Related papers: Splitting integrators for stochastic Lie--Poisson …
A variational integrator of arbitrarily high-order on the special orthogonal group $SO(n)$ is constructed using the polar decomposition and the constrained Galerkin method. It has the advantage of avoiding the second-order derivative of the…
We provide an analytical framework for analyzing the quality of stochastic Verlet-type integrators for simulating the Langevin equation. Focusing only on basic objective measures, we consider the ability of an integrator to correctly…
We consider the Lie-algebraic notion of commutant in the setting of Poisson algebra. This provides a framework for deforming Hamiltonian differential equations. By taking a subalgebra of the algebra of integrals, and considering the set of…
We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic…
We studied the statistical properties of a quantum system in the pseudo-integrable regime through the gap ratios between consecutive energy levels of the scattering spectra. A two-dimensional quantum billiard containing a point-like…
In this paper we develop a geometric version of the Hamilton-Jacobi equation in the Poisson setting. Specifically, we "geometrize" what is usually called a complete solution of the Hamilton-Jacobi equation. We use some well-known results…
We revisit the integer lattice (IL) method to numerically solve the Vlasov-Poisson equations, and show that a slight variant of the method is a very easy, viable, and efficient numerical approach to study the dynamics of self-gravitating,…
We consider nonholonomic systems with symmetry possessing a certain type of first integrals that are linear in the velocities. We develop a systematic method for modifying the standard nonholonomic almost Poisson structure that describes…
In this paper, we consider a class of stochastic midpoint and trapezoidal Lawson schemes for the numerical discretization of highly oscillatory stochastic differential equations. These Lawson schemes incorporate both the linear drift and…
We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\"odinger equations driven by additive It\^o noise. The class of nonlinearities of interest includes nonlocal…
Non-self-adjoint dynamical systems, e.g., nonholonomic systems, can admit an almost Poisson structure, which is formulated by a kind of Poisson bracket satisfying the usual properties except for the Jacobi identity. A general theory of the…
Retraction maps are known to be the seed for all numerical integrators. These retraction maps-based integrators can be further lifted to tangent and cotangent bundles, giving rise to structure-preserving integrators for mechanical systems.…
Poisson structures of divisor-type are those whose degeneracy can be captured by a divisor ideal, which is a locally principal ideal sheaf with nowhere-dense quotient support. This is a large class of Poisson structures which includes all…
This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…
We study the existence of log-canonical Poisson structures that are preserved by difference equations of special form. We also study the inverse problem, given a log-canonical Poisson structure to find a difference equation preserving this…
We present a new class of high-order variational integrators on Lie groups. We show that these integrators are symplectic, momentum preserving, and can be constructed to be of arbitrarily high-order, or can be made to converge…
We present an analysis based on word combinatorics of splitting integrators for Ito or Stratonovich systems of stochastic differential equations. In particular we present a technique to write down systematically the expansion of the local…
We prove that any bi-Hamiltonian system $v = \left(\mathcal{A} + \lambda \mathcal{B}\right)dH_{\lambda}$ that is Hamiltonian with respect all Poisson brackets $\mathcal{A} + \lambda \mathcal{B}$ is locally bi-integrable in both the real…
We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…
We construct a particle integrator for nonrelativistic particles by means of the splitting method based on the exact flow of the equation of motion of particles in the presence of constant electric and magnetic field. This integrator is…