Related papers: Numerical comparisons among some methods for Hamil…
This paper is devoted to the study of symplectic manifolds and their connection with Hamiltonian dynamical systems. We review some properties and operations on these manifolds and see how they intervene when studying the complete…
We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…
We here investigate the efficient implementation of the energy-conserving methods named Hamiltonian Boundary Value Methods (HBVMs) recently introduced for the numerical solution of Hamiltonian problems. In this note, we describe an…
Hamiltonian systems of ordinary and partial differential equations are fundamental mathematical models spanning virtually all physical scales. A critical property for the robustness and stability of computational methods in such systems is…
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…
In order to perform numerical studies of long-term stability in nonlinear Hamiltonian systems, one needs a numerical integration algorithm which is symplectic. Further, this algorithm should be fast and accurate. In this paper, we propose…
Hamilton's equations are fundamental for modeling complex physical systems, where preserving key properties such as energy and momentum is crucial for reliable long-term simulations. Geometric integrators are widely used for this purpose,…
We present and compare different numerical schemes for the integration of the variational equations of autonomous Hamiltonian systems whose kinetic energy is quadratic in the generalized momenta and whose potential is a function of the…
We discuss how dynamical fermion computations may be made yet cheaper by using symplectic integrators that conserve energy much more accurately without decreasing the integration step size. We first explain why symplectic integrators…
This letter studies symmetric and symplectic exponential integrators when applied to numerically computing nonlinear Hamiltonian systems. We first establish the symmetry and symplecticity conditions of exponential integrators and then show…
Explicit and semi-explicit geometric integration schemes for dissipative perturbations of Hamiltonian systems are analyzed. The dissipation is characterized by a small parameter $\epsilon$, and the schemes under study preserve the…
Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of MHMC algorithms lies…
We present a class of symplectic integrators adapted for the integration of perturbed Hamiltonian systems of the form $H=A+\epsilon B$. We give a constructive proof that for all integer $p$, there exists an integrator with positive steps…
In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes…
The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…
In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal…
Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…
One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants, among which the Hamiltonian function itself. For example, it is well known that classical symplectic…
This article reviews some integrators particularly suitable for the numerical resolution of differential equations on a large time interval. Symplectic integrators are presented. Their stability on exponentially large time is shown through…
We present novel geometric numerical integrators for Hunter--Saxton-like equations by means of new multi-symplectic formulations and known Hamiltonian structures of the problems. We consider the Hunter--Saxton equation, the modified…