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This paper is to analyze the approximation solution of a split variational inclusion problem in the framework of infinite dimensional Hilbert spaces. For this purpose, several inertial hybrid and shrinking projection algorithms are proposed…

Optimization and Control · Mathematics 2024-09-17 Zheng Zhou , Bing Tan , Songxiao Li

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium…

Statistical Mechanics · Physics 2009-11-10 R Mannella

We present a non-canonically symplectic integration scheme tailored to numerically computing the post-Newtonian motion of a spinning black-hole binary. Using a splitting approach we combine the flows of orbital and spin contributions. In…

General Relativity and Quantum Cosmology · Physics 2010-05-25 Christian Lubich , Benny Walther , Bernd Bruegmann

Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

Computation · Statistics 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

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

Finite elasticity problems commonly include material and geometric nonlinearities and are solved using various numerical methods. However, for highly nonlinear problems, achieving convergence is relatively difficult and requires small load…

Numerical Analysis · Mathematics 2018-05-01 Yue Mei , Daniel E. Hurtado , Sanjay Pant , Ankush Aggarwal

In this paper we consider the possibility to use numerical simulations for a computer assisted analysis of integrability of dynamical systems. We formulate a rather general method of recovering the obstruction to integrability for the…

Dynamical Systems · Mathematics 2014-11-18 Vladimir Salnikov

Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that…

Numerical Analysis · Mathematics 2022-05-20 Congpei An , Hao-Ning Wu

For problems of time-harmonic scattering by polygonal obstacles, embedding formulae provide a useful means of computing the far-field coefficient induced by any incident plane wave, given the far-field coefficient of a relatively small set…

Numerical Analysis · Mathematics 2018-05-24 Andrew Gibbs , Stephen Langdon , Andrea Moiola

In mathematical finance, a process of calibrating stochastic volatility (SV) option pricing models to real market data involves a numerical calculation of integrals that depend on several model parameters. This optimization task consists of…

Numerical Analysis · Mathematics 2020-06-24 Josef Daněk , J. Pospíšil

We compare exponential-type integrators for the numerical time-propagation of the equations of motion arising in the multi-configuration time-dependent Hartree-Fock method for the approximation of the high-dimensional multi-particle…

Numerical Analysis · Mathematics 2019-05-15 Winfried Auzinger , Alexander Grosz , Harald Hofstätter , Othmar Koch

We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent…

Numerical Analysis · Mathematics 2017-02-23 Hugo Ricateau , Leticia F. Cugliandolo

It has previously been shown that varying the numerical timestep during a symplectic orbital integration leads to a random walk in energy and angular momentum, destroying the phase space-conserving property of symplectic integrators. Here…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 Nathan A. Kaib , Thomas Quinn , Ramon Brasser

The adaptive perturbation method decomposes a Hamiltonian by the diagonal elements and non-diagonal elements of the Fock state. The diagonal elements of the Fock state are solvable but can contain the information about coupling constants.…

High Energy Physics - Theory · Physics 2020-12-25 Chen-Te Ma

Collisions play an important role in many aspects of the physics of musical instruments. The striking action of a hammer or mallet in keyboard and percussion instruments is perhaps the most important example, but others include reed-beating…

Numerical Analysis · Mathematics 2014-05-13 Stefan Bilbao , Alberto Torin , Vasileios Chatziioannou

We construct complete sets of invariant quantities that are integrals of motion for two Hamiltonian systems obtained through a reduction procedure, thus proving that these systems are maximally superintegrable. We also discuss the reduction…

Mathematical Physics · Physics 2015-05-13 M. A. Rodriguez , P. Tempesta , P. Winternitz

We here investigate the efficient implementation of the energy-conserving methods named Hamiltonian Boundary Value Methods (HBVMs) recently introduced for the numerical solution of Hamiltonian problems. In this note, we describe an…

Numerical Analysis · Mathematics 2013-10-22 Luigi Brugnano , Gianluca Frasca Caccia , Felice Iavernaro

The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…

Condensed Matter · Physics 2009-10-22 S. J. B. Einchcomb , A. J. McKane

In this work, we address the numerical identification of entanglement in dynamical scenarios. To this end, we consider different programs based on the restriction of the evolution to the set of separable (i.e., non-entangled) states,…

Quantum Physics · Physics 2026-02-06 Christian Offen , Boris Wembe , Laura Ares , Jan Sperling , Sina Ober-Blöbaum