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We propose a third-order numerical integrator based on the Neumann series and the Filon quadrature, designed mainly for highly oscillatory partial differential equations. The method can be applied to equations that exhibit small or moderate…

Numerical Analysis · Mathematics 2024-06-21 Rafał Perczyński , Grzegorz Madejski

We consider the numerical integration of the Hunter--Saxton equation, which models the propagation of weakly nonlinear orientation waves. For the equation, we present two weak forms and their Galerkin discretizations. The Galerkin schemes…

Numerical Analysis · Mathematics 2016-11-01 Yuto Miyatake , Geonsik Eom , Tomohiro Sogabe , Shao-Liang Zhang

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

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

Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are developed extending Runge-Kutta Munthe-Kaas methods. The underlying Lie-Poisson structure is preserved along stochastic trajectories. A related…

Numerical Analysis · Mathematics 2023-07-19 Erwin Luesink , Sagy Ephrati , Paolo Cifani , Bernard Geurts

A new method is proposed to numerically integrate a dynamical system on a manifold such that the trajectory stably remains on the manifold and preserves first integrals of the system. The idea is that given an initial point in the manifold…

Numerical Analysis · Mathematics 2016-11-29 Dong Eui Chang , Fernando Jimenez , Matthew Perlmutter

In this paper, based on the weak form of the Hamiltonian formulation of the regularized long-wave equation and a novel approach of transforming the original Hamiltonian energy into a quadratic functional, a fully implicit and three…

Numerical Analysis · Mathematics 2018-06-26 Qi Hong , Jialing Wang , Yuezheng Gong

We propose and study a class of arbitrarily high-order numerical discretizations that preserve multiple invariants and are essentially explicit (they do not require the solution of any large systems of algebraic equations). In space, we use…

Numerical Analysis · Mathematics 2026-05-11 Hendrik Ranocha , David I. Ketcheson

In this paper, combining the ideas of exponential integrators and discrete gradients, we propose and analyze a new structure-preserving exponential scheme for the conservative or dissipative system $\dot{y} = Q(M y + \nabla U (y))$, where…

Numerical Analysis · Mathematics 2020-12-25 Yu-Wen Li , Xinyuan Wu

In this paper we prove that the Benjamin-Ono equation, when considered on the torus, is an integrable (pseudo)differential equation in the strongest possible sense: it admits global Birkhoff coordinates on the space $L^2(\T)$. These are…

Analysis of PDEs · Mathematics 2019-11-05 Patrick Gerard , Thomas Kappeler

This paper studies a new class of integration schemes for the numerical solution of semi-explicit differential-algebraic equations of differentiation index 2 in Hessenberg form. Our schemes provide the flexibility to choose different…

Numerical Analysis · Mathematics 2021-04-14 Robert Altmann , Roland Herzog

We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: preservation of dynamics of certain Casimir and Hamiltonian…

Numerical Analysis · Mathematics 2025-03-04 Charles-Edouard Bréhier , David Cohen , Yoshio Komori

For Hamiltonian systems, simulation algorithms that exactly conserve numerical energy or pseudo-energy have seen extensive investigation. Most available methods either require the iterative solution of nonlinear algebraic equations at each…

Numerical Analysis · Mathematics 2022-07-04 Stefan Bilbao , Michele Ducceschi , Fabiana Zama

A brief non-technical review of the recent study of classical integrable structures in quantum integrable systems is given. It is explained how to identify the standard objects of quantum integrable systems (transfer matrices, Baxter's…

High Energy Physics - Theory · Physics 2007-05-23 A. V. Zabrodin

We consider systems of ordinary differential equations with known first integrals. The notion of a discrete tangent space is introduced as the orthogonal complement of an arbitrary set of discrete gradients. Integrators which exactly…

Numerical Analysis · Mathematics 2015-05-20 Morten Dahlby , Brynjulf Owren , Takaharu Yaguchi

The discretized Bethe-Salpeter eigenvalue problem arises in the Green's function evaluation in many body physics and quantum chemistry. Discretization leads to a matrix eigenvalue problem for $H \in \mathbb{C}^{2n\times 2n}$ with a…

Numerical Analysis · Mathematics 2018-01-04 Zhen-Chen Guo , Eric King-Wah Chu , Wen-Wei Lin

Symplectic integrators are widely implemented numerical integrators for Hamiltonian mechanics, which preserve the Hamiltonian structure (symplecticity) of the system. Although the symplectic integrator does not conserve the energy of the…

Mathematical Physics · Physics 2024-06-04 Atsushi Horikoshi

We first introduce the notion of Hamiltonian structure for a partial difference equation. Then we construct some infinite quivers, and realize the discrete KdV equation, the Hirota-Miwa equation and its various reductions as the mutation…

Mathematical Physics · Physics 2024-04-03 Zhonglun Cao

An efficient geometric integrator is proposed for solving the perturbed Kepler motion. This method is stable and accurate over long integration time, which makes it appropriate for treating problems in astrophysics, like solar system…

Computational Physics · Physics 2009-11-13 G. S. Balaraman , D. Vrinceanu

Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…

Computational Physics · Physics 2015-06-12 S. Delong , B. E. Griffith , E. Vanden-Eijnden , A. Donev