Related papers: Preserving multiple first integrals by discrete gr…
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…
In this paper we consider bound-constrained mixed-integer optimization problems where the objective function is differentiable w.r.t.\ the continuous variables for every configuration of the integer variables. We mainly suggest to exploit…
We reconsider the variational derivation of symplectic partitioned Runge-Kutta schemes. Such type of variational integrators are of great importance since they integrate mechanical systems with high order accuracy while preserving the…
A notion of implicit difference equation on a Lie groupoid is introduced and an algorithm for extracting the integrable part (backward or/and forward) is formulated. As an application, we prove that discrete Lagrangian dynamics on a Lie…
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…
Variational integrators are well-suited for simulation of mechanical systems because they preserve mechanical quantities about a system such as momentum, or its change if external forcing is involved, and holonomic constraints. While they…
A hyperbolic integro-differential equation is considered, as a model problem, where the convolution kernel is assumed to be either smooth or no worse than weakly singular. Well-posedness of the problem is studied in the context of semigroup…
We study a particular class of autonomous Differential-Algebraic Equations that are equivalent to Ordinary Differential Equations on manifolds. Under appropriate assumptions we determine an easy-to-use straightforward formula for the…
Discrete dynamical systems over finite fields are investigated and their integrability is discussed. In particular, the discrete Painlev\'{e} equations and the discrete KdV equation are defined over finite fields and their special solutions…
We show that the distribution function of the first particle in a discrete orthogonal polynomial ensemble can be obtained through a certain recurrence procedure, if the (difference or q-) log-derivative of the weight function is rational.…
Some hyperbolic systems are known to include implicit preservation of differential constraints: these are for example the time conservation of the curl or the divergence of a vector that appear as an implicit constraint. In this article, we…
We investigate a method to compute a finite set of preliminary orbits for solar system bodies using the first integrals of the Kepler problem. This method is thought for the applications to the modern sets of astrometric observations, where…
An optimization-based approach for the Tucker tensor approximation of parameter-dependent data tensors and solutions of tensor differential equations with low Tucker rank is presented. The problem of updating the tensor decomposition is…
The classical notion of retraction map used to approximate geodesics is extended and rigorously defined to become a powerful tool to construct geometric integrators and it is called discretization map. Using the geometry of the tangent and…
We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient…
Following the discrete embedding formalism, we give a new derivation of the mid-point variational integrators as developed by J.M. Wendlandt and J.E. Marsden by defining an adapted order two discrete differential and integral calculus. This…
Classically, the time complexity of a first-order method is estimated by its number of gradient computations. In this paper, we study a more refined complexity by taking into account the `lingering' of gradients: once a gradient is computed…
Discrete gradient methods are well-known methods of Geometric Numerical Integration, which preserve the dissipation of gradient systems. The preservation of the dissipation of a system is an important feature in numerous image processing…
We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…
In this paper, we propose and analyse a novel class of exponential collocation methods for solving conservative or dissipative systems based on exponential integrators and collocation methods. It is shown that these novel methods can be of…