The Slimplectic Integrator (pt II): The Nonconservative action principle and Variational Integration

In part I of this post I discussed how N-body variational integrators can be constructed (by discretizing the action integral itself, then finding the Euler-Lagrange equations of the discretized action), and why Noether's theorem means that this will give good long term behavior for conserved quantities like Energy, or Angular Momentum.

However, because this method relies on the existence of an action, to be discretized, it only works for conservative systems. In order to be able to apply this numerical method to systems where there is dissipation, drag or some other nonconservative (polygenic, path-dependent, or irreversible) forces we will need an equivalent of the action for such systems. Additionally, in order to guarantee good long-term behavior, we will also need a version of Noether's theorem that applies to such an action.

The Nonconservative Action Principle

In Galley (2013) and Galley, Tsang & Stein (2014), we recently developed such a Nonconservative Action Principle, adapting Hamilton's principle to apply to nonconservative physics.

Nonconservative forces can arise when a subset of the true physical degrees of freedom of a system are ignored, often through a natural separation of scales, or by experimental design. 

Even though, micro-physically, a damped harmonic oscillator is well described by a Lagrangian or Hamiltonian if one includes all the particles and/or thermal degrees of freedom in the damper, when one integrates-out those micro-physical degrees of freedom the system should look nonconservative. 

Usually we are forced to "integrate out" these inaccessible degrees of freedom at the level of the equations of motion. When integrating out at the level of the (normal) action, things tend to become acausal, where the evolution of the system depends on both the initial and final configurations of the system (and thus inconsistent with the correct equation of motion description).

The reasons for this are technical (and may be worth another post), but are related to how Hamilton's principle is traditionally constructed as boundary value problem in time, rather than an initial value problem.

Left: Hamilton's principle requires a minimization of a path between $q_i$ at time $t_i$, and $q_f$ at time $t_f$, describing a boundary value problem in time. Right: The nonconservative action principle doubles the paths, allowing the position at $t_f$  to vary, consistent with an initial value problem. The paths are varied separately, with an equality condition at the final time, and then set equal after taking the Physical Limit. 

Instead Chad constructed the nonconservative action principle to be consistent with an initial value problem. This involves doubling the degrees of freedom and varying each separately subject to a final time equality condition that closes the loop (see figure above), allowing the final time values of the system to vary freely. This is related to the closed-time-path Schwinger-Keldish formalism in non-equilibrium quantum mechanics (in fact in an appendix here we showed how this formalism is the formal classical limit of such a quantum theory).

By moving to this extended, doubled phase-space, extremizing the action over each path, and then equating the doubled variables together (we call this taking the Physical Limit), we gain the freedom to allow nonconservative effects to be included. These nonconservative effects show up in the nonconservative potential $K(q_1, q_2, \dot{q}_1, \dot{q}_2, t)$, which couples the two paths together, and can appear in the nonconservative action. By construction, inaccessible degrees of freedom can also be integrated-out in a self-consistent way, at the level of the action, with no acausal effects.

To construct the nonconservative potential, $K$, which captures the non-hamiltonian physics, one can either build it from known dissipative equations of motion through an adjoint procedure, often equivalent to the Lagrange-d'Alembert approach, or one can build it from known microphysical actions by integrating out inaccessible degrees of freedom.

The Nonconservative Noether's Thoerem

We needed two parts to make a variational integrator work, an action principle, whose action integral can be discretized, and Noether's theorem, to exploit the symmetries of the action to correctly evolve (or preserve) the Noether currents. It turns out that we can prove a generalized Noether's theorem for the nonconservative action principle. The Noether currents are still defined by the symmetries of the conservative parts of the action, but their evolution is described by derivatives of the non-conservative potential $K$.

The nonconservative version of Noether's theorem.

The Slimplectic Integrator

By applying the variational integrator procedure (discussed in part I) to this new action principle we are able to construct general nonconservative variational integrators that are no longer limited to conservative systems (see figure below). We call these “slimplectic” integrators as the phase space volume tends to slim-down for dissipative systems). Slimplectic integrators have all the long-term stability properties of symplectic integrators but can be applied to general nonconservative systems.

This allows long-term numerical evolution of orbital dynamics problems where dissipative or velocity dependent effects, such as tides, drag, or magnetic interactions, can become dynamically important.

