Related papers: On the Polysymplectic Integrator for the Short Pul…
We present a non-canonically symplectic integration scheme tailored to numerically computing the post-Newtonian motion of a spinning black-hole binary. Using a splitting approach we combine the flows of orbital and spin contributions. In…
Long-term stability studies of nonlinear Hamiltonian systems require symplectic integration algorithms which are both fast and accurate. In this paper, we study a symplectic integration method wherein the symplectic map representing the…
We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…
Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…
Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…
In the present paper, we propose integrable semi-discrete and full-discrete analogues of the short pulse (SP) equation. The key of the construction is the bilinear forms and determinant structure of solutions of the SP equation. We also…
Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems,…
Symplectic integrators are the tool of choice for many researchers studying dynamical systems because of their good long-term energy conservation properties. For systems with a dominant central mass, symplectic integrators are also highly…
Hill's equations are an approximation that is useful in a number of areas of astrophysics including planetary rings and planetesimal disks. We derive a symplectic method for integrating Hill's equations based on a generalized leapfrog. This…
In this work we propose a new numerical approach to distinguish between regular and chaotic orbits in Hamiltonian systems, based on the simultaneous integration of both the orbit and the deviation vectors using a symplectic scheme, hereby…
In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…
In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…
We generalize ideas in the recent literature and develop new ones in order to propose a general class of contour integral methods for linear convection-diffusion PDEs and in particular for those arising in finance. These methods aim to…
We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…
This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…
We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…
Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…
This paper investigates the equations of motion for a relativistic charged particle in a general magnetic field. By reformulating the dynamics in four-dimensional spacetime and separating the linear and nonlinear parts, we construct an…
Compared to other symplectic integrators (the Wisdom and Holman map and its higher order generalizations) that also take advantage of the hierarchical nature of the motion of the planets around the central star, our methods require solving…
In this paper, explicit stable integrators based on symplectic and contact geometries are proposed for a non-autonomous ordinarily differential equation (ODE) found in improving convergence rate of Nesterov's accelerated gradient method.…