Related papers: Splitting integrators for stochastic Lie--Poisson …
This paper proposes and analyzes a new operator splitting method for stochastic Maxwell equations driven by additive noise, which not only decomposes the original multi-dimensional system into some local one-dimensional subsystems, but also…
In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes…
A plane algebraic curve whose Newton polygone contains d lattice points can be given by d points it passes through. Then the coefficients of its equation Poisson commute having been regarded as functions of coordinates of those points. It…
Fourier spectral discretizations belong to the most straightforward methods for solving the unmagnetized Vlasov--Poisson system in low dimensions. In this article, this highly accurate approach is extended two the four-dimensional…
Using a new class of exactly solvable models based on the pairing interaction, we show that it is possible to construct integrable Hamiltonians with a Wigner distribution of nearest neighbor level spacings. However, these Hamiltonians…
Despite the numerous applications that may be expeditiously modelled by counting processes, stochastic filtering strategies involving Poisson-type observations still remain somewhat poorly developed. In this work, we propose a Monte Carlo…
We give a theoretical framework of stochastic non-canonical Hamiltonian systems as well as their modified symplectic structure which is named stochastic K-symplectic structure. The framework can be applied to the study of the…
In this paper, Particle-in-Cell algorithms for the Vlasov-Poisson system are presented based on its Poisson bracket structure. The Poisson equation is solved by finite element methods, in which the appropriate finite element spaces are…
We introduce the concepts of Poisson brackets for classical noise, and of canonically conjugate Wiener processes (symplectic noise). Phase space diffusions driven by these processes are considered and the general form of a stochastic…
In this paper we prove that for a pencil of compatible Poisson brackets $\mathcal{P} = \left\{\mathcal{A} + \lambda\mathcal{B} \right\}$ the local Casimir functions of Poisson brackets $\mathcal{A} + \lambda \mathcal{B}$ and coefficients of…
The likelihood functions for discretely observed nonlinear continuous-time models based on stochastic differential equations are not available except for a few cases. Various parameter estimation techniques have been proposed, each with…
We introduce a new methodology based on the multirevolution idea for constructing integrators for stochastic differential equations in the situation where the fast oscillations themselves are driven by a Stratonovich noise. Applications…
In this paper, we develop two energy-preserving splitting methods for solving three-dimensional stochastic Maxwell equations driven by multiplicative noise. We use operator splitting methods to decouple stochastic Maxwell equations into…
The paper investigates the Poisson structures associated with dynamical systems of the heavenly type, focusing on the Mikhalev-Pavlov and Pleba\'nski equation. The dynamical system is represented as a Hamiltonian system on a functional…
In this paper, we consider the hamiltonian formulation of nonholonomic systems with symmetries and study several aspects of the geometry of their reduced almost Poisson brackets, including the integrability of their characteristic…
Nonlinear random vibration under excitations of both Gaussian and Poisson white noises is considered. The model is based on stochastic differential equations, and the corresponding stochastic integrals are defined in such a way that the…
Discrete variational methods show excellent performance in numerical simulations of mechanical systems. In this paper, we adapt discrete variational integrators for the case of mechanical systems with double-bracket dissipation. In…
In this paper, we present a general scheme to construct integrable systems based on realization in the coboundary dynamical Poisson groupoids of Etingof and Varchenko. We also present a factorization method for solving the Hamiltonian…
This work concerns the definition and analysis of a new class of Lie systems on Poisson manifolds enjoying rich geometric features: the Lie--Hamilton systems. We devise methods to study their superposition rules, time independent constants…
The paper [1] by Crouseilles, Einkemmer, and Faou used an incorrect Poisson bracket for the Vlasov-Maxwell equations. If the correct Poisson bracket is used, the solution of one of the subsystems cannot be computed exactly in general. As a…