Related papers: High order regularised symplectic integrator for c…
We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…
We design a novel, exactly energy-conserving implicit non-symplectic integration method for an eight-dimensional Hamiltonian system with four degrees of freedom. In our algorithm, each partial derivative of the Hamiltonian with respect to…
In this paper we present a fast method based on successive convexification for generating fuel-optimized spacecraft rendezvous trajectories in the presence of mixed-integer constraints. A recently developed paradigm of state-triggered…
Motion planning methods for autonomous systems based on nonlinear programming offer great flexibility in incorporating various dynamics, objectives, and constraints. One limitation of such tools is the difficulty of efficiently representing…
A new type of low-regularity integrator is proposed for Navier-Stokes equations, coupled with a stabilized finite element method in space. Unlike the other low-regularity integrators for nonlinear dispersive equations, which are all fully…
We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…
Recent advances in Bayesian learning with large-scale data have witnessed emergence of stochastic gradient MCMC algorithms (SG-MCMC), such as stochastic gradient Langevin dynamics (SGLD), stochastic gradient Hamiltonian MCMC (SGHMC), and…
We report on a very large set of simulations of collisions between two main sequence (MS) stars. These computations were done with the ``Smoothed Particle Hydrodynamics'' method. Realistic stellar structure models for evolved MS stars were…
In a recent work of Wu, Wang, Sun and Liu, a second-order explicit symplectic integrator was proposed for the integrable Kerr spacetime geometry. It is still suited for simulating the nonintegrable dynamics of charged particles moving…
The long-term stability of the Solar System is an issue of significant scientific and philosophical interest. The mechanism leading to instability is Mercury's eccentricity being pumped up so high that Mercury either collides with Venus or…
A new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…
We present a multiscale mixed finite element method for solving second order elliptic equations with general $L^{\infty}$-coefficients arising from flow in highly heterogeneous porous media. Our approach is based on a multiscale spectral…
We derived a number of numerical methods to treat biomolecular systems with multiple time scales. Based on the splitting of the operators associated with the slow-varying and fast-varying forces, new multiple time-stepping (MTS) methods are…
We describe a technique for constructing a symplectic transfer map for a charged particle moving through an accelerator component with arbitrary three-dimensional static magnetic field. The transfer map is constructed by symplectic…
Magnetohydrodynamics (MHD) describes the interaction between electrically conducting fluids and electromagnetic fields. We propose and analyze a symplectic, second-order algorithm for the evolutionary MHD system in Els\"asser variables. We…
Determining optimal well placements and controls are two important tasks in oil field development. These problems are computationally expensive, nonconvex, and contain multiple optima. The practical solution of these problems require…
Spin-orbit coupling of planetary systems plays an important role in the dynamics and habitability of planets. However, symplectic integrators that can accurately simulate not only how orbit affects spin but also how spin affects orbit have…
In this manuscript, we propose efficient stochastic semi-explicit symplectic schemes tailored for nonseparable stochastic Hamiltonian systems (SHSs). These semi-explicit symplectic schemes are constructed by introducing augmented…
Hamiltonian systems are known to conserve the Hamiltonian function, which describes the energy evolution over time. Obtaining a numerical spatio-temporal scheme that accurately preserves the discretized Hamiltonian function is often a…
We introduce a novel meshless simulation method for the McKean-Vlasov Stochastic Differential Equation (MV-SDE) utilizing deep learning, applicable to both self-interaction and interaction scenarios. Traditionally, numerical methods for…