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Recently, a new family of integrators (Hamiltonian Boundary ValueMethods) has been introduced, which is able to precisely conserve the energy function of polynomial Hamiltonian systems and to provide a practical conservation of the energy…

Numerical Analysis · Mathematics 2010-10-19 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

In this paper, we formulate and analyse exponential integrations when applied to nonlinear Schr\"{o}dinger equations in a normal or highly oscillatory regime. A kind of exponential integrators with energy preservation, optimal convergence…

Numerical Analysis · Mathematics 2021-01-26 Bin Wang , Yaolin Jiang

This work proposes a hyper-reduction method for nonlinear parametric dynamical systems characterized by gradient fields such as Hamiltonian systems and gradient flows. The gradient structure is associated with conservation of invariants or…

Numerical Analysis · Mathematics 2023-07-24 Cecilia Pagliantini , Federico Vismara

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…

Numerical Analysis · Mathematics 2017-03-06 Xuefeng Shen , Melvin Leok

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…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Leonardo Colombo , Manuela Gamonal Fernández , David Martín de Diego

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…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

In this paper we design discrete port-Hamiltonian systems systematically in two different ways, by applying discrete gradient methods and splitting methods respectively. The discrete port-Hamiltonian systems we get satisfy a discrete notion…

Numerical Analysis · Mathematics 2017-06-28 Elena Celledoni , Eirik Hoel Høiseth

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…

Numerical Analysis · Mathematics 2026-01-06 Philipp L. Kinon , Riccardo Morandin , Philipp Schulze

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…

Dynamical Systems · Mathematics 2022-11-30 Jacky Cresson , Rouba Safi

Many differential equations with physical backgrounds are described as gradient systems, which are evolution equations driven by the gradient of some functionals, and such problems have energy conservation or dissipation properties. For…

Numerical Analysis · Mathematics 2023-08-07 Tomoya Kemmochi

In this paper we introduce discrete gradient methods to discretize irreversible port-Hamiltonian systems showing that the main qualitative properties of the continuous system are preserved using this kind discretizations methods.

Numerical Analysis · Mathematics 2023-03-15 Alexandre Anahory Simoes , David Martín de Diego , Bernhard Maschke

Hamiltonian systems are differential equations which describe systems in classical mechanics, plasma physics, and sampling problems. They exhibit many structural properties, such as a lack of attractors and the presence of conservation…

Numerical Analysis · Mathematics 2022-01-14 Christian Offen , Sina Ober-Blöbaum

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…

Machine Learning · Computer Science 2025-12-10 Harsh Choudhary , Chandan Gupta , Vyacheslav Kungurtsev , Melvin Leok , Georgios Korpas

There is a growing interest in the conservation of invariants when numerically solving a system of ordinary differential equations. Methods that exactly preserve these quantities in time are known as geometric integrators. In this paper we…

Numerical Analysis · Mathematics 2015-05-14 Artur Palha , Marc Gerritsma

Preservation of linear and quadratic invariants by numerical integrators has been well studied. However, many systems have linear or quadratic observables that are not invariant, but which satisfy evolution equations expressing important…

Numerical Analysis · Mathematics 2025-06-02 Robert I. McLachlan , Ari Stern

Numerical algorithms based on variational and symplectic integrators exhibit special features that make them promising candidates for application to general relativity and other constrained Hamiltonian systems. This paper lays part of the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 David Brown

We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We…

Numerical Analysis · Mathematics 2020-02-14 Xiaocheng Shang , Hans Christian Öttinger

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…

Quantum Physics · Physics 2025-02-25 Hsuan-Cheng Wu , Xiantao Li

A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is…

Numerical Analysis · Mathematics 2011-05-05 Morten Dahlby , Brynjulf Owren

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for…

Numerical Analysis · Mathematics 2014-11-07 Leonardo Colombo , Sebastián Ferraro , David Martín de Diego