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In this paper we introduce discrete gradient methods to discretize irreversible port-Hamiltonian systems showing that the main qualitative properties of the continuous system are preserved using this kind discretizations methods.

Numerical Analysis · Mathematics 2023-03-15 Alexandre Anahory Simoes , David Martín de Diego , Bernhard Maschke

Symplectic integrators offer many advantages for the numerical solution of Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two of the central Hamiltonian systems encountered in…

Plasma Physics · Physics 2018-05-23 C. Leland Ellison , John M. Finn , Joshua W. Burby , Michael Kraus , Hong Qin , William M. Tang

We consider the numerical simulation of Hamiltonian systems of ordinary differential equations. Two features of Hamiltonian systems are that energy is conserved along trajectories and phase space volume is preserved by the flow. We want to…

Numerical Analysis · Mathematics 2007-05-23 P. F. Tupper

The implementation of the discrete adjoint method for exponential time differencing (ETD) schemes is considered. This is important for parameter estimation problems that are constrained by stiff time-dependent PDEs when the discretized PDE…

Optimization and Control · Mathematics 2016-10-11 Kai Rothauge , Eldad Haber , Uri Ascher

In the article, we discuss the conservation laws for the nonlinear Schr\"{o}dinger equation with wave operator under multisymplectic integrator (MI). First, the conservation laws of the continuous equation are presented and one of them is…

Numerical Analysis · Mathematics 2014-11-03 Linghua Kong , Lan Wang , Liying Zhang

We consider the numerical approximation of a general second order semi--linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media which is fundamental in many…

Numerical Analysis · Mathematics 2015-08-20 Antoine Tambue

Modified Hamiltonians are used in the field of geometric numerical integration to show that symplectic schemes for Hamiltonian systems are accurate over long times. For nonlinear systems the series defining the modified Hamiltonian usually…

Numerical Analysis · Mathematics 2018-11-14 Shami A Alsallami , Jitse Niesen , Frank W Nijhoff

This work discusses the model reduction problem for large-scale multi-symplectic PDEs with cubic invariants. For this, we present a linearly implicit global energy-preserving method to construct reduced-order models. This allows to…

Numerical Analysis · Mathematics 2023-08-08 Süleyman Yildiz , Pawan Goyal , Peter Benner

We show that, under suitable conditions, finite-dimensional systems describing invariant solutions of partial differential equations (PDEs) inherit local Hamiltonian operators through the mechanism of invariant reduction, which applies…

Exactly Solvable and Integrable Systems · Physics 2026-05-01 Kostya Druzhkov

The numerical integration of the Benjamin and Benjamin--Ono equations are considered. They are non-local partial differential equations involving the Hilbert transform, and due to this, so far quite few structure-preserving integrators have…

Numerical Analysis · Mathematics 2015-07-31 Kimiaki Kinugasa , Yuto Miyatake , Takayasu Matsuo

In this paper we present an immersed weak Galerkin method for solving second-order elliptic interface problems on polygonal meshes, where the meshes do not need to be aligned with the interface. The discrete space consists of constants on…

Numerical Analysis · Mathematics 2022-08-17 Hyeokjoo Park , Do Y. Kwak

We study geometric properties of Krylov projection methods for large and sparse linear Hamiltonian systems. We consider in particular energy preservation. We discuss the connection to structure preserving model reduction. We illustrate the…

Numerical Analysis · Mathematics 2018-08-22 Elena Celledoni , Lu Li

In this work we derive and analyze variational integrators of higher order for the structure-preserving simulation of mechanical systems. The construction is based on a space of polynomials together with Gauss and Lobatto quadrature rules…

Numerical Analysis · Mathematics 2014-04-08 Sina Ober-Blöbaum , Nils Saake

Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible…

Numerical Analysis · Mathematics 2019-09-09 Mahesh Narayanamurthi , Adrian Sandu

Structure-preserving algorithms and algorithms with uniform error bound have constituted two interesting classes of numerical methods. In this paper, we blend these two kinds of methods for solving nonlinear Hamiltonian systems with highly…

Numerical Analysis · Mathematics 2021-02-08 Bin Wang , Yaolin Jiang

In this paper, we present different types of integrators for electro-magnetic particle-in-cell (PIC) methods. While the integrator is an important tool of the PIC methods, it is necessary to characterize the different conservation…

Numerical Analysis · Mathematics 2014-11-05 Juergen Geiser , Frederik Riedel

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

Discrete control systems, as considered here, refer to the control theory of discrete-time Lagrangian or Hamiltonian systems. These discrete-time models are based on a discrete variational principle, and are part of the broader field of…

Optimization and Control · Mathematics 2007-05-29 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

Locally exact integrators preserve linearization of the original system at every point. We construct energy-preserving locally exact discrete gradient schemes for arbitrary multidimensional canonical Hamiltonian systems by modifying…

Computational Physics · Physics 2013-08-08 Jan L. Cieśliński

We propose a class of numerical integration methods for stochastic Poisson systems (SPSs) of arbitrary dimensions. Based on the Darboux-Lie theorem, we transform the SPSs to their canonical form, the generalized stochastic Hamiltonian…

Numerical Analysis · Mathematics 2021-02-03 Jialin Hong , Jialin Ruan , Liying Sun , Lijin Wang