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Symplectic integrators are a foundation to the study of dynamical $N$-body phenomena, at scales ranging from from planetary to cosmological. These integrators preserve the Poincar\'e invariants of Hamiltonian dynamics. The $N$-body…

Earth and Planetary Astrophysics · Physics 2019-10-09 David M. Hernandez

Starting from a contact Hamiltonian description of Li\'enard systems, we introduce a new family of explicit geometric integrators for these nonlinear dynamical systems. Focusing on the paradigmatic example of the van der Pol oscillator, we…

Numerical Analysis · Mathematics 2021-12-08 Federico Zadra , Alessandro Bravetti , Marcello Seri

In this note we develop a fully explicit cut finite element method for the wave equation. The method is based on using a standard leap frog scheme combined with an extension operator that defines the nodal values outside of the domain in…

Numerical Analysis · Mathematics 2020-11-12 Erik Burman , Peter Hansbo , Mats G. Larson

A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al., and later generalized to the Riemannian manifold setting in Duruisseaux and Leok. This variational framework was…

Numerical Analysis · Mathematics 2022-05-18 Valentin Duruisseaux , Melvin Leok

We consider the geometric numerical integration of Hamiltonian systems subject to both equality and "hard" inequality constraints. As in the standard geometric integration setting, we target long-term structure preservation. We…

Numerical Analysis · Mathematics 2011-06-02 Danny M. Kaufman , Dinesh K. Pai

We propose and analyze an unfitted finite element method for solving elliptic problems on domains with curved boundaries and interfaces. The approximation space on the whole domain is obtained by the direct extension of the finite element…

Numerical Analysis · Mathematics 2021-12-28 Fanyi Yang , Xiaoping Xie

We leverage path differentiability and a recent result on nonsmooth implicit differentiation calculus to give sufficient conditions ensuring that the solution to a monotone inclusion problem will be path differentiable, with formulas for…

Machine Learning · Computer Science 2023-09-29 Jérôme Bolte , Edouard Pauwels , Antonio Silveti-Falls

We introduce a constructive method that provides the local solution of general implicit systems in arbitrary dimension via Hamiltonian type equations. A variant of this approach constructs parametrizations of the manifold, extending the…

Classical Analysis and ODEs · Mathematics 2019-09-18 Dan Tiba

We propose a sequential homotopy method for the solution of mathematical programming problems formulated in abstract Hilbert spaces under the Guignard constraint qualification. The method is equivalent to performing projected backward Euler…

Optimization and Control · Mathematics 2024-08-15 Andreas Potschka , Hans Georg Bock

We introduce a second-order numerical scheme for compressible atmospheric motions at small to planetary scales. The collocated finite volume method treats the advection of mass, momentum, and mass-weighted potential temperature in…

Numerical Analysis · Mathematics 2020-01-08 Tommaso Benacchio , Rupert Klein

In this paper, we investigate the use of a mass lumped fully explicit time stepping scheme for the discretisation of the wave equation with underlying material parameters that vary at arbitrarily fine scales. We combine the leapfrog scheme…

Numerical Analysis · Mathematics 2021-09-08 Sjoerd Geevers , Roland Maier

This work presents a novel formulation and numerical strategy for the simulation of geometrically nonlinear structures. First, a non-canonical Hamiltonian (Poisson) formulation is introduced by including the dynamics of the stress tensor.…

Numerical Analysis · Mathematics 2025-10-27 Andrea Brugnoli , Denis Matignon , Joseph Morlier

The evolution of any factorized time-reversible symplectic integrators, when applied to the harmonic oscillator, can be exactly solved in a closed form. The resulting modified Hamiltonians demonstrate the convergence of the Lie series…

Mathematical Physics · Physics 2009-11-10 Siu A. Chin , Sante R. Scuro

Recently, Ciambelli, Leigh, and Pai (CLP) [arXiv:2111.13181] have shown that nonzero charges integrating Hamilton's equation can be defined for all diffeomorphisms acting near the boundary of a subregion in a gravitational theory. This is…

High Energy Physics - Theory · Physics 2022-07-13 Antony J. Speranza

A class of elliptic-hyperbolic equations is placed in the context of a geometric variational theory, in which the change of type is viewed as a change in the character of an underlying metric. A fundamental example of a metric which changes…

Mathematical Physics · Physics 2009-11-13 Thomas H. Otway

A new fast multipole formulation for solving elliptic difference equations on unbounded domains and its parallel implementation are presented. These difference equations can arise directly in the description of physical systems, e.g.…

Computational Physics · Physics 2016-04-08 Sebastian Liska , Tim Colonius

We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian $H$ as $H_0(\theta,p)+U_1(\theta)$, where $H_0$ is quadratic and $U_1$ small. We show that, in general, such samplers suffer from stepsize stability…

Computation · Statistics 2022-07-18 Fernando Casas , Jesús María Sanz-Serna , Luke Shaw

We formulate and analyze a multiscale method for an elliptic problem with an oscillatory coefficient based on a skeletal (hybrid) formulation. More precisely, we employ hybrid discontinuous Galerkin approaches and combine them with the…

Numerical Analysis · Mathematics 2025-02-03 Peipei Lu , Roland Maier , Andreas Rupp

We propose new semi-implicit numerical methods for the integration of the stochastic Landau-Lifshitz equation with built-in angular momentum conservation. The performance of the proposed integrators is tested on the 1D Heisenberg chain. For…

Mesoscale and Nanoscale Physics · Physics 2013-11-26 J. H. Mentink , M. V. Tretyakov , A. Fasolino , M. I. Katsnelson , Th. Rasing

In this work, we propose a mixed finite element method for solving elliptic multiscale problems based on a localized orthogonal decomposition (LOD) of Raviart-Thomas finite element spaces. It requires to solve local problems in small…

Numerical Analysis · Mathematics 2016-06-21 Fredrik Hellman , Patrick Henning , Axel Målqvist