Related papers: Explicit methods in extended phase space for insep…
In this paper we generalize and improve a recently developed domain decomposition preconditioner for the iterative solution of discretized Helmholtz equations. We introduce an improved method for transmission at the internal boundaries…
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…
We propose and analyse a novel surface finite element method that preserves the invariant regions of systems of semilinear parabolic equations on closed compact surfaces in $\mathbb{R}^3$ under discretisation. We also provide a…
Consider the scattering of a time-harmonic acoustic plane wave by a bounded elastic obstacle which is immersed in a homogeneous acoustic medium. This paper concerns an inverse acoustic-elastic interaction problem, which is to determine the…
The paper is devoted to investigating a Cauchy problem for nonlinear elliptic PDEs in the abstract Hilbert space. The problem is hardly solved by computation since it is severely ill-posed in the sense of Hadamard. We shall use a modified…
The leapfrog integrator is routinely used within the Hamiltonian Monte Carlo method and its variants. We give strong numerical evidence that alternative, easy to implement algorithms yield fewer rejections with a given computational effort.…
We present a new automated method for finding integrable symplectic maps of the plane. These dynamical systems possess a hidden symmetry associated with an existence of conserved quantities, i.e. integrals of motion. The core idea of the…
This paper is devoted to the study of symplectic manifolds and their connection with Hamiltonian dynamical systems. We review some properties and operations on these manifolds and see how they intervene when studying the complete…
We analyze the mixing time of Metropolized Hamiltonian Monte Carlo (HMC) with the leapfrog integrator to sample from a distribution on $\mathbb{R}^d$ whose log-density is smooth, has Lipschitz Hessian in Frobenius norm and satisfies…
We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…
Hamiltonian systems are differential equations which describe systems in classical mechanics, plasma physics, and sampling problems. They exhibit many structural properties, such as a lack of attractors and the presence of conservation…
The transparent way for the invariant (Hamiltonian) description of equivariant localization of the integrals over phase space is proposed. It uses the odd symplectic structure, constructed over tangent bundle of the phase space and permits…
We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…
In this paper we continue our work on adaptive timestep control for weakly non- stationary problems. The core of the method is a space-time splitting of adjoint error representations for target functionals due to S\"uli and Hartmann. The…
We extend the pseudoholomorphic curve methods from Floer theory to infinite-dimensional phase spaces and use our results to prove the existence of a forced time-periodic solution to a general Hamiltonian PDE with regularizing nonlinearity.…
In this paper we develop a straightforward procedure to construct higher dimensional isochronous Hamiltonian systems. We first show that a class of singular Hamiltonian systems obtained through the $\Omega$-modified procedure is equivalent…
A variational formulation of accelerated optimization on normed spaces was recently introduced by considering a specific family of time-dependent Bregman Lagrangian and Hamiltonian systems whose corresponding trajectories converge to the…
We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…
This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…
The extended Hubbard model on a two-dimensional lattice captures key physical phenomena, but is challenging to simulate due to the presence of long-range interactions. In this work, we present an efficient quantum algorithm for simulating…