Related papers: Splitting integrators for stochastic Lie--Poisson …
By introducing a new stochastic integral, we investigate the energetics of classical stochastic systems driven by non-Gaussian white noises. In particular, we introduce a decomposition of the total-energy difference into the work and the…
Parareal algorithms are studied for semilinear parabolic stochastic partial differential equations. These algorithms proceed as two-level integrators, with fine and coarse schemes, and have been designed to achieve a `parallel in real time'…
We will further develop the study of the dissipation for a Hamilton-Poisson system introduced in \cite{2}. We will give a tensorial form of this dissipation and show that it preserves the Hamiltonian function but not the Poisson geometry of…
Nambu's construction of multi-linear brackets for super-integrable systems can be thought of as degenerate Poisson brackets with a maximal set of Casimirs in their kernel. By introducing privileged coordinates in phase space these…
We present a novel structure-preserving framework for solving the Vlasov-Poisson-Landau system of equations using a particle in cell (PIC) discretization combined with discrete gradient time integrators. The Vlasov-Poisson-Landau system is…
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…
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…
We derive and study stochastic dissipative dynamics on coadjoint orbits by incorporating noise and dissipation into mechanical systems arising from the theory of reduction by symmetry, including a semidirect-product extension. Random…
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…
The purpose of this paper is to examine stochastic Markovian models for circuits in phase space for which the drift term is equivalent to the standard circuit equations. In particular we include dissipative components corresponding to both…
We develop new numerical schemes for Vlasov--Poisson equations with high-order accuracy. Our methods are based on a spatially monotonicity-preserving (MP) scheme and are modified suitably so that positivity of the distribution function is…
This paper includes results centered around three topics, all of them related with the nonlinear stability of equilibria in Poisson dynamical systems. Firstly, we prove an energy-Casimir type sufficient condition for stability that uses…
We introduce and study suitable Poisson structures for four dimensional maps derived as lifts and specific periodic reductions of integrable lattice equations. These maps are Poisson with respect to these structures and the corresponding…
We exhibit a new pre-Lie algebra in the framework of symplectic groupoids and, in turn, introduce a pre-Lie formalism of Butcher trees for the approximation of Hamilton-Jacobi solutions on any symplectic groupoid $\mathcal{G}…
We discuss how dynamical fermion computations may be made yet cheaper by using symplectic integrators that conserve energy much more accurately without decreasing the integration step size. We first explain why symplectic integrators…
Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…
A construction of the bi-Hamiltonian structures for integrable systems on regular time scales is presented. The trace functional on an algebra of $\delta$-pseudo-differential operators, valid on an arbitrary regular time scale, is…
We study a class of integrable nonhomogeneous Lotka-Volterra systems whose quadratic terms are defined by an antisymmetric matrix and whose linear terms consist of three blocks. We provide the Poisson algebra of their Darboux polynomials,…
This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…
Obreshkov-like numerical integrators have been widely applied to power system transient simulation. Misuse of the numerical integrators as numerical differentiators may lead to numerical oscillation or bias. Criteria for Obreshkov-like…