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One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants, among which the Hamiltonian function itself. Recently, a new class of methods, named "Hamiltonian Boundary…

Numerical Analysis · Mathematics 2010-02-09 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

In this paper, we study the eigenvalue problem of stochastic Hamiltonian system driven by Brownian motion and Markov chain with boundary conditions and time-dependent coefficients. For any dimensional case, the existence of the first…

Probability · Mathematics 2024-04-17 Tian Chen , Xijun Hu , Zhen Wu

In this paper, we consider first order Hamilton-Jacobi (HJ) equations posed on a ``junction'', that is to say the union of a finite number of half-lines with a unique common point. For this continuous HJ problem, we propose a finite…

Numerical Analysis · Mathematics 2013-06-04 Guillaume Costeseque , Jean-Patrick Lebacque , Régis Monneau

In this paper, we study the sufficient conditions for the existence of solutions of first-order Hamiltonian stochastic impulsive differential equations under Dirichlet boundary value conditions. By using the variational method, we first…

Dynamical Systems · Mathematics 2021-05-20 Yu Guo , Xiao-Bao Shu , Qian Bao Yin

In this article we study a class of hyperbolic partial differential equations of order one on the semi-axis. The so-called port-Hamiltonian systems cover for instance the wave equation and the transport equation, but also networks of the…

Functional Analysis · Mathematics 2020-05-26 Birgit Jacob , Sven-Ake Wegner

This article presents an alternative approach to finite elements for modeling and analyzing 3D static mooring lines using string theory and the shooting method (SM) to solve two-point boundary value problems (TPBVPs) for 3D nonlinear static…

Classical Physics · Physics 2025-03-04 Florian Surmont

In this paper, a class of high-order methods to numerically solve Functional Differential Equations with Piecewise Continuous Arguments (FDEPCAs) is discussed. The framework stems from the expansion of the vector field associated with the…

Numerical Analysis · Mathematics 2024-03-14 Gianmarco Gurioli , Weijie Wang , Xiaoqiang Yan

A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology…

Numerical Analysis · Mathematics 2021-11-30 Denys Dragunov

This paper deals with an initial and boundary value problem for a system coupling equation and boundary condition both of Cahn-Hilliard type; an additional convective term with a forced velocity field, which could act as a control on the…

Analysis of PDEs · Mathematics 2017-04-20 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

In [V. Barcilon Explicit solution of the inverse problem for a vibrating string. J. Math. Anal. Appl. {\bf 93} (1983) 222-234] two boundary value problems were considered generated by the differential equation of a string $$…

Mathematical Physics · Physics 2013-07-24 Israel Kac , Vyacheslav Pivovarchik

We consider a boundary-value problem describing the steady motion of a two-component mixture of viscous compressible heat-conducting fluids in a bounded domain. We make no simplifying assumptions except for postulating the coincidence of…

Analysis of PDEs · Mathematics 2017-10-19 Alexander Mamontov , Dmitriy Prokudin

We present a theoretical method to generate a highly accurate {\em time-independent} Hamiltonian governing the finite-time behavior of a time-periodic system. The method exploits infinitesimal unitary transformation steps, from which…

Statistical Mechanics · Physics 2019-05-30 Michael Vogl , Pontus Laurell , Aaron D. Barr , Gregory A. Fiete

In recent years, the efficient numerical solution of Hamiltonian problems has led to the definition of a class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs). Such methods admit an interesting…

Numerical Analysis · Mathematics 2022-04-22 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

We study the small vibrations of axially moving strings described by a wave equation in an interval with two endpoints moving in the same direction with a constant speed. The solution is expressed by a series formula where the coefficients…

Analysis of PDEs · Mathematics 2023-04-11 Seyf Eddine Ghenimi , Abdelmouhcene Sengouga

The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…

Classical Analysis and ODEs · Mathematics 2012-05-11 Yu. A. Konyaev

It is shown that it is possible to construct the quantum wave functions for non-separable but integrable two-dimensional Hamiltonian systems, by solving suitable Dirichlet boundary values problems inside and outside the regions spanned by…

Quantum Physics · Physics 2020-04-29 Mario Fusco Girard

We proposed an algorithm for solving Hamilton-Jacobi equation associated to an optimal trajectory problem for a vehicle moving inside the pre-specified domain with the speed depending upon the direction of the motion and current position of…

Computer Vision and Pattern Recognition · Computer Science 2013-03-29 Myong-Song Ho , Gwang-Hui Ju , Yong-Bom O , Gwang-Ho Jong

One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants, among which the Hamiltonian function itself. Recently, a new class of methods, named Hamiltonian Boundary…

Numerical Analysis · Mathematics 2010-02-24 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a union of half-planes which share a common straight line. This set will be named a junction. We…

Optimization and Control · Mathematics 2014-12-10 Salomé Oudet

In this paper we consider a class of isospectral deformations of the inhomogeneous string boundary value problem. The deformations considered are generalizations of the isospectral deformation that has arisen in connection with the…

Mathematical Physics · Physics 2016-08-24 Kale Colville , Daniel Gomez , Jacek Szmigielski