Related papers: Geometric Exponential Integrators
Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and…
Discrete variational methods show excellent performance in numerical simulations of mechanical systems. In this paper, we adapt discrete variational integrators for the case of mechanical systems with double-bracket dissipation. In…
We show how the integrators used for the molecular dynamics step of the Hybrid Monte Carlo algorithm can be further improved. These integrators not only approximately conserve some Hamiltonian $H$ but conserve exactly a nearby shadow…
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…
We perform a numerical analysis of a class of randomly perturbed {H}amiltonian systems and {P}oisson systems. For the considered additive noise perturbation of such systems, we show the long time behavior of the energy and quadratic…
In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…
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…
Contact integrators are a family of geometric numerical schemes which guarantee the conservation of the contact structure. In this work we review the construction of both the variational and Hamiltonian versions of these methods. We…
Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide…
The goal of this project is to compare the performance of exponential time integrators with traditional methods such as diagonally implicit Runge-Kutta methods in the context of solving the system of reduced magnetohydrodynamics (RMHD). In…
This letter studies symmetric and symplectic exponential integrators when applied to numerically computing nonlinear Hamiltonian systems. We first establish the symmetry and symplecticity conditions of exponential integrators and then show…
While the construction of symplectic integrators for Hamiltonian dynamics is well understood, an analogous general theory for Poisson integrators is still lacking. The main challenge lies in overcoming the singular and non-linear geometric…
We prove that the recently developed semiexplicit symplectic integrators for non-separable Hamiltonian systems preserve any linear and quadratic invariants possessed by the Hamiltonian systems. This is in addition to being symmetric and…
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…
We discuss how the integrators used for the Hybrid Monte Carlo (HMC) algorithm not only approximately conserve some Hamiltonian $H$ but exactly conserve a nearby shadow Hamiltonian (\tilde H), and how the difference $\Delta H \equiv \tilde…
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…
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…
We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We…
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…
We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…