Related papers: Splitting integrators for stochastic Lie--Poisson …
Using the rigid body as an example, we illustrate some features of stochastic geometric mechanics. These features include: i) a geometric variational motivation for the noise structure involving Lie-Poisson brackets and momentum maps, ii)…
We construct symplectic integrators for Lie-Poisson systems. The integrators are standard symplectic (partitioned) Runge--Kutta methods. Their phase space is a symplectic vector space with a Hamiltonian action with momentum map $J$ whose…
We construct a Poisson map $\mathbf{M}\colon T^{*}\mathbb{C}^{2} \to \mathfrak{se}(3)^{*}$ with respect to the canonical Poisson bracket on $T^{*}\mathbb{C}^{2} \cong T^{*}\mathbb{R}^{4}$ and the $(-)$-Lie--Poisson bracket on the dual…
A new splitting is proposed for solving the Vlasov-Maxwell system. This splitting is based on a decomposition of the Hamiltonian of the Vlasov-Maxwell system and allows for the construction of arbitrary high order methods by composition…
Many PDEs (Burgers' equation, KdV, Camassa-Holm, Euler's fluid equations,...) can be formulated as infinite-dimensional Lie-Poisson systems. These are Hamiltonian systems on manifolds equipped with Poisson brackets. The Poisson structure is…
We develop a method of constructing structure-preserving integrators for Hamiltonian systems in Jacobi manifolds. Hamiltonian mechanics, rooted in symplectic and Poisson geometry, has long provided a foundation for modeling conservative…
This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the…
The Hamiltonian structure of a class of three-dimensional (3D) Lotka-Volterra (LV) equations is revisited from a novel point of view by showing that the quadratic Poisson structure underlying its integrability structure is just a real…
Numerical lattice gauge theory computations to generate gauge field configurations including the effects of dynamical fermions are usually carried out using algorithms that require the molecular dynamics evolution of gauge fields using…
We present a novel framework for Finite Element Particle-in-Cell methods based on the discretization of the underlying Hamiltonian structure of the Vlasov-Maxwell system. We derive a semi-discrete Poisson bracket, which retains the defining…
In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…
A method to construct integrable deformations of Hamiltonian systems of ODEs endowed with Lie-Poisson symmetries is proposed by considering Poisson-Lie groups as deformations of Lie-Poisson (co)algebras. Moreover, the underlying Lie-Poisson…
We prove tail and moment inequalities for multiple stochastic integrals on the Poisson space and for Poisson $U$-statistics. We use them to demonstrate the Law of the Iterated Logarithm for these processes when the intensity of the Poisson…
This survey is a preliminary version of a chapter of the forthcoming book "Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-It\^o Chaos Expansions and Stochastic Geometry" edited by Giovanni Peccati and Matthias…
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…
Motivated by the Hodgkin-Huxley model of neuronal dynamics, we study explicit numerical integrators for "conditionally linear" systems of ordinary differential equations. We show that splitting and composition methods, when applied to the…
This article presents explicit exponential integrators for stochastic Maxwell's equations driven by both multiplicative and additive noises. By utilizing the regularity estimate of the mild solution, we first prove that the strong order of…
The efficient numerical solution of many kinetic models in plasma physics is impeded by the stiffness of these systems. Exponential integrators are attractive in this context as they remove the CFL condition induced by the linear part of…
We propose a systematic framework for constructing geometric integrators for Hamiltonian systems on Jacobi manifolds. By combining Poissonization of Jacobi structures with homogeneous symplectic bi-realizations, Jacobi dynamics are lifted…
In this paper, we discuss the geometric integration of hamiltonian systems on Poisson manifolds, in particular, in the case, when the Poisson structure is induced by a Lie algebra, that is, it is a Lie-Poisson structure. A Hamiltonian…