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We show how the integrators used for the molecular dynamics step of the Hybrid Monte Carlo algorithm can be further improved. These integrators not only approximately conserve some Hamiltonian $H$ but conserve exactly a nearby shadow…

High Energy Physics - Lattice · Physics 2015-05-30 M. A. Clark , Bálint Joó , A. D. Kennedy , P. J. Silva

Inspired by so-called TVD limiter-based second-order schemes for hyperbolic conservation laws, we develop a second-order accurate numerical method for multi-dimensional aggregation equations. The method allows for simulations to be…

Numerical Analysis · Mathematics 2021-01-15 José A. Carrillo , Ulrik Skre Fjordholm , Susanne Solem

The goal of this paper is to develop energy-preserving variational integrators for time-dependent mechanical systems with forcing. We first present the Lagrange-d'Alembert principle in the extended Lagrangian mechanics framework and derive…

Numerical Analysis · Mathematics 2018-05-23 Harsh Sharma , Mayuresh Patil , Craig Woolsey

Coarse-grained models that preserve hydrodynamics provide a natural approach to study collective properties of soft-matter systems. Here, we demonstrate that commonly used integration schemes in dissipative particle dynamics give rise to…

Soft Condensed Matter · Physics 2009-10-31 Gerhard Besold , Ilpo Vattulainen , Mikko Karttunen , James M. Polson

The method of sub-iteration, which was previously applied to the higher-order coupled cluster amplitude equations, is extended to the case of the coupled cluster $\Lambda$ equations. The sub-iteration procedure for the $\Lambda$ equations…

Chemical Physics · Physics 2025-03-26 Devin A. Matthews

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

A fixed time-step variational integrator cannot preserve momentum, energy, and symplectic form simultaneously for nonintegrable systems. This barrier can be overcome by treating time as a discrete dynamic variable and deriving adaptive…

Numerical Analysis · Mathematics 2022-08-17 Harsh Sharma , Jeff Borggaard , Mayuresh Patil , Craig Woolsey

Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…

Numerical Analysis · Mathematics 2016-08-09 Daniel Stone , Gabriel Lord

In this article we introduce a low order implicit symplectic integrator designed to follow the Hamiltonian flow as close as possible. This integrator is obtained by the method of Liouvillian forms and does not require particular hypotheses…

Symplectic Geometry · Mathematics 2020-11-04 Hugo Jiménez-Pérez

Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…

Optimization and Control · Mathematics 2021-04-29 Guilherme França , Michael I. Jordan , René Vidal

A novel approach for the stabilization of the Discontinuous Galerkin method based on the Dafermos entropy rate crition is presented. First, estimates for the maximal possible entropy dissipation rate of a weak solution are derived. Second,…

Numerical Analysis · Mathematics 2023-06-09 Simon-Christian Klein

We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete…

Numerical Analysis · Computer Science 2013-08-08 Jan L. Cieśliński , Bogusław Ratkiewicz

We develop an inertial coupling method for modeling the dynamics of point-like 'blob' particles immersed in an incompressible fluid, generalizing previous work for compressible fluids. The coupling consistently includes excess (positive or…

Soft Condensed Matter · Physics 2015-08-06 F. Balboa Usabiaga , R. Delgado-Buscalioni , B. E. Griffith , A. Donev

For a separable Hamiltonian, there are two fundamental, time-symmetric, second-order velocity-Verlet (VV) and position-Verlet (PV) symplectic integrators. Similarly, there are two VV and PV version of exact energy conserving algorithms for…

Plasma Physics · Physics 2021-11-17 Siu A. Chin

We present a novel implicit scheme for the numerical solution of time-dependent conservation laws. The core idea of the presented method is to exploit and approximate the mixed spatial-temporal derivative of the solution that occurs…

Numerical Analysis · Mathematics 2022-12-13 Peter Frolkovič , Michal Žeravý

We present reliable a posteriori estimators for some fully discrete schemes applied to nonlinear systems of hyperbolic conservation laws in one space dimension with strictly convex entropy. The schemes are based on a method of lines…

Numerical Analysis · Mathematics 2017-09-08 Andreas Dedner , Jan Giesselmann

We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We…

Numerical Analysis · Mathematics 2020-02-14 Xiaocheng Shang , Hans Christian Öttinger

Recently, relaxation methods have been developed to guarantee the preservation of a single global functional of the solution of an ordinary differential equation. Here, we generalize this approach to guarantee local entropy inequalities for…

Numerical Analysis · Mathematics 2020-07-14 Hendrik Ranocha , Lisandro Dalcin , Matteo Parsani

We consider a 1D-2V Vlasov-Fokker-Planck multi-species ionic description coupled to fluid electrons. We address temporal stiffness with implicit time stepping, suitably preconditioned. To address temperature disparity in time and space, we…

Plasma Physics · Physics 2018-05-09 William T. Taitano , Luis Chacon , Andrei N. Simakov

A new second-order method for approximating the compressible Euler equations is introduced. The method preserves all the known invariant domains of the Euler system: positivity of the density, positivity of the internal energy and the local…

Numerical Analysis · Mathematics 2017-10-03 Jean-Luc Guermond , Murtazo Nazarov , Bojan Popov , Ignacio Tomas