Related papers: Structure-preserving numerical methods for stochas…
We perform a numerical analysis of a class of randomly perturbed {H}amiltonian systems and {P}oisson systems. For the considered additive noise perturbation of such systems, we show the long time behavior of the energy and quadratic…
Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…
In this work we construct a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian systems. A general structure-preserving stochastic contact…
This paper introduces a new symbolic-numeric strategy for finding semidiscretizations of a given PDE that preserve multiple local conservation laws. We prove that for one spatial dimension, various one-step time integrators from the…
This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…
We develop structure-preserving time integration schemes for Gaussian wave packet dynamics associated with the magnetic Schr\"odinger equation. The variational Dirac--Frenkel formulation yields a finite-dimensional Hamiltonian system for…
In this work we demonstrate that SVD-based model reduction techniques known for ordinary differential equations, such as the proper orthogonal decomposition, can be extended to stochastic differential equations in order to reduce the…
We introduce a new definition of discrete-time port-Hamiltonian systems (PHS), which results from structure-preserving discretization of explicit PHS in time. We discretize the underlying continuous-time Dirac structure with the collocation…
We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent…
A structure-preserving kernel ridge regression method is presented that allows the recovery of globally defined, potentially high-dimensional, and nonlinear Hamiltonian functions on Poisson manifolds out of datasets made of noisy…
We develop a general scheme to construct integrable systems starting from realizations in symmetric coboundary dynamical Lie algebroids and symmetric coboundary Poisson groupoids. The method is based on the successive use of Dirac reduction…
Stochastic infinite-dimensional port-Hamiltonian systems (SPHSs) with multiplicative Gaussian white noise are considered. In this article we extend the notion of Dirac structure for deterministic distributed parameter port-Hamiltonian…
We perform some simulations of the semilinear Klein--Gordon equation in the de Sitter spacetime. We reported the accurate numerical results of the equation with the structure-preserving scheme (SPS) in an earlier publication (Tsuchiya and…
A new procedure for the global construction of the Casimir invariants and Darboux canonical form for finite-dimensional Poisson systems is developed. This approach is based on the concept of matrix congruence and can be applied without the…
Isospectral flows are abundant in mathematical physics; the rigid body, the the Toda lattice, the Brockett flow, the Heisenberg spin chain, and point vortex dynamics, to mention but a few. Their connection on the one hand with integrable…
We consider linear first-order systems of ordinary differential equations (ODEs) in port-Hamiltonian (pH) form. Physical parameters are remodelled as random variables to conduct an uncertainty quantification. A stochastic Galerkin…
In this paper, a symplectic model reduction technique, proper symplectic decomposition (PSD) with symplectic Galerkin projection, is proposed to save the computational cost for the simplification of large-scale Hamiltonian systems while…
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 construct a hierarchy of integrable systems whose Poisson structure corresponds to the BMS$_{3}$ algebra, and then discuss its description in terms of the Riemannian geometry of locally flat spacetimes in three dimensions. The analysis…
The port-Hamiltonian framework is a structure-preserving modeling approach that preserves key physical properties such as energy conservation and dissipation. When subsystems are modeled as port-Hamiltonian systems (pHS) with linearly…