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Recently, the numerical solution of stiffly/highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time. While a theoretical analysis of this spectral approach…

Numerical Analysis · Mathematics 2025-01-20 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

In this paper, we present a novel class of high-order energy-preserving schemes for solving the Zakharov-Rubenchik equations. The main idea of the scheme is first to introduce an quadratic auxiliary variable to transform the Hamiltonian…

Numerical Analysis · Mathematics 2022-11-30 Gengen Zhang , Chaolong Jiang , Hao Huang

In this paper, we present a novel strategy to systematically construct linearly implicit energy-preserving schemes with arbitrary order of accuracy for Hamiltonian PDEs. Such novel strategy is based on the newly developed exponential scalar…

Numerical Analysis · Mathematics 2023-07-27 Yonghui Bo , Yushun Wang , Wenjun Cai

An explicit numerical strategy that practically preserves invariants is derived for conservative systems by combining an explicit high-order Runge-Kutta (RK) scheme with a simple modification of the standard projection approach, which is…

Numerical Analysis · Mathematics 2020-09-16 Wenjun Cai , Yuezheng Gong , Yushun Wang

In this paper, we treat extended balancing for continuous-time linear time-invariant systems, and we address the problem of structure-preserving model reduction of the subclass of port-Hamiltonian systems. We establish sufficient conditions…

Systems and Control · Electrical Eng. & Systems 2020-01-06 Pablo Borja , Jacquelien M. A. Scherpen , Kenji Fujimoto

Using a recent characterization of energy-preserving B-series, we derive the explicit conditions on the coefficients of a Runge-Kutta method that ensure energy preservation (for Hamiltonian systems) up to a given order in the step size,…

Numerical Analysis · Mathematics 2025-01-24 Gabriel A. Barrios de León , David I. Ketcheson , Hendrik Ranocha

In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for…

Numerical Analysis · Mathematics 2022-03-03 Shun Sato , Yuto Miyatake , John C. Butcher

We study Hamiltonian flows in a real separable Hilbert space endowed with a symplectic structure. Measures on the Hilbert space that are invariant with respect to the flows of completely integrable Hamiltonian systems are investigated.…

Mathematical Physics · Physics 2024-10-10 Vladimir Glazatov , Vsevolod Sakbaev

In this work, we present a modification of explicit Runge-Kutta temporal integration schemes that guarantees the preservation of any locally-defined quasiconvex set of bounds for the solution. These schemes operate on the basis of a…

Numerical Analysis · Mathematics 2023-01-18 Tarik Dzanic , Will Trojak , Freddie D. Witherden

We study the hyperbolic approximation of the Benjamin-Bona-Mahony (BBM) equation proposed recently by Gavrilyuk and Shyue (2022). We develop asymptotic-preserving numerical methods using implicit-explicit (additive) Runge-Kutta methods that…

Numerical Analysis · Mathematics 2025-11-18 Sebastian Bleecke , Abhijit Biswas , David I. Ketcheson , Hendrik Ranocha , Jochen Schutz

We prove that the recently developed semiexplicit symplectic integrators for non-separable Hamiltonian systems preserve any linear and quadratic invariants possessed by the Hamiltonian systems. This is in addition to being symmetric and…

Numerical Analysis · Mathematics 2023-06-06 Tomoki Ohsawa

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…

Numerical Analysis · Mathematics 2021-03-31 Yuwen Li , Xinyuan Wu

In this paper, we propose a second-order energy-conserving approximation procedure for Hamiltonian systems with holonomic constraints. The derivation of the procedure relies on the use of the so-called line integral framework. We provide…

Numerical Analysis · Mathematics 2018-01-09 Luigi Brugnano , Gianmarco Gurioli , Felice Iavernaro , Ewa B. Weinmueller

In this note we discuss the construction of high order asymptotic preserving numerical schemes for the Boltzmann equation. The methods are based on the use of Implicit-Explicit (IMEX) Runge-Kutta methods combined with a penalization…

Numerical Analysis · Mathematics 2012-02-24 Giacomo Dimarco , Lorenzo Pareschi

In this paper, a family of arbitrarily high-order structure-preserving exponential Runge-Kutta methods are developed for the nonlinear Schr\"odinger equation by combining the scalar auxiliary variable approach with the exponential…

Numerical Analysis · Mathematics 2020-09-15 Jin Cui , Zhuangzhi Xu , Yushun Wang , Chaolong Jiang

In this work, we develop a class of up to third-order energy-stable schemes for the Cahn--Hilliard equation. Building on Lawson's integrating factor Runge--Kutta method, which is widely used for stiff semilinear equations, we discuss its…

Numerical Analysis · Mathematics 2024-11-26 Haifeng Wang , Jingwei Sun , Hong Zhang , Xu Qian , Songhe Song

We report a few sumerical tests comparing some newly defined energy-preserving integrators and symplectic methods, using either constant and variable stepsize.

Numerical Analysis · Mathematics 2010-09-30 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

Numerical Analysis · Mathematics 2023-06-13 Ibrahim Almuslimani , Nicolas Crouseilles

It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity…

Numerical Analysis · Mathematics 2015-06-22 J. M. Sanz-Serna

Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…

Numerical Analysis · Mathematics 2022-08-10 Jialin Hong , Baohui Hou , Qiang Li , Liying Sun