Related papers: Structure-preserving numerical methods for stochas…
In this paper, we propose a novel decomposition approach for mixed-integer stochastic programming (SMIP) problems that is inspired by the combination of penalty-based Lagrangian and block Gauss-Seidel methods (PBGS). In this sense, PBGS is…
Using a Poisson bracket representation, in 3D, of the Lie algebra $\mathfrak{sl}(2)$, we first use highest weight representations to embed this into larger Lie algebras. These are then interpreted as symmetry and conformal symmetry algebras…
The paper investigates the Poisson structures associated with dynamical systems of the heavenly type, focusing on the Mikhalev-Pavlov and Pleba\'nski equation. The dynamical system is represented as a Hamiltonian system on a functional…
We consider a class of complex manifolds constructed as multiplicative quiver varieties associated with a cyclic quiver extended by an arbitrary number of arrows starting at a new vertex. Such varieties admit a Poisson structure, which is…
In the present work we formally extend the theory of port-Hamiltonian systems to include random perturbations. In particular, suitably choosing the space of flow and effort variables we will show how several elements coming from possibly…
This paper proposes a novel conservative method for numerical computation of general stochastic differential equations in the Stratonovich sense with a conserved quantity. We show that the mean-square order of the method is $1$ if noises…
We study the geometric particle-in-cell methods for an electrostatic hybrid plasma model. In this model, ions are described by the fully kinetic equations, electron density is determined by the Boltzmann relation, and space-charge effects…
The aim of this work is to provide the strong convergence results of numerical approximations of a general second order non-autonomous semilinear stochastic partial differential equation (SPDE) driven simultaneously by an additive…
We consider the geometric numerical integration of Hamiltonian systems subject to both equality and "hard" inequality constraints. As in the standard geometric integration setting, we target long-term structure preservation. We…
We study a holomorphic Poisson structure defined on the linear space $S(n,d):= {\rm Mat}_{n\times d}(\mathbb{C}) \times {\rm Mat}_{d\times n}(\mathbb{C})$ that is covariant under the natural left actions of the standard ${\rm…
We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…
We first consider the Hamiltonian formulation of $n=3$ systems in general and show that all dynamical systems in ${\mathbb R}^3$ are bi-Hamiltonian. An algorithm is introduced to obtain Poisson structures of a given dynamical system. We…
Integrable deformations of a class of Rikitake dynamical systems are constructed by deforming their underlying Lie-Poisson Hamiltonian structures, which are considered linearizations of Poisson--Lie structures on certain (dual) Lie groups.…
We apply the Darboux integrability method to determine first integrals and Hamiltonian formulations of three dimensional polynomial systems; namely the reduced three-wave interaction problem, the Rabinovich system, the Hindmarsh-Rose model,…
This paper aims to construct structure-preserving numerical schemes for multi-dimensional space fractional Klein-Gordon-Schr\"{o}dinger equation, which are based on the newly developed partitioned averaged vector field methods. First, we…
The Poisson structures for 3D systems possessing one constant of motion can always be constructed from the solution of a linear PDE. When two constants of the motion are available the problem reduces to a quadrature and the structure…
A numerical method is proposed to solve the full-Eulerian time-dependent Vlasov-Poisson system in high dimension. The algorithm relies on the construction of a tensor decomposition of the solution whose rank is adapted at each time step.…
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…
The numerical approximation of some Boussinesq systems in two spatial dimensions is here considered. The differential systems under study are proposed as asymptotic models for the propagation of waves along the interface of two layers of…
This work presents a novel formulation and numerical strategy for the simulation of geometrically nonlinear structures. First, a non-canonical Hamiltonian (Poisson) formulation is introduced by including the dynamics of the stress tensor.…