Related papers: Conjugate-symplecticity properties of Euler--Macla…
Efficient fourth order symplectic integrators are proposed for numerical integration of separable Hamiltonian systems H(p,q)=T(p)+V(q). Symmetric splitting coefficients with five to nine stages are obtained by higher order decomposition of…
Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…
We study in this paper the continuous and discrete Euler-Lagrange equations arising from a quadratic lagrangian. Those equations may be thought as numerical schemes and may be solved through a matrix based framework. When the lagrangian is…
Motivated by understanding the behavior of the Alternating Mirror Descent (AMD) algorithm for bilinear zero-sum games, we study the discretization of continuous-time Hamiltonian flow via the symplectic Euler method. We provide a framework…
Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…
This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…
Recent advances in cutting-plane strategies applied to robust optimization problems show that they are competitive with respect to problem reformulations and interior-point algorithms. However, although its application with polyhedral…
Two families of symplectic methods specially designed for second-order time-dependent linear systems are presented. Both are obtained from the Magnus expansion of the corresponding first-order equation, but otherwise they differ in…
We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…
We consider a hierarchy of the natural type Hamiltonian systems of $n$ degrees of freedom with polynomial potentials separable in general ellipsoidal and general paraboloidal coordinates. We give a Lax representation in terms of $2\times 2$…
Euler-Lagrange equations and variational integrators are developed for Lagrangian mechanical systems evolving on a product of two-spheres. The geometric structure of a product of two-spheres is carefully considered in order to obtain global…
Many PDEs (Burgers' equation, KdV, Camassa-Holm, Euler's fluid equations,...) can be formulated as infinite-dimensional Lie-Poisson systems. These are Hamiltonian systems on manifolds equipped with Poisson brackets. The Poisson structure is…
In order to derive a large set of Hamiltonian dynamical systems, but with only first order Lagrangian, we resort to the formulation in terms of Lagrange-Souriau 2-form formalism. A wide class of systems derived in different phenomenological…
We introduce a hybrid method to couple continuous Galerkin finite element methods and high-order finite difference methods in a nonconforming multiblock fashion. The aim is to optimize computational efficiency when complex geometries are…
The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…
A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…
Recently there has been a renewed interest in asymptotic Euler-MacLaurin formulas, partly due to applications to spectral theory of differential operators. Using elementary means, we recover such formulas for compactly supported smooth…
A parallel implementation of coupled spin-lattice dynamics in the LAMMPS molecular dynamics package is presented. The equations of motion for both spin only and coupled spin-lattice dynamics are first reviewed, including a detailed account…
A extension of the Euler-Maclaurin (E-M) formula to near-singular functions is presented. This extension is derived based on earlier generalized E-M formulas for singular functions. The new E-M formulas consists of two components: a…
For the 1+1 dimensional Lax pair with a symplectic symmetry and cyclic symmetries, it is shown that there is a natural finite dimensional Hamiltonian system related to it by presenting a unified Lax matrix. The Liouville integrability of…