Related papers: Casimir preserving stochastic Lie-Poisson integrat…
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…
The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles through which they are to be derived. By considering a…
Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…
We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…
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…
The Volterra lattice equations are completely integrable and possess bi-Hamiltonian structure. They are integrated using partitioned Lobatto IIIA-B methods which preserve the Poisson structure. Modified equations are derived for the…
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…
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 classify Lie-Poisson brackets that are formed from Lie algebra extensions. The problem is relevant because many physical systems owe their Hamiltonian structure to such brackets. A classification involves reducing all brackets to a set…
We construct stochastic multisymplectic systems by considering a stochastic extension to the variational formulation of multisymplectic partial differential equations proposed in [Hydon, {\it Proc. R. Soc. A}, 461, 1627--1637, 2005]. The…
We introduce a structure preserving discretization of stochastic rotating shallow water equations, stabilized with an energy conserving Casimir (i.e. potential enstrophy) dissipation. A stabilization of a stochastic scheme is usually…
Stochastic Klein--Gordon--Schr\"odinger (KGS) equations are important mathematical models and describe the interaction between scalar nucleons and neutral scalar mesons in the stochastic environment. In this paper, we propose novel…
Stochastic Klein--Gordon--Schr\"odinger (KGS) equations are important mathematical models and describe the interaction between scalar nucleons and neutral scalar mesons in the stochastic environment. In this paper, we propose novel…
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…
This paper investigates the geometric structure of a quasigeostrophic approximation to a recently introduced reduced-gravity thermal rotating shallow-water model that accounts for stratification. Specifically, it considers a low-frequency…
We address our attention to the numerical time discretization of stochastic Poisson systems via Poisson integrators. The aim of the investigation regards the backward error analysis of such integrators to reveal their ability of being…
We present a new linearly implicit exponential integrator that preserves the polynomial first integrals or Lyapunov functions for the conservative and dissipative stiff equations, respectively. The method is tested by both oscillated…
Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law.It is shown that the averaged energy increases…
We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…
Energy methods for constructing time-stepping algorithms are of increased interest in application to nonlinear problems, since numerical stability can be inferred from the conservation of the system energy. Alternatively, symplectic…