Prolongation-Collocation Variational Integrators

Abstract: We introduce a novel technique for constructing higher-order variational integrators for Hamiltonian systems of ODEs. In particular, we are concerned with generating globally smooth approximations to solutions of a Hamiltonian system. Our construction of the discrete Lagrangian adopts Hermite interpolation polynomials and the Euler-Maclaurin quadrature formula, and involves applying collocation to the Euler-Lagrange equation and its prolongation. Considerable attention is devoted to the order analysis of the resulting variational integrators in terms of approximation properties of the Hermite polynomials and quadrature errors. A performance comparison is presented on a selection of these integrators.