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In this paper, we propose and analyze semi-implicit numerical schemes for the stochastic wave equation (SWE) with general nonlinearity and multiplicative noise. These numerical schemes, called stochastic scalar auxiliary variable (SAV)…

Numerical Analysis · Mathematics 2022-08-30 Jianbo Cui , Jialin Hong , Liying Sun

The leapfrog integrator is widely used because of its excellent stability in molecular dynamics simulation. This is recognized as being due to the existence of a discrete variational structure of the equations. We introduce a modified…

Computational Physics · Physics 2015-06-12 A. C. Maggs

The nonlinear Schr\"{o}dinger (NLS) equation possesses an infinite hierarchy of conserved densities and the numerical preservation of some of these quantities is critical for accurate long-time simulations, particularly for multi-soliton…

Numerical Analysis · Mathematics 2023-09-06 Abhijit Biswas , David I. Ketcheson

In this work we demonstrate that SVD-based model reduction techniques known for ordinary differential equations, such as the proper orthogonal decomposition, can be extended to stochastic differential equations in order to reduce the…

Numerical Analysis · Mathematics 2024-02-01 Tomasz M. Tyranowski

In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…

Numerical Analysis · Mathematics 2014-12-04 Juergen Geiser

The long-time behaviour of splitting integrators applied to nonlinear Schr\"odinger equations in a weakly nonlinear setting is studied. It is proven that the energy is nearly conserved on long time intervals. The analysis includes all…

Numerical Analysis · Mathematics 2018-03-01 Ludwig Gauckler

We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on…

Numerical Analysis · Mathematics 2025-10-20 Jorge Cortes

Hamiltonian systems are known to conserve the Hamiltonian function, which describes the energy evolution over time. Obtaining a numerical spatio-temporal scheme that accurately preserves the discretized Hamiltonian function is often a…

Numerical Analysis · Mathematics 2023-10-10 Anand Srinivasan , Jose E. Castillo

This work proposes a suite of numerical techniques to facilitate the design of structure-preserving integrators for nonlinear dynamics. The celebrated LaBudde-Greenspan integrator and various energy-momentum schemes adopt a difference…

Numerical Analysis · Mathematics 2023-05-17 Ju Liu

We develop structure-preserving time integration schemes for Gaussian wave packet dynamics associated with the magnetic Schr\"odinger equation. The variational Dirac--Frenkel formulation yields a finite-dimensional Hamiltonian system for…

Numerical Analysis · Mathematics 2026-03-27 Sebastian Merk , Caroline Lasser

Geometric integrators of the Schr\"{o}dinger equation conserve exactly many invariants of the exact solution. Among these integrators, the split-operator algorithm is explicit and easy to implement, but, unfortunately, is restricted to…

Chemical Physics · Physics 2024-09-26 Seonghoon Choi , Jiří Vaníček

Structure-preserving algorithms and algorithms with uniform error bound have constituted two interesting classes of numerical methods. In this paper, we blend these two kinds of methods for solving nonlinear Hamiltonian systems with highly…

Numerical Analysis · Mathematics 2021-02-08 Bin Wang , Yaolin Jiang

We perform a numerical analysis of a class of randomly perturbed {H}amiltonian systems and {P}oisson systems. For the considered additive noise perturbation of such systems, we show the long time behavior of the energy and quadratic…

Numerical Analysis · Mathematics 2021-04-29 David Cohen , Gilles Vilmart

This paper presents a structure-preserving spatial discretization method for distributed parameter port-Hamiltonian systems. The class of considered systems are hyperbolic systems of two conservation laws in arbitrary spatial dimension and…

Numerical Analysis · Mathematics 2021-08-11 Flávio Luiz Cardoso-Ribeiro , Denis Matignon , Laurent Lefèvre

We propose a variational symplectic numerical method for the time integration of dynamical systems issued from the least action principle. We assume a quadratic internal interpolation of the state and we approximate the action in a small…

Numerical Analysis · Mathematics 2024-06-25 François Dubois , Juan Antonio Rojas-Quintero

In this paper a nonlinear coupled Schrodinger system in the presence of mixed cubic and superlinear power laws is considered. A non standard numerical method is developed to approximate the solutions in higher dimensional case. The idea…

Numerical Analysis · Mathematics 2018-05-16 Abdurahman F. Aljohani , Anouar Ben Mabrouk

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

This paper aims at developing exactly energy-conservative and structure-preserving finite volume schemes for the discretisation of first-order symmetric-hyperbolic and thermodynamically compatible (SHTC) systems of partial differential…

Numerical Analysis · Mathematics 2026-01-01 Alessia Lucca , Michael Dumbser

In this short note, we present a multi-symplectic structure of the Serre-Green-Naghdi (SGN) equations modelling nonlinear long surface waves in shallow water. This multi-symplectic structure allow the use of efficient finite difference or…

Analysis of PDEs · Mathematics 2020-02-20 Marx Chhay , Denys Dutykh , Didier Clamond

The interaction between two co-propagating electrostatic wavepackets characterized by arbitrary carrier wavenumber is considered. A one-dimensional (1D) non-magnetized plasma model is adopted, consisting of a cold inertial ion fluid…

Plasma Physics · Physics 2024-03-26 N. Lazarides , Giorgos P. Veldes , Amaria Javed , Ioannis Kourakis