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Hamiltonian Monte Carlo is typically based on the assumption of an underlying canonical symplectic structure. Numerical integrators designed for the canonical structure are incompatible with motion generated by non-canonical dynamics. These…

Machine Learning · Statistics 2020-08-20 James A. Brofos , Roy R. Lederman

Symplectic integration of autonomous Hamiltonian systems is a well-known field of study in geometric numerical integration, but for non-autonomous systems the situation is less clear, since symplectic structure requires an even number of…

Numerical Analysis · Mathematics 2014-09-18 Håkon Marthinsen , Brynjulf Owren

We propose efficient numerical methods for nonseparable non-canonical Hamiltonian systems which are explicit, K-symplectic in the extended phase space with long time energy conservation properties. They are based on extending the original…

Numerical Analysis · Mathematics 2023-03-01 Beibei Zhu , Lun Ji , Aiqing Zhu , Yifa Tang

We study the non-canonical symplectic structure, or K-symplectic structure inherited by the charged particle dynamics. Based on the splitting technique, we construct non-canonical symplectic methods which is explicit and stable for the…

Computational Physics · Physics 2015-09-28 Yang He , Yajuan Sun , Zhaoqi Zhou , Jian Liu , Hong Qin

Dependable numerical results from long-time simulations require stable numerical integration schemes. For Hamiltonian systems, this is achieved with symplectic integrators, which conserve the symplectic condition and exactly solve for the…

Plasma Physics · Physics 2015-06-17 Stephen D. Webb

We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…

Computational Physics · Physics 2007-05-23 H. Y. Guo , Y. Q. Li , K. Wu

We derived a condition under which a coupled system consisting of two finite-dimensional Hamiltonian systems becomes a Hamiltonian system. In many cases, an industrial system can be modeled as a coupled system of some subsystems. Although…

Numerical Analysis · Mathematics 2021-12-28 Shunpei Terakawa , Takaharu Yaguchi

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

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…

Numerical Analysis · Mathematics 2022-01-14 Christian Offen , Sina Ober-Blöbaum

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

In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…

Numerical Analysis · Mathematics 2025-12-04 Chuchu Chen , Xinyu Chen , Jialin Hong , Yuqian Miao

Multi-symplectic integrators are typically regarded as a discretization of the Hamiltonian partial differential equations. This is due to the fact that, for generic finite-dimensional Hamiltonian systems, there exists only one independent…

Dynamical Systems · Mathematics 2025-02-07 A. V. Tsiganov

The existence of explicit symplectic integrators for general nonseparable Hamiltonian systems is an open and important problem in both numerical analysis and computing in science and engineering, as explicit integrators are usually more…

Numerical Analysis · Mathematics 2025-04-18 Lijie Mei , Xinyuan Wu , Yaolin Jiang

We present a symplectic integrator, based on the canonical midpoint rule, for classical spin systems in which each spin is a unit vector in $\mathbb{R}^3$. Unlike splitting methods, it is defined for all Hamiltonians, and is…

Mathematical Physics · Physics 2023-03-20 Robert I. McLachlan , Klas Modin , Olivier Verdier

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

We show that symplectic Runge-Kutta methods provide effective symplectic integrators for Hamiltonian systems with index one constraints. These include the Hamiltonian description of variational problems subject to position and velocity…

Numerical Analysis · Mathematics 2014-02-28 Robert I McLachlan , Klas Modin , Olivier Verdier , Matt Wilkins

Most numerical integration algorithms are not designed specifically for Hamiltonian systems and do not respect their characteristic properties, which include the preservation of phase space volume with time. This can lead to spurious…

Astrophysics · Physics 2015-06-24 David JD Earn

We present a set of new, efficient high-order symplectic methods designed for Hamiltonian systems with cubic or quartic potentials. By demonstrating that polynomial potentials require fewer order conditions, we develop schemes that…

Numerical Analysis · Mathematics 2026-05-11 Alejandro Escorihuela-Tomàs

Hamilton's equations are fundamental for modeling complex physical systems, where preserving key properties such as energy and momentum is crucial for reliable long-term simulations. Geometric integrators are widely used for this purpose,…

Machine Learning · Computer Science 2026-03-17 Priscilla Canizares , Davide Murari , Carola-Bibiane Schönlieb , Ferdia Sherry , Zakhar Shumaylov

Symplectic integrators can be excellent for Hamiltonian initial value problems. Reasons for this include their preservation of invariant sets like tori, good energy behaviour, nonexistence of attractors, and good behaviour of statistical…

Numerical Analysis · Mathematics 2018-09-19 Robert I McLachlan , Christian Offen
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