Related papers: Drift-preserving numerical integrators for stochas…
We introduce a positivity-preserving numerical scheme for a class of nonlinear stochastic heat equations driven by a purely time-dependent Brownian motion. The construction is inspired by a recent preprint by the authors where…
We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient…
This paper proposes a novel conservative method for numerical computation of general stochastic differential equations in the Stratonovich sense with a conserved quantity. We show that the mean-square order of the method is $1$ if noises…
We discuss structure-preserving numerical discretizations for repulsive and attractive Euler-Poisson equations that find applications in fluid-plasma and self-gravitation modeling. The scheme is fully discrete and structure preserving in…
In this paper, we present a scheme for uncovering hidden chaotic attrac- tors in nonlinear autonomous systems of fractional order. The stability of equilibria of fractional-order systems is analyzed. The underlying initial value problem is…
We consider Arnoldi like processes to obtain symplectic subspaces for Hamiltonian systems. Large systems are locally approximated by ones living in low dimensional subspaces; we especially consider Krylov subspaces and some extensions. This…
In this paper we present some relevant dynamical properties of an idealized conservative model of the rattleback, from the Poisson dynamics point of view. In the first half of the article, along with a dynamical study of the orbits, using a…
We address the problem of estimating the drift parameter in a system of $N$ interacting particles driven by additive fractional Brownian motion of Hurst index \( H \geq 1/2 \). Considering continuous observation of the interacting particles…
In this paper we study generalized classes of volume preserving multidimensional integrable systems via Nambu-Poisson mechanics. These integrable systems belong to the same class of dispersionless KP type equation. Hence they bear a close…
We address several concerns related to the derivation of drift-ordered fluid equations. Starting from a fully Galilean invariant fluid system, we show how consistent sets of perturbative drift-fluid equations in the case of a isothermal…
In this paper, we propose energy-conserving Eulerian solvers for the two-species Vlasov-Amp\`{e}re (VA) system and apply the methods to simulate current-driven ion-acoustic instability. The algorithm is generalized from our previous work…
We show how the integrators used for the molecular dynamics step of the Hybrid Monte Carlo algorithm can be further improved. These integrators not only approximately conserve some Hamiltonian $H$ but conserve exactly a nearby shadow…
Motivated by the Hodgkin-Huxley model of neuronal dynamics, we study explicit numerical integrators for "conditionally linear" systems of ordinary differential equations. We show that splitting and composition methods, when applied to the…
In this paper, we consider a class of highly oscillatory Hamiltonian systems which involve a scaling parameter $\varepsilon\in(0,1]$. The problem arises from many physical models in some limit parameter regime or from some time-compressed…
The dynamics of a three-dimensional Hamilton-Poisson system is closely related to its constants of motion, the energy or Hamiltonian function $H$ and a Casimir $C$ of the corresponding Lie algebra. The orbits of the system are included in…
We study numerically classical 1-dimensional Hamiltonian lattices involving inter-particle long range interactions that decay with distance like 1/r^alpha, for alpha>=0. We demonstrate that although such systems are generally characterized…
Hamiltonian Poisson integrators are Poisson integrators that admit a modified Hamiltonian. In this article, we illustrate the importance of the existence of a modified Hamiltonian for Poisson integrators in the context of integrable and…
For trigonometric and modified trigonometric integrators applied to oscillatory Hamiltonian differential equations with one or several constant high frequencies, near-conservation of the total and oscillatory energies are shown over time…
In recent years, much effort in designing numerical methods for the simulation and optimization of mechanical systems has been put into schemes which are structure preserving. One particular class are variational integrators which are…
A rigid body model for the dynamics of a marine vessel, used in simulations of offshore pipe-lay operations, gives rise to a set of ordinary differential equations with controls. The system is input-output passive. We propose…