Related papers: Fast symplectic integrator for Nesterov-type accel…
In this work, a kernel-based surrogate for integrating Hamiltonian dynamics that is symplectic by construction and tailored to large prediction horizons is proposed. The method learns a scalar potential whose gradient enters a…
In the last two decades, significant effort has been put in understanding and designing so-called structure-preserving numerical methods for the simulation of mechanical systems. Geometric integrators attempt to preserve the geometry…
We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…
We consider the numerical integration of the matrix Hill's equation. Parametric resonances can appear and this property is of great interest in many different physical applications. Usually, the Hill's equations originate from a Hamiltonian…
We introduce non-smooth symplectic forms on manifolds and describe corresponding Poisson structures on the algebra of Colombeau generalized functions. This is achieved by establishing an extension of the classical map of smooth functions to…
In this paper, we study the behavior of solutions of the ODE associated to Nesterov acceleration. It is well-known since the pioneering work of Nesterov that the rate of convergence $O(1/t^2)$ is optimal for the class of convex functions…
We show that symplectic integrators preserve bifurcations of Hamiltonian boundary value problems and that nonsymplectic integrators do not. We provide a universal description of the breaking of umbilic bifurcations by nonysmplectic…
Modified Hamiltonians are used in the field of geometric numerical integration to show that symplectic schemes for Hamiltonian systems are accurate over long times. For nonlinear systems the series defining the modified Hamiltonian usually…
We construct a symplectic, globally defined, minimal-coordinate, equivariant integrator on products of 2-spheres. Examples of corresponding Hamiltonian systems, called spin systems, include the reduced free rigid body, the motion of point…
Many important physical systems can be described as the evolution of a Hamiltonian system, which has the important property of being conservative, that is, energy is conserved throughout the evolution. Physics Informed Neural Networks and…
We present a method for explicit leapfrog integration of inseparable Hamiltonian systems by means of an extended phase space. A suitably defined new Hamiltonian on the extended phase space leads to equations of motion that can be…
We prove that a class of A-stable symplectic Runge--Kutta time semidiscretizations (including the Gauss--Legendre methods) applied to a class of semilinear Hamiltonian PDEs which are well-posed on spaces of analytic functions with analytic…
Explicit and semi-explicit geometric integration schemes for dissipative perturbations of Hamiltonian systems are analyzed. The dissipation is characterized by a small parameter $\epsilon$, and the schemes under study preserve the…
This paper introduces the Runge-Kutta Chebyshev descent method (RKCD) for strongly convex optimisation problems. This new algorithm is based on explicit stabilised integrators for stiff differential equations, a powerful class of numerical…
This paper studies diagonal implicit symplectic extended Runge--Kutta--Nystr\"{o}m (ERKN) methods for solving the oscillatory Hamiltonian system $H(q,p)=\dfrac{1}{2}p^{T}p+\dfrac{1}{2}q^{T}Mq+U(q)$. Based on symplectic conditions and order…
Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…
An odd-symplectic form is a closed and maximally non-degenerate $2$-form on a compact odd-dimensional manifold. It describes the dynamics of an autonomous Hamiltonian system on a regular energy level. It is called Zoll if the induced…
In this paper we show how to accelerate randomized coordinate descent methods and achieve faster convergence rates without paying per-iteration costs in asymptotic running time. In particular, we show how to generalize and efficiently…
If $\eta$ is a contact form on a manifold $M$ such that the orbits of the Reeb vector field form a simple foliation $\mathcal{F}$ on $M$, then the presymplectic 2-form $d\eta$ on $M$ induces a symplectic structure $\omega$ on the quotient…
We present a unifying Nearly Asymptotically Invariant Manifold (NAIM) framework for understanding Nesterovs Accelerated Gradient (NAG) method. By lifting the first-order gradient flow into a second-order phase space we construct a NAIM a…