Top: For a standard numerical integrator equations of motion are discretized using well-known methods (e.g. Runge-Kutta) in order to derive discrete equations of motion that can be solved numerically. Such algorithms tend to experience long-term instability of quantities that should be physically conserved, as these discrete equations of motion are not connected to the action, and Noether’s theorem does not hold.

Middle: Variational Integrators work by first discretizing the action integral using numerical quadrature. Varying the discretized action produces already discretized equations motion that can be exactly (up to round-off) solved numerically. If the choice of discretization preserves the symmetries of the original action in the discretized action, then Noether’s theorem guarantees the solutions of the discrete equations of motion will preserve the constants of motion (e.g. angular momentum) up to round-off. This is why variational integrators (such as symplectic integrators) have such impressive long-term conservation properties compared to other numerical methods.

Bottom: By applying the Variational Integrator procedure to the Nonconservative Action formalism, we have developed a new type of integrator that has all the long-term integration benefits of a symplectic or variational integrator, but that can be applied to nonconservative systems. By discretizing the Nonconservative Action, and applying the nonconservative variational principle, the discrete equations of motion are guaranteed by the generalized Noether’s theorem (Galley, Tsang, & Stein 2014) to evolve the Noether currents “correctly” during long-term integrations.

We have developed a simple public python-based demonstration code on github that can be used to numerically integrate any system by specifying the (nonconservative) action. Included below are links to several example of a nonconservative system evolved using the slimplectic and traditional (Runge-Kutta) numerical schemes. The slimplectic integrators have fractional energy error that remains bounded, even as the system’s energy evolves, while the traditional methods have fractional energy errors that grow linearly with time.

The slimplectic iPython notebook samples are:

A damped simple oscillator
Poynting-Robertson drag (see figures below)
Post-Newtonian gravitational-wave inspiral of neutron star binaries

In this example we model the effect of Poynting-Robertson drag on a dust grain as it orbits the sun. Poynting-Robertson drag occurs because the dust grain absorbs incoming radiation from the sun, and re-emits in the frame co-moving with the dust particle. This leads to anisotropic radiation in the observer’s frame and a net dissipative drag force. In this case the dust particle begins with an eccentricity 0.2, and semi-major axis a = 1 AU.

The RK methods have poor long term stability, with energy error growing linearly with time, while the energy error remains bounded for the slimplectic methods. However, there is significant precession in the 2nd order slimplectic method, due to the lack of conserved quantity that prevents precession. The phase errors of the slimplectic methods scale linearly with time, while the phase errors of the RK method scale quadratically. The growth at the end of the evolution for the 4th order Slimplectic method is likely due to a build-up of zeroing/round-off error due to the simple implementation.

Prescriptions for measuring and transporting local angular momenta in general relativity

I, along with my collaborators David Nichols, Justin Vines, and Éanna Flanagan, posted our latest preprint, Prescriptions for measuring and transporting local angular momenta in general relativity, on the arXiv tonight. After I tweeted the link, George informed me that I was now obligated to blog about it:

@Vagelford Let me guess, blog about it on the RemarXiv?

— Leo C. Stein (@duetosymmetry) February 8, 2016

Ok, so here goes a little self-promotion!

This paper is a refinement on David and Éanna's earlier paper. The topic at hand is angular momentum in general relativity.

So, how is angular momentum defined in GR? One quantity that everyone agrees upon is the ADM angular momentum, which is precisely the Noether charge associated with the rotational symmetry of asymptotically flat spacetime. Masha recently touched upon the ADM mass in this post.

Angular momentum is related to a symmetry, so of course we must care about it. From Emmy Noether's theorem, we know that this total angular momentum is conserved. In a sense we can say that the ADM angular momentum (and mass) "live at $$i^0$$," the point at spacelike infinity.


In this paper, we were studying a different type of angular momentum. Instead of living at $$i^0$$, we are interested in a quantity near $$\mathcal{I}^+$$ (pronounced "scri plus"), the region of future null infinity. Here we're talking in the language of conformally compactifying an asymptotically flat spacetime, so we can squeeze the whole thing into a Penrose diagram like this one. Every spacetime which is asymptotically flat has the same structure "far away" from all the curvy bits of spacetime.

