Related papers: Hamiltonian Boundary Value Methods (Energy Conserv…
High order energy-preserving methods for Hamiltonian systems are presented. For this aim, an energy-preserving condition of continuous stage Runge--Kutta methods is proved. Order conditions are simplified and parallelizable conditions are…
Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…
Most classical mechanical systems are based on dynamical variables whose values are real numbers. Energy conservation is then guaranteed if the dynamical equations are phrased in terms of a Hamiltonian function, which then leads to…
Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…
We propose a new explicit pseudo-energy and momentum conserving scheme for the time integration of Hamiltonian systems. The scheme, which is formally second-order accurate, is based on two key ideas: the integration during the time-steps of…
Many important physical systems can be described as the evolution of a Hamiltonian system, which has the important property of being conservative, that is, energy is conserved throughout the evolution. Physics Informed Neural Networks and…
We investigate discretization strategies for a recently introduced class of energy-based models. The model class encompasses classical port-Hamiltonian systems, generalized gradient flows, and certain systems with algebraic constraints. Our…
In this paper we are concerned with energy-conserving methods for Poisson problems, which are effectively solved by defining a suitable generalization of HBVMs, a class of energy-conserving methods for Hamiltonian problems. The actual…
Recently, the numerical solution of stiffly/highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time. While a theoretical analysis of this spectral approach…
Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…
We give a systematic method for discretizing Hamiltonian partial differential equations (PDEs) with constant symplectic structure, while preserving their energy exactly. The same method, applied to PDEs with constant dissipative structure,…
Reduced basis methods are popular for approximately solving large and complex systems of differential equations. However, conventional reduced basis methods do not generally preserve conservation laws and symmetries of the full order model.…
In this work we make use of Livens principle (sometimes also referred to as Hamilton-Pontryagin principle) in order to obtain a novel structure-preserving integrator for mechanical systems. In contrast to the canonical Hamiltonian equations…
Finite-dimensional non-canonical Hamiltonian systems arise naturally from Hamilton's principle in phase space. We present a method for deriving variational integrators that can be applied to perturbed non-canonical Hamiltonian systems on…
Pontrygin-type maximum principle is extended for the present value Hamiltonian systems and current value Hamiltonian systems of nonlinear difference equations for uniform time step $h$. A new method termed as a discrete time current value…
The energy preserving discrete gradient methods are generalized to finite-dimensional Riemannian manifolds by definition of a discrete approximation to the Riemannian gradient, a retraction, and a coordinate center function. The resulting…
In this paper, we consider exponential integrators for semilinear Poisson systems. Two types of exponential integrators are constructed, one preserves the Poisson structure, and the other preserves energy. Numerical experiments for…
We show that a recently developed method for generating bounds for the discrete energy states of the non-hermitian $-ix^3$ potential (Handy 2001) is applicable to complex rotated versions of the Hamiltonian. This has important implications…
We propose a discretization of vector fields that are Hamiltonian up to multiplication by a positive function on the phase space that may be interpreted as a time reparametrization. We prove that our method is structure preserving in the…
The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive…