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Mathematical models with time dependent parameters are of great interest in financial Mathematics because they capture real life scenarios in the financial market. In this study, via the Lie group technique, we analyse evolution-type…

Pricing of Securities · Quantitative Finance 2015-03-12 Michael Okelola , Keshlan Govinder

This paper is devoted to the numerical symplectic approximation of the charged-particle dynamics (CPD) with arbitrary electromagnetic fields. By utilizing continuous-stage methods and exponential integrators, a general class of symplectic…

Numerical Analysis · Mathematics 2022-07-05 Ting Li , Bin Wang

This article describes a method devised for efficient evaluation of arbitrary static magnetic and electric fields in a source free region needed for long time tracking of charged particles. Field values given on the boundary of the region…

Accelerator Physics · Physics 2019-09-27 Lajos Bojtar

We introduce a new class of quantum models with time-dependent Hamiltonians of a special scaling form. By using a couple of time-dependent unitary transformations, the time evolution of these models is expressed in terms of related systems…

Quantum Physics · Physics 2009-11-07 L. Samaj

Two types of particles, A and B with their corresponding antiparticles, are defined in a one dimensional cyclic lattice with an odd number of sites. In each step of time evolution, each particle acts as a source for the polarization field…

Quantum Physics · Physics 2009-10-31 A. C. de la Torre

We consider a second order linear evolution equation with a dissipative term multiplied by a time-dependent coefficient. Our aim is to design the coefficient in such a way that all solutions decay in time as fast as possible. We discover…

Analysis of PDEs · Mathematics 2015-06-24 Marina Ghisi , Massimo Gobbino , Alain Haraux

Symplectic integration algorithms are well-suited for long-term integrations of Hamiltonian systems because they preserve the geometric structure of the Hamiltonian flow. However, this desirable property is generally lost when adaptive…

Astrophysics · Physics 2025-10-20 Miguel Preto , Scott Tremaine

In a previous work we considered a two-dimensional lattice of particles and calculated its time evolution by using an interaction law based on the spatial position of the particles themselves. The model reproduced the behaviour of…

Computational Engineering, Finance, and Science · Computer Science 2020-03-27 Ramiro dell'Erba

Symplectic integrator plays a pivotal role in the long-term tracking of charged particles within accelerators. To get symplectic maps in accurate simulation of single-particle trajectories, two key components are addressed: precise…

Accelerator Physics · Physics 2025-03-10 Jie Li , Kedong Wang , Kai Wang , Xu Zhang , Xueqing Yan , Kun Zhu

Multisymplectic variational integrators are structure preserving numerical schemes especially designed for PDEs derived from covariant spacetime Hamilton principles. The goal of this paper is to study the properties of the temporal and…

Numerical Analysis · Mathematics 2013-10-18 François Demoures , François Gay-Balmaz , Tudor S. Ratiu

Elegant integration schemes of second and fourth order for simulations of rigid body systems are presented which treat translational and rotational motion on the same footing. This is made possible by a recent implementation of the exact…

Soft Condensed Matter · Physics 2007-05-23 Ramses van Zon , Jeremy Schofield

We present and study a Particle method for the stationary solutions of a class of transport equations. This method is inspired by non-stationary Particle methods, the time variable being replaced by one spatial variable. Particles…

Numerical Analysis · Mathematics 2025-11-13 Rafael Bailo , Julie Binard , Pierre Degond , Pascal Noble

Using the method of equivariant moving frames, we present a procedure for constructing symmetry-preserving finite element methods for second-order ordinary differential equations. Using the method of lines, we then indicate how our…

Numerical Analysis · Mathematics 2018-03-28 Alexander Bihlo , Francis Valiquette

We study the time evolution of an ideal system composed of two harmonic oscillators coupled through a quadratic Hamiltonian with arbitrary interaction strength. We solve its dynamics analytically by employing tools from symplectic geometry.…

We present local distributed, stochastic algorithms for \emph{alignment} in self-organizing particle systems (SOPS) on two-dimensional lattices, where particles occupy unique sites on the lattice, and particles can make spatial moves to…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-15 Hridesh Kedia , Shunhao Oh , Dana Randall

A transition from asymmetric to symmetric patterns in time-dependent extended systems is described. It is found that one dimensional cellular automata, started from fully random initial conditions, can be forced to evolve into complex…

Cellular Automata and Lattice Gases · Physics 2007-05-23 J. R. Sanchez , R. Lopez-Ruiz

We analyze composition methods with complex coefficients exhibiting the so-called ``symmetry-conjugate'' pattern in their distribution. In particular, we study their behavior with respect to preservation of qualitative properties when…

Numerical Analysis · Mathematics 2021-01-12 Sergio Blanes , Fernando Casas , Philippe Chartier , Alejandro Escorihuela-Tomàs

By the simple finite element method, we study the symplectic, multisymplectic structures and relevant preserving properties in some semi-linear elliptic boundary value problem in one-dimensional and two-dimensional spaces respectively. We…

High Energy Physics - Theory · Physics 2007-05-23 Han-Ying Guo , Xiao-mei Ji , Yu-Qi Li , Ke Wu

Within the scope of a spherically symmetric space-time we study the role of different types of matter in the formation of different configurations with spherical symmetries. Here we have considered matter with barotropic equation of state,…

General Relativity and Quantum Cosmology · Physics 2021-11-22 Bijan Saha

Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with…

Probability · Mathematics 2016-10-12 Etienne Emmrich , David Šiška