Related papers: Symplectic integration with Jacobi polynomials
We explore the construction of new symplectic numerical integration schemes to be used in Hamiltonian Monte Carlo and study their efficiency. Two integration schemes from Blanes et al. (2014), and a new scheme based on optimal acceptance…
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…
Using a Newtonian model of the Solar System with all 8 planets, we perform extensive tests on various symplectic integrators of high orders, searching for the best splitting scheme for long term studies in the Solar System. These…
The symplectic Wisdom-Holman map revolutionized long-term integrations of planetary systems. There is freedom in such methods of how to split the Hamiltonian and which coordinate system to employ, and several options have been proposed in…
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…
In this paper, we demonstrate a polynomial convergence rate for homogenization of Hamilton-Jacobi equations with quasi-periodic potentials. We establish a connection between the convergence rate of homogenization and the regularity of the…
Systems with singular higher order- Lagrangians are investigated by using the extended form of the canonical method. Besides, the canonical path integral formulation is generalized using the Hamilton- jacobi formulation to investigate…
Symplectic schemes are powerful methods for numerically integrating Hamiltonian systems, and their long-term accuracy and fidelity have been proved both theoretically and numerically. However direct applications of standard symplectic…
The Hamilton-Jacobi method of constrained systems is discussed. The equations of motion for three singular systems are obtained as total differential equations in many variables. The integrability conditions for these syatems lead us to the…
The Hamilton-Jacobi formalism of constrained systems is used to study superstring. That obtained the equations of motion for a singular system as total differential equations in many variables. These equations of motion are in exact…
We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…
Multiphysics systems are driven by multiple processes acting simultaneously, and their simulation leads to partitioned systems of differential equations. This paper studies the solution of partitioned systems of differential equations using…
Hamilton's equations of motion form a fundamental framework in various branches of physics, including astronomy, quantum mechanics, particle physics, and climate science. Classical numerical solvers are typically employed to compute the…
We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…
We give a theoretical framework of stochastic non-canonical Hamiltonian systems as well as their modified symplectic structure which is named stochastic K-symplectic structure. The framework can be applied to the study of the…
We study a class of weakly coupled systems of Hamilton{Jacobi equations at the critical level. We associate to it a family of scalar discounted equation. Using control{theoretic tech- niques we construct an algorithm which allows obtaining…
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…
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…
This paper explains the recent developments on the symplectic theory of Hamiltonian completely integrable systems on symplectic 4-manifolds, compact or not. One fundamental ingredient of these developments has been the understanding of…
We compare three approaches for structure preserving numerical integration of isospectral flows on quadratic Lie algebras. Such flows originate from Hamiltonian dynamics on the cotangent bundle of the Lie group. It is known, via discrete…