Related papers: Structure-preserving numerical methods for stochas…
We present a Hamiltonian formulation for the linearized Vlasov-Maxwell system with a Maxwellian background distribution function. We discuss the geometric properties of the model at the continuous level, and how to discretize the model in…
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…
Strong stability preserving (SSP) coefficients govern the maximally allowable step-size at which positivity or contractivity preservation of integration methods for initial value problems is guaranteed. In this paper, we show that the task…
In this paper, we develop Hamiltonian particle-in-cell methods for Vlasov-Maxwell equations by applying conforming finite element methods in space and splitting methods in time. For the spatial discretisation, the criteria for choosing…
Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law.It is shown that the averaged energy increases…
Several recently developed multisymplectic schemes for Hamiltonian PDEs have been shown to preserve associated local conservation laws and constraints very well in long time numerical simulations. Backward error analysis for PDEs, or the…
Stochastic evolution underpins several approaches to the dynamics of open quantum systems, such as random modulation of Hamiltonian parameters, the stochastic Schrodinger equation (SSE), and the stochastic Liouville equation (SLE). These…
In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…
We develop a framework for Poisson geometry on loop spaces of low regularity, extending Mokhov's classical constructions from smooth loops to weak Sobolev spaces $W^{s,p}(\mathbb{S^1},\mathbb{R}^m)$ with $o < s \frac{1}{2}$ and $1 < p <…
We study the structure-preserving space discretization of port-Hamiltonian (pH) systems defined with differential constitutive relations. Using the concept of Stokes-Lagrange structure to describe these relations, these are reduced to a…
An efficient algorithm for solving Poisson's equation in two and three spatial dimensions is discussed. The algorithm, which is described in detail, is based on the integral form of Poisson's equation and utilizes spherical coordinates and…
We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts…
Stokes-Dirac structures are infinite-dimensional Dirac structures defined in terms of differential forms on a smooth manifold with boundary. These Dirac structures lay down a geometric framework for the formulation of Hamiltonian systems…
We propose a linearly implicit structure-preserving numerical method for semilinear Hamiltonian systems with polynomial nonlinearities, combining Kahan's method and exponential integrator. This approach efficiently balances computational…
In this paper, a novel high order semi-Lagrangian (SL) spectral volume (SV) method is proposed and studied for nonlinear Vlasov-Poisson (VP) simulations via operator splitting. The proposed algorithm combines both advantages of…
We propose a stochastic collocation method based on the piecewise constant interpolation on the probability space combined with a finite volume method to solve the compressible Navier-Stokes system at the nodal points. We show convergence…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
We develop a geometric framework for the exact integration of Hamiltonian systems based on triangular closure relations among a finite family of functions. Unlike Liouville-Arnold integrability and its noncommutative generalizations, the…
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…
In this paper we study generalized classes of volume preserving multidimensional integrable systems via Nambu--Poisson mechanics. These integrable systems belong to the same class of dispersionless KP type equation. Hence they bear a close…