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A Lie system is a non-autonomous system of first-order ordinary differential equations whose general solution can be written via an autonomous function, a so-called (nonlinear) superposition rule of a finite number of particular solutions…

Optimization and Control · Mathematics 2023-06-23 L. Blanco , F. Jiménez , J. de Lucas , C. Sardón

Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…

Quantum Physics · Physics 2024-09-26 Roya Moghaddasi Fereidani , Jiří J. L. Vaníček

We study symplectic numerical integration of mechanical systems with a Hamiltonian specified in non-canonical coordinates and its application to guiding-center motion of charged plasma particles in magnetic confinement devices. The…

Computational Physics · Physics 2020-01-29 Christopher G. Albert , Sergei V. Kasilov , Winfried Kernbichler

We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter $H\in(1/4,1/2]$. We indicate that the phase flow preserves the symplectic…

Numerical Analysis · Mathematics 2018-03-20 Jialin Hong , Chuying Huang , Xu Wang

We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the…

Numerical Analysis · Mathematics 2007-10-16 Simon J. A. Malham , Anke Wiese

We construct explicit integrators of arbitrary even orders of accuracy for massive point vortex dynamics in binary mixture of Bose--Einstein condensates proposed by Richaud et al. The integrators are symplectic and preserve the angular…

Quantum Gases · Physics 2026-05-01 Tomoki Ohsawa

Variational integrators have traditionally been constructed from the perspective of Lagrangian mechanics, but there have been recent efforts to adopt discrete variational approaches to the symplectic discretization of Hamiltonian mechanics…

Numerical Analysis · Mathematics 2022-02-10 Brian Tran , Melvin Leok

We consider a Lagrangian system $L(q,\dot q) = \sum_{l=1}^{N}L^{\{l\}}(q,\dot q)$, where the $q$-variable is treated by a Generalized Additive Runge--Kutta (GARK) method. Applying the technique of discrete variations, we show how to…

Numerical Analysis · Mathematics 2020-08-05 Antonella Zanna

A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…

Numerical Analysis · Mathematics 2012-08-24 H. de la Cruz , R. J. Biscay , J. C. Jimenez , F. Carbonell

We develop Chebyshev symplectic methods based on Chebyshev orthogonal polynomials of the first and second kind separately in this paper. Such type of symplectic methods can be conveniently constructed with the newly-built theory of weighted…

Numerical Analysis · Mathematics 2025-07-23 Wensheng Tang

In this paper, we are concerned with the construction and analysis of a new class of methods obtained as double jump compositions with complex coefficients and projection on the real axis. It is shown in particular that the new integrators…

Numerical Analysis · Mathematics 2020-05-27 Fernando Casas , Philippe Chartier , Alejandro Escorihuela-Tomas , Yong Zhang

One of the most classical pairs of symplectic and conjugate-symplectic schemes is given by the Midpoint method (the Gauss-Runge-Kutta method of order 2) and the Trapezoidal rule. These can be interpreted as compositions of the Implicit and…

Numerical Analysis · Mathematics 2025-11-05 Felice Iavernaro , Francesca Mazzia , Ernst Hairer

Based on reasonable testing model problems, we study the preservation by symplectic Runge-Kutta method (SRK) and symplectic partitioned Runge-Kutta method (SPRK) of structures for fixed points of linear Hamiltonian systems. The…

Numerical Analysis · Mathematics 2008-02-18 Xiaohua Ding , Hongyu Liu , Zaijiu Shang , Geng Sun , Lingshu Wang

We are studying Runge-Kutta methods along complex paths of integration from a geometric point of view. Thereby we derive special complex time grids, which applied to the problem of integrating a linear autonomous system of ordinary…

Numerical Analysis · Mathematics 2009-03-10 Thorsten Orendt , Jürgen Richter-Gebert , Michael Schmid

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

Efficient fourth order symplectic integrators are proposed for numerical integration of separable Hamiltonian systems H(p,q)=T(p)+V(q). Symmetric splitting coefficients with five to nine stages are obtained by higher order decomposition of…

Quantum Physics · Physics 2015-02-10 Kristian Mads Egeris Nielsen

In recent publications, the construction of explicit symplectic integrators for Schwarzschild and Kerr type spacetimes is based on splitting and composition methods for numerical integrations of Hamiltonians or time-transformed Hamiltonians…

General Relativity and Quantum Cosmology · Physics 2022-03-30 Naying Zhou , Hongxing Zhang , Wenfang Liu , Xin Wu

Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…

We propose an extended framework for continuous-stage Runge-Kutta methods which enables us to treat more complicated cases especially for the case weighting on infinite intervals. By doing this, various types of weighted orthogonal…

Numerical Analysis · Mathematics 2025-07-23 Wensheng Tang

We propose an implementation of symplectic implicit Runge-Kutta schemes for highly accurate numerical integration of non-stiff Hamiltonian systems based on fixed point iteration. Provided that the computations are done in a given floating…

Numerical Analysis · Mathematics 2017-02-14 Mikel Antoñana , Joseba Makazaga , Ander Murua