Related papers: Drift-preserving numerical integrators for stochas…
In this paper we are concerned with energy-conserving methods for Poisson problems, which are effectively solved by defining a suitable generalization of HBVMs, a class of energy-conserving methods for Hamiltonian problems. The actual…
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…
In the present work we formally extend the theory of port-Hamiltonian systems to include random perturbations. In particular, suitably choosing the space of flow and effort variables we will show how several elements coming from possibly…
Numerical algorithms based on variational and symplectic integrators exhibit special features that make them promising candidates for application to general relativity and other constrained Hamiltonian systems. This paper lays part of the…
An integrator for a class of stochastic Lie-Poisson systems driven by Stratonovich noise is developed. The integrator is suited for Lie-Poisson systems that also admit an isospectral formulation, which enables scalability to…
In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…
We propose Poisson integrators for the numerical integration of separable Poisson systems. We analyze three situations in which the Poisson systems are separated in three ways and the Poisson integrators can be constructed by using the…
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…
In this work, we develop energy-preserving iterative schemes for the (non-)linear systems arising in the Gauss integration of Poisson systems with quadratic Hamiltonian. Exploiting the relation between Gauss collocation integrators and…
We study the geometric structure of the drift dynamics of Irreversible port-Hamiltonian systems. This drift dynamics is defined with respect to a product of quasi-Poisson brackets, reflecting the interconnection structure and the…
Energy methods for constructing time-stepping algorithms are of increased interest in application to nonlinear problems, since numerical stability can be inferred from the conservation of the system energy. Alternatively, symplectic…
In this paper, we consider exponential integrators for semilinear Poisson systems. Two types of exponential integrators are constructed, one preserves the Poisson structure, and the other preserves energy. Numerical experiments for…
In this paper, we consider a class of stochastic midpoint and trapezoidal Lawson schemes for the numerical discretization of highly oscillatory stochastic differential equations. These Lawson schemes incorporate both the linear drift and…
An overview of Hamiltonian systems with noncanonical Poisson structures is given. Examples of bi-Hamiltonian ode's, pde's and lattice equations are presented. Numerical integrators using generating functions, Hamiltonian splitting,…
For Hamiltonian systems, simulation algorithms that exactly conserve numerical energy or pseudo-energy have seen extensive investigation. Most available methods either require the iterative solution of nonlinear algebraic equations at each…
In the presence of an inhomogeneous oscillatory electric field, charged particles experience a net force, averaged over the oscillatory timescale, known as the ponderomotive force. We derive a one-dimensional Hamiltonian model which…
Number-non-conserving terms in quadratic bosonic Hamiltonians can induce unwanted dynamical instabilities. By exploiting the pseudo-Hermitian structure built in to these Hamiltonians, we show that as long as dynamical stability holds, one…
In this paper we design discrete port-Hamiltonian systems systematically in two different ways, by applying discrete gradient methods and splitting methods respectively. The discrete port-Hamiltonian systems we get satisfy a discrete notion…
We introduce a structure preserving discretization of stochastic rotating shallow water equations, stabilized with an energy conserving Casimir (i.e. potential enstrophy) dissipation. A stabilization of a stochastic scheme is usually…
In this paper, we develop high-order splitting methods for linear port-Hamiltonian systems, focusing on preserving their intrinsic structure, particularly the dissipation inequality. Port-Hamiltonian systems are characterized by their…