Related papers: Stochastic Variational Partitioned Runge-Kutta Int…
Symplectic integrators offer many advantages for the numerical solution of Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two of the central Hamiltonian systems encountered in…
The goal of this paper is to develop energy-preserving variational integrators for time-dependent mechanical systems with forcing. We first present the Lagrange-d'Alembert principle in the extended Lagrangian mechanics framework and derive…
We introduce a new class of parametricization structure-preserving partitioned Runge-Kutta ($\alpha$-PRK) methods for Hamiltonian systems with holonomic constraints. When the scalar parameter $\alpha=0$, the methods are reduced to the usual…
In this contribution, we develop a variational integrator for the simulation of (stochastic and multiscale) electric circuits. When considering the dynamics of an electrical circuit, one is faced with three special situations: 1. The system…
This paper is to analyze the approximation solution of a split variational inclusion problem in the framework of infinite dimensional Hilbert spaces. For this purpose, several inertial hybrid and shrinking projection algorithms are proposed…
On the basis of the previous work by Tang \& Zhang (Appl. Math. Comput. 323, 2018, p. 204--219), in this paper we present a more effective way to construct high-order symplectic integrators for solving second order Hamiltonian equations.…
In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…
The paper concerns the study of criticality of Lagrange multipliers in variational systems that has been recognized in both theoretical and numerical aspects of optimization and variational analysis. In contrast to the previous developments…
Discrete Hamiltonian variational integrators are derived from Type II and Type III generating functions for symplectic maps, and in this paper we establish a variational error analysis result that relates the order of accuracy of the…
We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…
This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Runge-Kutta method with repeated randomized low-rank…
In this paper, we study symmetric integrators for solving second-order ordinary differential equations on the basis of the notion of continuous-stage Runge-Kutta-Nystrom methods. The construction of such methods heavily relies on the…
An overview of Hamiltonian systems with noncanonical Poisson structures is given. Examples of bi-Hamiltonian ode's, pde's and lattice equations are presented. Numerical integrators using generating functions, Hamiltonian splitting,…
This contribution presents an integration method based on the Simpson quadrature. The integrator is designed for finite-dimensional nonlinear mechanical systems that derive from variational principles. The action is discretized using…
The simulation of systems that act on multiple time scales is challenging. A stable integration of the fast dynamics requires a highly accurate approximation whereas for the simulation of the slow part, a coarser approximation is accurate…
We give a theoretical framework of stochastic non-canonical Hamiltonian systems as well as their modified symplectic structure which is named stochastic K-symplectic structure. The framework can be applied to the study of the…
We provide a note on continuous-stage Runge-Kutta methods (csRK) for solving initial value problems of first-order ordinary differential equations. Such methods, as an interesting and creative extension of traditional Runge-Kutta (RK)…
In recent years, much effort in designing numerical methods for the simulation and optimization of mechanical systems has been put into schemes which are structure preserving. One particular class are variational integrators which are…
Symplectic integration algorithms have become popular in recent years in long-term orbital integrations because these algorithms enforce certain conservation laws that are intrinsic to Hamiltonian systems. For problems with large variations…
For the approximation of solutions for It\^o and Stratonovich stochastic differential equations (SDEs)a new class of efficient stochastic Runge-Kutta (SRK) methods is developed. As the main novelty only two stages are necessary for the…