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We consider systems of ordinary differential equations with known first integrals. The notion of a discrete tangent space is introduced as the orthogonal complement of an arbitrary set of discrete gradients. Integrators which exactly…

Numerical Analysis · Mathematics 2015-05-20 Morten Dahlby , Brynjulf Owren , Takaharu Yaguchi

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…

Mathematical Physics · Physics 2014-05-08 J. W. Burby , C. L. Ellison , H. Qin

We present the multiplier method of constructing conservative finite difference schemes for ordinary and partial differential equations. Given a system of differential equations possessing conservation laws, our approach is based on…

Numerical Analysis · Mathematics 2016-01-12 Andy T. S. Wan , Alexander Bihlo , Jean-Christophe Nave

This paper investigates a class of non-autonomous highly oscillatory ordinary differential equations characterized by a linear component inversely proportional to a small parameter $\varepsilon$, with purely imaginary eigenvalues, and an…

Numerical Analysis · Mathematics 2026-02-05 Zhihao Qi , Weibing Deng , Fuhai Zhu

We propose a structure-preserving finite difference scheme for the Cahn-Hilliard equation with a dynamic boundary condition using the discrete variational derivative method (DVDM). In this approach, it is important and essential how to…

Numerical Analysis · Mathematics 2020-07-17 Makoto Okumura , Takeshi Fukao , Daisuke Furihata , Shuji Yoshikawa

In this paper we study linear projection methods for approximating the solution and simultaneously preserving first integrals of autonomous ordinary differential equations. We show that (linear) projection methods are a subset of discrete…

Numerical Analysis · Mathematics 2015-11-05 R. A. Norton , D. I. McLaren , G. R. W. Quispel , A. Stern , A. Zanna

Evolutionary partial differential equations play a crucial role in many areas of science and engineering. Spatial discretization of these equations leads to a system of ordinary differential equations which can then be solved by numerical…

Numerical Analysis · Mathematics 2024-11-22 F. K. J. Niggl

A new exponentially fitted version of the Discrete Variational Derivative method for the efficient solution of oscillatory complex Hamiltonian Partial Differential Equations is proposed. When applied to the nonlinear Schroedinger equation,…

Numerical Analysis · Mathematics 2022-02-02 Dajana Conte , Gianluca Frasca-Caccia

Predicting observables in equilibrium states is a central yet notoriously hard question in quantum many-body systems. In the physically relevant thermodynamic limit, certain mathematical formulations of this task have even been shown to…

Quantum Physics · Physics 2025-08-15 Hamza Fawzi , Omar Fawzi , Samuel O. Scalet

In this work we propose a new, arbitrary order space-time finite element discretisation for Hamiltonian PDEs in multisymplectic formulation. We show that the new method which is obtained by using both continuous and discontinuous…

Numerical Analysis · Mathematics 2021-08-18 Elena Celledoni , James Jackaman

We consider the numerical simulation of Hamiltonian systems of ordinary differential equations. Two features of Hamiltonian systems are that energy is conserved along trajectories and phase space volume is preserved by the flow. We want to…

Numerical Analysis · Mathematics 2007-05-23 P. F. Tupper

Contact integrators are a family of geometric numerical schemes which guarantee the conservation of the contact structure. In this work we review the construction of both the variational and Hamiltonian versions of these methods. We…

Numerical Analysis · Mathematics 2021-06-22 Alessandro Bravetti , Marcello Seri , Federico Zadra

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

Neural ordinary differential equations (NODEs) are an effective approach for data-driven modeling of dynamical systems arising from simulations and experiments. One of the major shortcomings of NODEs, especially when coupled with explicit…

Numerical Analysis · Mathematics 2025-12-30 Allen Alvarez Loya , Daniel A. Serino , J. W. Burby , Qi Tang

We present a novel methodology for constructing arbitrarily high-order structure-preserving methods tailored for damped Hamiltonian systems. This method combines the idea of exponential integrator and energy-preserving collocation methods,…

Numerical Analysis · Mathematics 2024-08-14 Lu Li

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

The two-dimensional n-body problem of classical mechanics is a non-integrable Hamiltonian system for n > 2. Traditional numerical integration algorithms, which are polynomials in the time step, typically lead to systematic drifts in the…

Computational Physics · Physics 2009-11-07 Oksana Kotovych , John C. Bowman

We present a systematic hierarchy of approximations for {\it local} exact-decoupling of four-component quantum chemical Hamiltonians based on the Dirac equation. Our ansatz reaches beyond the trivial local approximation that is based on a…

Chemical Physics · Physics 2012-06-28 Daoling Peng , Markus Reiher

We present a family of multistep integrators based on the Adams-Bashforth methods. These schemes can be constructed for arbitrary convergence order with arbitrary step size variation. The step size can differ between different subdomains of…

Numerical Analysis · Mathematics 2020-06-19 William Throwe , Saul A. Teukolsky

The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…

Numerical Analysis · Mathematics 2022-04-26 Yadira Hernández-Solano , Miguel Atencia
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