi algorithm for symmetric eigenvalue problem and integrable gradient system of Lax form" Japan Journal of Industrial and Applied Mathematics. vol.14. 159-168 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] Y.Nakamura: "Calculating Laplace transforms in terms of the Toda molecule" SLAM Journal on Scientific Computing. (発表予定).

    • Related Report
      1997 Annual Research Report
  • [Publications] 中村佳正: "ソリトン理論と数値計算法" 電子情報通信学会誌. 80巻11号. 1143-1146 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] R.Hirota, M.Iwao他: "From integrability to chaos in a Lotka-Volterra cellular automaton" Physics Letters A. vol.226. 39-44 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] R.Hirota: ""Molecule solution" of coupled modified KdV equation" Journal of Physical Society in Japan. vol.66. 2530-2532 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] 広田良吾: "差分学入門 情報化時代の微積分学" 培風館, 229 (1998)

    • Related Report
      1997 Annual Research Report

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Published: 1997-04-01   Modified: 2016-04-21  

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