Why do we want to study angular momentum near scri? One reason: it's very natural to think of angular momentum decreasing when e.g. gravitational radiation carries it away from a system—like a black hole binary, allowing the two black holes to eventually merge! But the ADM angular momentum is conserved, so what gives? To understand this, you have recognize that the ADM quantity comes from integrating along a "Cauchy surface," a hypersurface that's everywhere spacelike and makes it out to $$i^0$$, like any of the $$\Sigma_{1,2,3}$$ in the Penrose diagram.

Spacelike infinity ($$i^0$$) is not the right setting to discuss things like how much angular momentum is carried away by gravitational waves, because the ADM angular momentum can't change! Instead of talking about quantities that "live at" $$i^0$$, we want to talk about quantities that "live at" $$\mathcal{I}^+$$.

Future null infinity ($$\mathcal{I}^+$$) is much more complicated than $$i^0$$. Spacelike infinity is kind of "rigid," while $$\mathcal{I}^+$$ is comparatively "floppy," though less floppy than the interior (bulk) of the spacetime. These statements can be made mathematically precise in terms of the symmetry groups of these spaces. The symmetry group of $$\mathcal{I}^+$$ is the famous BMS group, named for Bondi, van der Burg, Metzner, and Sachs, who studied its structure in the 60s. The BMS group has enjoyed a renewed interest in recent years, when it was discovered that BMS symmetries, Weinbergesque soft theorems, and long-ranged "memories" are different faces of the same underlying physics.

So, if you want to discuss angular momentum at $$\mathcal{I}^+$$, the BMS group is going to tell you the mathematical rules you have to follow (technically: quantities must "live in" representations of the group). For a while, the literature referred to something called the BMS angular momentum "ambiguity." However, ambiguity is not really the right word. Angular momentum is not ambiguous, it just transforms in a much more complicated way (under BMS transformations) than angular momentum does in flat (Minkowski) spacetime).

Ok, enough with the longwinded background. What did we actually do in our paper?

First of all, we worked in a simplified setting: when the region of interest of $$\mathcal{I}^+$$ is approximately stationary. In this setting, angular momentum has a much simpler transformation law when you move from point to point than in the fully dynamical setting.

Let's consider what happens when you expand around stationary $$\mathcal{I}^+$$ in powers of $$1/r$$. To leading order, the only property of spacetime is the Bondi mass. When spacetime is stationary, this is constant, and every stationary asymptotically flat vacuum spacetime is identical to Schwarzschild expanded to this order. When you go to next-to-leading order, you learn one additional property of the spacetime, which is like an angular momentum of the spacetime. Here is a crucial fact we make use of: every stationary asymptotically flat spacetime vacuum is identical to the Kerr spacetime expanded to this order.

Now, in the Kerr spacetime, it just so happens that there's a pair of tensors $$(\xi^a,{}^{*}\!f^{ab})$$ which satisfy the pair of differential equations:
\[
\nabla_a \xi^b &=  -\frac{1}{4} R^{b}{}_{acd} {}^{*}\!f^{cd} \, , \\
\nabla_a {}^{*}\!f^{bc} &= -2 \xi^{[b} {\delta^{c]}}_a \, .
\]
We can interpret these equations as a rule for how to transport a linear momentum $$\xi$$ and an angular momentum $${}^{*}\!f$$ from point to point in a consistent fashion (the quantity $${}^{*}\!f$$ is not really an angular momentum, but that's another topic).

So here's hope that a bunch of observers hanging out in spacetime can locally measure what they think are the linear momentum $$P^a$$ and angular momentum $$J^{ab}$$ of the spacetime about them. And moreover, if Alice measures her quantities $$(P,J)_A$$, and Bob measures his quantities $$(P,J)_B$$; and then Bob drags his quantities over to Alice in a certain well-defined way, then their two quantities will agree, up to the required accuracy!

David Nichols has laid out the 8-step procedure for locally measuring $$(P,J)$$ up to the required accuracy, which is really impressive to me.

My contribution to the calculation was the fiber bundle approach, which really makes it quite easy to compute the holonomy of this transport law, and makes clearer what are the necessary and sufficient conditions for the existence of consistent solutions to the transport differential equations. The fiber bundle idea is represented pictorially in the first image at the top of this post.

Read the paper for all the gory details! It's only 9 pages long. Satisfaction guaranteed or your money back.