Related papers: Drift-preserving numerical integrators for stochas…
The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles through which they are to be derived. By considering a…
We discuss two approaches to study the long-time behaviour and infinite-time behaviour of solutions for integrable hamiltonian systems under small stochastic perturbations. Then we compare these results with those for deterministic…
A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…
In this article we present some results concerning natural dissipative perturbations of 3d Hamiltonian systems. Given a Hamiltonian system dx/dt = PdH, and a Casimir function S, we construct a symmetric covariant tensor g, so that the…
We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic…
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…
We show how to increase the order of one-dimensional discrete gradient numerical integrator without losing its advantages, such as exceptional stability, exact conservation of the energy integral and exact preservation of the trajectories…
In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic mutli-symplectic…
Fractional Pontryagin's systems emerge in the study of a class of fractional optimal control problems but they are not resolvable in most cases. In this paper, we suggest a numerical approach for these fractional systems. Precisely, we…
Numerical models of weather and climate critically depend on long-term stability of integrators for systems of hyperbolic conservation laws. While such stability is often obtained from (physical or numerical) dissipation terms, physical…
Using Suzuki-Trotter decompositions of exponential operators we describe new algorithms for the numerical integration of the equations of motion for classical spin systems. These techniques conserve spin length exactly and, in special…
We present a novel structure-preserving framework for solving the Vlasov-Poisson-Landau system of equations using a particle in cell (PIC) discretization combined with discrete gradient time integrators. The Vlasov-Poisson-Landau system is…
This paper proposes and analyzes a new operator splitting method for stochastic Maxwell equations driven by additive noise, which not only decomposes the original multi-dimensional system into some local one-dimensional subsystems, but also…
In this paper we introduce discrete gradient methods to discretize irreversible port-Hamiltonian systems showing that the main qualitative properties of the continuous system are preserved using this kind discretizations methods.
We introduce conservative integrators for long term integration of piecewise smooth systems with transversal dynamics and piecewise smooth conserved quantities. In essence, for a piecewise dynamical system with piecewise defined conserved…
The Numerical Flow Iteration (NuFI) method has recently been proposed as a memory-slim solution method for the Vlasov--Poisson system. It stores the temporal evolution of the electric field, instead of the distribution functions, and…
We show that applying any deterministic B-series method of order $p_d$ with a random step size to single integrand SDEs gives a numerical method converging in the mean-square and weak sense with order $\lfloor p_d/2\rfloor$.As an…
An explicit first-order drift-randomized Milstein scheme for a regime switching stochastic differential equation is proposed and its bi-stability and rate of strong convergence are investigated for a non-differentiable drift coefficient.…
Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and…
In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the…