English
Related papers

Related papers: Structure-preserving numerical methods for stochas…

200 papers

We propose and study a class of arbitrarily high-order numerical discretizations that preserve multiple invariants and are essentially explicit (they do not require the solution of any large systems of algebraic equations). In space, we use…

Numerical Analysis · Mathematics 2026-05-11 Hendrik Ranocha , David I. Ketcheson

As is well known, energy is generally deemed as one of the most important physical invariants in many conservative problems and hence it is of remarkable interest to consider numerical methods which are able to preserve it. In this paper,…

Numerical Analysis · Mathematics 2025-07-23 Wensheng Tang

The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…

Numerical Analysis · Mathematics 2023-12-06 Chuchu Chen , David Cohen , Raffaele D'Ambrosio , Annika Lang

In this paper, a stochastic Hamiltonian formulation (SHF) is proposed and applied to dissipative particle dynamics (DPD) simulations. As an extension of Hamiltonian dynamics to stochastic dissipative systems, the SHF provides necessary…

Numerical Analysis · Mathematics 2022-04-26 Linyu Peng , Noriyoshi Arai , Kenji Yasuoka

We present a novel framework for Finite Element Particle-in-Cell methods based on the discretization of the underlying Hamiltonian structure of the Vlasov-Maxwell system. We derive a semi-discrete Poisson bracket, which retains the defining…

Numerical Analysis · Mathematics 2017-10-05 Michael Kraus , Katharina Kormann , Philip J. Morrison , Eric Sonnendrücker

Given a Poisson structure (or, equivalently, a Hamiltonian operator) $P$, we show that its Lie derivative $L_{\tau}(P)$ along a vector field $\tau$ defines another Poisson structure, which is automatically compatible with $P$, if and only…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. Sergyeyev

This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…

Probability · Mathematics 2009-06-02 Nawaf Bou-Rabee , Houman Owhadi

In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal…

Numerical Analysis · Mathematics 2021-03-31 Yuwen Li , Xinyuan Wu

A platform for constructing microscopic Hamiltonians describing bosonic symmetry-protected topological (SPT) states is presented. The Hamiltonians we consider are examples of frustration-free Rokhsar-Kivelson models, which are known to be…

Strongly Correlated Electrons · Physics 2015-04-30 Luiz H. Santos

Jacobi structures are known to generalize Poisson structures, encompassing symplectic, cosymplectic, and Lie-Poisson manifolds. Notably, other intriguing geometric structures -- such as contact and locally conformal symplectic manifolds --…

Differential Geometry · Mathematics 2025-03-17 Pingyuan Wei , Qiao Huang , Jinqiao Duan

A new four-dimensional family of skew-symmetric solutions of the Jacobi equations for Poisson structures is characterized. As a consequence, previously known types of Poisson structures found in a diversity of physical situations appear to…

Mathematical Physics · Physics 2019-11-12 Benito Hernández-Bermejo

This work presents a general geometric framework for simulating and learning the dynamics of Hamiltonian systems that are invariant under a Lie group of transformations. This means that a group of symmetries is known to act on the system…

Mathematical Physics · Physics 2023-09-01 Miguel Vaquero , Jorge Cortés , David Martín de Diego

Stochastic port-Hamiltonian systems on infinite-dimensional spaces governed by It\^o stochastic differential equations (SDEs) are introduced and some properties of this new class of systems are studied. They are an extension of stochastic…

Optimization and Control · Mathematics 2019-07-10 François Lamoline , Joseph J. Winkin

While the construction of symplectic integrators for Hamiltonian dynamics is well understood, an analogous general theory for Poisson integrators is still lacking. The main challenge lies in overcoming the singular and non-linear geometric…

Numerical Analysis · Mathematics 2024-09-09 Alejandro Cabrera , David Martín de Diego , Miguel Vaquero

A systematic investigation of the skew-symmetric solutions of the three-dimensional Jacobi equations is presented. As a result, three disjoint and complementary new families of solutions are characterized. Such families are very general,…

Mathematical Physics · Physics 2019-11-05 Benito Hernández-Bermejo

In this paper, we discuss the geometric integration of hamiltonian systems on Poisson manifolds, in particular, in the case, when the Poisson structure is induced by a Lie algebra, that is, it is a Lie-Poisson structure. A Hamiltonian…

Numerical Analysis · Mathematics 2018-03-06 David Martin de Diego

This paper contains three results about generating functions for Lie-theoretic integration of Poisson brackets and their relation to quantization. In the first, we show how to construct a generating function associated to the germ of any…

Symplectic Geometry · Mathematics 2023-01-02 Alejandro Cabrera

We represent an integration algorithm combining the characteristics method and Hopf-Cole transformation. This algorithm allows one to partially integrate a large class of multidimensional systems of nonlinear Partial Differential Equations…

Exactly Solvable and Integrable Systems · Physics 2012-10-29 A. I. Zenchuk

Accurate long-term predictions of large-scale flow features on planets are crucial for understanding global atmospheric and oceanic systems, necessitating the development of numerical methods that can preserve essential physical structures…

Fluid Dynamics · Physics 2024-09-10 Arnout Franken , Erwin Luesink , Sagy Ephrati , Bernard Geurts

We study a class of integrable nonhomogeneous Lotka-Volterra systems whose quadratic terms are defined by an antisymmetric matrix and whose linear terms consist of three blocks. We provide the Poisson algebra of their Darboux polynomials,…

Exactly Solvable and Integrable Systems · Physics 2024-10-30 Peter H. van der Kamp , D. I. McLaren , G. R. W. Quispel
‹ Prev 1 4 5 6 7 8 10 Next ›