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Force-gradient decomposition methods are used to improve the energy preservation of symplectic schemes applied to Hamiltonian systems. If the potential is composed of different parts with strongly varying dynamics, this multirate potential…

Numerical Analysis · Mathematics 2013-12-12 Dmitry Shcherbakov , Matthias Ehrhardt , Michael Günther , Michael Peardon

In this note, we propose a symplectic algorithm for the stable manifolds of the Hamilton-Jacobi equations combined with an iterative procedure in [Sakamoto-van~der Schaft, IEEE Transactions on Automatic Control, 2008]. Our algorithm…

Optimization and Control · Mathematics 2021-08-16 Guoyuan Chen , Gaosheng Zhu

We introduce a class of fourth order symplectic algorithms that are ideal for doing long time integration of gravitational few-body problems. These algorithms have only positive time steps, but require computing the force gradient in…

Astrophysics · Physics 2007-05-23 Siu A. Chin , C. R. Chen

We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…

Numerical Analysis · Mathematics 2019-10-29 Sergio Blanes , Fernando Casas , Mechthild Thalhammer

We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…

Numerical Analysis · Mathematics 2022-06-23 Lei Li , Lin Liu , Yuzhou Peng

The port-Hamiltonian approach presents an energy-based modeling of dynamical systems with energy-conservative and energy-dissipative parts as well as an interconnection over the so-called ports. In this paper, we apply an operator splitting…

Numerical Analysis · Mathematics 2023-04-05 Andreas Frommer , Michael Günther , Björn Liljegren-Sailer , Nicole Marheineke

Symplectic integrators separate a problem into parts that can be solved in isolation, alternately advancing these sub-problems to approximate the evolution of the complete system. Problems with a single, dominant mass can use mixed-variable…

Instrumentation and Methods for Astrophysics · Physics 2018-12-26 John E Chambers

A dynamic iteration scheme for linear differential-algebraic port-Hamil\-tonian systems based on Lions-Mercier-type operator splitting methods is developed. The dynamic iteration is monotone in the sense that the error is decreasing and no…

Numerical Analysis · Mathematics 2023-09-26 Andreas Bartel , Michael Günther , Birgit Jacob , Timo Reis

A novel symplectic integrator for Hamiltonian equations on $S_2^n \times T^{\ast} \RR^m$ is developed and studied. Partitioned Runge--Kutta methods for Hamiltonian systems on products of Hamiltionian manifolds are studied, specifically,…

Numerical Analysis · Mathematics 2018-09-18 Geir Bogfjellmo

We explore the utilization of higher-order discretization techniques in optimizing the gate count needed for quantum computer based solutions of partial differential equations. To accomplish this, we present an efficient approach for…

Quantum Physics · Physics 2024-12-30 Boris Arseniev , Dmitry Guskov , Richik Sengupta , Igor Zacharov

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

Solving quaternion kinematical differential equations is one of the most significant problems in the automation, navigation, aerospace and aeronautics literatures. Most existing approaches for this problem neither preserve the norm of…

Systems and Control · Computer Science 2016-10-26 Hong-Yan Zhang , Lu-Sha Zhou , Zi-Hao Wang , Long Ma , Yi-Fan Niu

In recent decades, there have been many attempts to construct symplectic integrators with variable time steps, with rather disappointing results. In this paper we identify the causes for this lack of performance, and find that they fall…

Computational Physics · Physics 2015-05-30 A S Richardson , J M Finn

This work presents a nonintrusive physics-preserving method to learn reduced-order models (ROMs) of canonical Hamiltonian systems. Traditional intrusive projection-based model reduction approaches utilize symplectic Galerkin projection to…

Numerical Analysis · Mathematics 2021-12-14 Harsh Sharma , Zhu Wang , Boris Kramer

We derived a condition under which a coupled system consisting of two finite-dimensional Hamiltonian systems becomes a Hamiltonian system. In many cases, an industrial system can be modeled as a coupled system of some subsystems. Although…

Numerical Analysis · Mathematics 2021-12-28 Shunpei Terakawa , Takaharu Yaguchi

The Allen-Cahn equation is solved numerically by operator splitting Fourier spectral methods. The basic idea of the operator splitting method is to decompose the original problem into sub-equations and compose the approximate solution of…

Numerical Analysis · Mathematics 2015-02-10 Jaemin Shin , Hyun Geun Lee , June-Yub Lee

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

Operator splitting is a popular divide-and-conquer strategy for solving differential equations. Typically, the right-hand side of the differential equation is split into a number of parts that are then integrated separately. Many methods…

Numerical Analysis · Mathematics 2023-08-14 Raymond J. Spiteri , Arash Tavassoli , Siqi Wei , Andrei Smolyakov

In previous papers, explicit symplectic integrators were designed for nonrotating black holes, such as a Schwarzschild black hole. However, they fail to work in the Kerr spacetime because not all variables can be separable, or not all…

General Relativity and Quantum Cosmology · Physics 2021-06-24 Xin Wu , Ying Wang , Wei Sun , Fuyao Liu

In this paper, we introduce a new simple approach to developing and establishing the convergence of splitting methods for a large class of stochastic differential equations (SDEs), including additive, diagonal and scalar noise types. The…

Numerical Analysis · Mathematics 2024-03-11 James Foster , Goncalo dos Reis , Calum Strange