Related papers: Structure-preserving numerical methods for stochas…
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 review three different approaches to polynomial symmetry algebras underlying superintegrable systems in Darboux spaces. The first method consists of using deformed oscillator algebra to obtain finite-dimensional representations of…
We propose the multistep port-Hamiltonian Gaussian process (MS-PHS GP) to learn physically consistent continuous-time dynamics and a posterior over the Hamiltonian from noisy, irregularly-sampled trajectories. By placing a GP prior on the…
The widely used Heun algorithm for the numerical integration of stochastic differential equations (SDEs) is critically re-examined. We discuss and evaluate several alternative implementations, motivated by the fact that the standard Heun…
We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that, for exact symplectic manifolds, are characterized by a…
Discrete variational methods show excellent performance in numerical simulations of mechanical systems. In this paper, we adapt discrete variational integrators for the case of mechanical systems with double-bracket dissipation. In…
We discuss a general approach permitting the identification of a broad class of sets of Poisson-commuting Hamiltonians, which are integrable in the sense of Liouville. It is shown that all such Hamiltonians can be solved explicitly by a…
Based on a recently developed procedure to construct Poisson-Hopf deformations of Lie-Hamilton systems, a novel unified approach to nonequivalent deformations of Lie-Hamilton systems on the real plane with a Vessiot-Guldberg Lie algebra…
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…
Statistical solutions are time-parameterized probability measures on spaces of integrable functions, that have been proposed recently as a framework for global solutions and uncertainty quantification for multi-dimensional hyperbolic system…
A conforming finite element scheme with mixed explicit-implicit time discretization for quasi-incompressible Navier-Stokes-Maxwell-Stefan systems in a bounded domain with periodic boundary conditions is presented. The system consists of the…
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…
In this paper we will review a recently introduced method for solving the Hamilton-Jacobi equations by the method of Separation of Variables. This method is based on the notion of pencil of Poisson brackets and on the bihamiltonian approach…
In biochemical systems some of the chemical species are present with only small numbers of molecules. In this situation discrete and stochastic simulation approaches are more relevant than continuous and deterministic ones. The fundamental…
Recent years have seen an increasing amount of research devoted to the development of so-called resonance-based methods for dispersive nonlinear partial differential equations. In many situations, this new class of methods allows for…
Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…
The canonical structure of classical non-linear sigma models on Riemannian symmetric spaces, which constitute the most general class of classical non-linear sigma models known to be integrable, is shown to be governed by a fundamental…
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…
We give a new proof for the existence of spherically symmetric steady states to the Vlasov-Poisson system, following a strategy that has been used successfully to approximate axially symmetric solutions numerically, both to the…
For parabolic stochastic partial differential equations (SPDEs), we show that the numerical methods, including the spatial spectral Galerkin method and further the full discretization via the temporal accelerated exponential Euler method,…