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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

The success of symplectic integrators for Hamiltonian ODEs has led to a decades-long program of research seeking analogously structure-preserving numerical methods for Hamiltonian PDEs. In this paper, we construct a large class of such…

Numerical Analysis · Mathematics 2026-01-05 Ari Stern , Enrico Zampa

A new family of methods involving complex coefficients for the numerical integration of differential equations is presented and analyzed. They are constructed as linear combinations of symmetric-conjugate compositions obtained from a basic…

Numerical Analysis · Mathematics 2021-10-14 Fernando Casas , Alejandro Escorihuela-Tomàs

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

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Leonardo Colombo , Manuela Gamonal Fernández , David Martín de Diego

In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal…

Numerical Analysis · Mathematics 2021-03-31 Yuwen Li , Xinyuan Wu

Energy-preserving numerical methods for solving the Hodge wave equation is developed in this paper. Based on the de Rham complex, the Hodge wave equation can be formulated as a first-order system and mixed finite element methods using…

Numerical Analysis · Mathematics 2020-09-08 Yongke Wu , Yanhong Bai

A mimetic spectral element discretization, utilizing a novel Galerkin projection Hodge star operator, of the macroscopic Maxwell equations in Hamiltonian form is presented. The idea of splitting purely topological and metric dependent…

Computational Physics · Physics 2022-06-23 William Barham , Yaman Güçlü , Philip J. Morrison , Eric Sonnendrücker

We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete…

Numerical Analysis · Computer Science 2013-08-08 Jan L. Cieśliński , Bogusław Ratkiewicz

Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…

Optimization and Control · Mathematics 2021-04-29 Guilherme França , Michael I. Jordan , René Vidal

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for…

Numerical Analysis · Mathematics 2014-11-07 Leonardo Colombo , Sebastián Ferraro , David Martín de Diego

Energy methods for constructing time-stepping algorithms are of increased interest in application to nonlinear problems, since numerical stability can be inferred from the conservation of the system energy. Alternatively, symplectic…

Computational Physics · Physics 2020-08-24 Vasileios Chatziioannou

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

Recently, a whole class of evergy-preserving integrators has been derived for the numerical solution of Hamiltonian problems. In the mainstream of this research, we have defined a new family of symplectic integrators depending on a real…

Numerical Analysis · Mathematics 2010-09-30 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

Hamiltonian systems of ordinary and partial differential equations are fundamental mathematical models spanning virtually all physical scales. A critical property for the robustness and stability of computational methods in such systems is…

Quantum Physics · Physics 2025-02-25 Hsuan-Cheng Wu , Xiantao Li

We suggest a numerical integration procedure for solving the equations of motion of certain classical spin systems which preserves the underlying symplectic structure of the phase space. Such symplectic integrators have been successfully…

Statistical Mechanics · Physics 2007-05-23 Robin Steinigeweg , Heinz-Jürgen Schmidt

This paper focuses on the numerical approximation of the linearized shallow water equations using hybridizable discontinuous Galerkin (HDG) methods, leveraging the Hamiltonian structure of the evolution system. First, we propose an…

Numerical Analysis · Mathematics 2025-07-04 C. Núñez , M. A. Sánchez

We report a few sumerical tests comparing some newly defined energy-preserving integrators and symplectic methods, using either constant and variable stepsize.

Numerical Analysis · Mathematics 2010-09-30 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes…

Numerical Analysis · Mathematics 2021-11-08 X. Gu , C. Jiang , Y. Wang , W. Cai

In this paper, we prove necessary and sufficient conditions for a hybridizable discontinuous Galerkin (HDG) method to satisfy a multisymplectic conservation law, when applied to a canonical Hamiltonian system of partial differential…

Numerical Analysis · Mathematics 2020-03-19 Robert I. McLachlan , Ari Stern
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