Related papers: Adjustment of force-gradient operator in symplecti…
This letter studies symmetric and symplectic exponential integrators when applied to numerically computing nonlinear Hamiltonian systems. We first establish the symmetry and symplecticity conditions of exponential integrators and then show…
The modeling and simulation of infinite-dimensional Hamiltonian systems are central problems in mathematical physics and engineering, however they pose significant computational and structural challenges for standard data-driven…
We propose to use the properties of the Lie algebra of the angular momentum to build symplectic integrators dedicated to the Hamiltonian of the free rigid body. By introducing a dependence of the coefficients of integrators on the moments…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of MHMC algorithms lies…
This paper deals with the analysis of a recent reformulation of the primal-dual hybrid gradient method [Zhu and Chan 2008, Pock, Cremers, Bischof and Chambolle 2009, Esser, Zhang and Chan 2010, Chambolle and Pock 2011], which allows to…
We present WHFast, a fast and accurate implementation of a Wisdom-Holman symplectic integrator for long-term orbit integrations of planetary systems. WHFast is significantly faster and conserves energy better than all other Wisdom-Holman…
This paper is devoted to the numerical symplectic approximation of the charged-particle dynamics (CPD) with arbitrary electromagnetic fields. By utilizing continuous-stage methods and exponential integrators, a general class of symplectic…
Shifted Laplacian multigrid preconditioner has become a tool du jour for solving highly indefinite Helmholtz equations. The idea is to add a complex damping to the original Helmholtz operator and then apply a multigrid processing to the…
This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…
We generalized a class of non-Hermitian Hamiltonians which introduced previously by us in such a way in which every member in the class is non-\textit{PT}-symmetric. For every member of the class, the ground state is a constant with zero…
Dependable numerical results from long-time simulations require stable numerical integration schemes. For Hamiltonian systems, this is achieved with symplectic integrators, which conserve the symplectic condition and exactly solve for the…
Time-reversible symplectic methods, which are precisely compatible with Liouville's phase-volume-conservation theorem, are often recommended for computational simulations of Hamiltonian mechanics. Lack of energy drift is an apparent…
We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…
Many of the new developments in machine learning are connected with gradient-based optimization methods. Recently, these methods have been studied using a variational perspective. This has opened up the possibility of introducing…
We examine a new 2nd order integrator recently found by Omelyan et al. The integration error of the new integrator measured in the root mean square of the energy difference, $\bra\Delta H^2\ket^{1/2}$, is about 10 times smaller than that of…
A comprehensive linear stability analysis of force-gradient integrators and their Hessian-free variants is carried out by investigating the harmonic oscillator as a test equation. The analysis reveals that the linear stability of…
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…
While symplectic integration methods based on operator splitting are well established in many branches of science, high order methods for Hamiltonian systems that split in more than two parts have not been studied in great detail. Here, we…
Many applications in computational physics that use numerical integrators based on splitting and composition can benefit from the development of optimized algorithms and from choosing the best ordering of terms. The cost in programming and…