Related papers: Drift-preserving numerical integrators for stochas…
We investigate the stability properties of discrete and hybrid stochastic nonlinear dynamical systems. More precisely, we extend the stochastic contraction theorems (which were formulated for continuous systems) to the case of discrete and…
In this paper we present energy-conserving, mixed discontinuous Galerkin (DG) and continuous Galerkin (CG) schemes for the solution of a broad class of physical systems described by Hamiltonian evolution equations. These systems often arise…
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…
It is shown analytically that the energy-conserving implicit nonsymplectic scheme of Bacchini, Ripperda, Chen and Sironi provides a first-order accuracy to numerical solutions of a six-dimensional conservative Hamiltonian system. Because of…
We give a systematic method for discretizing Hamiltonian partial differential equations (PDEs) with constant symplectic structure, while preserving their energy exactly. The same method, applied to PDEs with constant dissipative structure,…
We investigate discretization strategies for a recently introduced class of energy-based models. The model class encompasses classical port-Hamiltonian systems, generalized gradient flows, and certain systems with algebraic constraints. Our…
Recently, a whole class of evergy-preserving integrators has been derived for the numerical solution of Hamiltonian problems. In the mainstream of this research, we have defined a new family of symplectic integrators depending on a real…
We show that the existence of algebraic forms of quantum, exactly-solvable, completely-integrable $A-B-C-D$ and $G_2, F_4, E_{6,7,8}$ Olshanetsky-Perelomov Hamiltonians allow to develop the {\it algebraic} perturbation theory, where…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
In this paper, we are concerned with a operator splitting scheme for linear fractional and fractional degenerate stochastic conservation laws driven by multiplicative Levy noise. More specifically, using a variant of classical Kruzkov's…
We consider a two-dimensional weakly dissipative dynamical system with time-periodic drift and diffusion coefficients. The average of the drift is governed by a degenerate Hamiltonian whose set of critical points has an interior. The…
We investigate the geometric structure of adjoint systems associated with evolutionary partial differential equations at the fully continuous, semi-discrete, and fully discrete levels and the relations between these levels. We show that the…
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…
In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…
We present a new class of exponential integrators for ordinary differential equations. They are locally exact, i.e., they preserve the linearization of the original system at every point. Their construction consists in modifying existing…
We consider chaotic dynamics of a system of two coupled ring resonators with a linear gain and a nonlinear absorption. Such a structure can be implemented in various settings including microresonator nanostructures, polariton condensates,…
In this work, we propose a structure-preserving discretisation for the recently studied Cahn-Hilliard-Biot system using conforming finite elements in space and problem-adapted explicit-implicit Euler time integration. We prove that the…
A $\mathcal{PT}$-symmetric nonlinear Schr\"odinger dimer is a two-site discrete nonlinear Schr\"odinger equation with one site losing and the other one gaining energy at the same rate. In this paper, two four-parameter families of cubic…
We explore a class of hybrid (piecewise deterministic) systems characterized by a large number of individuals inhabiting an environment whose state is described by a set of continuous variables. We use analytical and numerical methods from…
In this article, we construct and analyse an explicit numerical splitting method for a class of semi-linear stochastic differential equations (SDEs) with additive noise, where the drift is allowed to grow polynomially and satisfies a global…