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Discrete variational Hamiltonian mechanics

S Lall and M West

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The main contribution of this paper is to present a canonical choice of a Hamiltonian theory corresponding to the theory of discrete Lagrangian mechanics. We make use of Lagrange duality and follow a path parallel to that used for construction of the Pontryagin principle in optimal control theory. We use duality results regarding sensitivity and separability to show the relationship between generating functions and symplectic integrators. We also discuss connections to optimal control theory and numerical algorithms.


PACS

45.20.Jj Lagrangian and Hamiltonian mechanics

02.30.Yy Control theory

45.10.Db Variational and optimization methods

02.60.Jh Numerical differentiation and integration

MSC

49N15 Duality theory

70H05 Hamilton's equations

70G75 Variational methods

70H03 Lagrange's equations

Subjects

Mathematical physics

Computational physics

Dates

Issue 19 (12 May 2006)

Received 13 October 2005

Published 24 April 2006



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