Related papers: Casimir preserving stochastic Lie-Poisson integrat…
This work deals with the dynamics of a class of stochastic dynamical systems with a multiplicative non-Gaussian Levy noise. We first establish the existence of stable and unstable foliations for this system via the Lyapunov-Perron method.…
An overview of Hamiltonian systems with noncanonical Poisson structures is given. Examples of bi-Hamiltonian ode's, pde's and lattice equations are presented. Numerical integrators using generating functions, Hamiltonian splitting,…
A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…
Recent years have seen an increasing amount of research devoted to the development of so-called resonance-based methods for dispersive nonlinear partial differential equations. In many situations, this new class of methods allows for…
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.…
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…
In this paper, we propose a class of explicit positivity preserving numerical methods for general stochastic differential equations which have positive solutions. Namely, all the numerical solutions are positive. Under some reasonable…
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…
Numerical evolution of time-dependent differential equations via explicit Runge-Kutta or Taylor methods typically fails to preserve symmetries of a system. It is known that there exists no numerical integration method that in general…
In this paper, we consider exponential integrators for semilinear Poisson systems. Two types of exponential integrators are constructed, one preserves the Poisson structure, and the other preserves energy. Numerical experiments for…
Gaussian process regression is increasingly applied for learning unknown dynamical systems. In particular, the implicit quantification of the uncertainty of the learned model makes it a promising approach for safety-critical applications.…
We present structure preserving integrators for solving linear quadratic optimal control problems. This problem requires the numerical integration of matrix Riccati differential equations whose exact solution is a symmetric positive…
In this paper we use retraction and discretization maps (see [Barbero Li\~n\'an and Mart\'in de Diego, 2022]) as a tool for deriving in a systematic way numerical integrators preserving geometric structures (such as symplecticity or…
This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…
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…
A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…
This paper proposes a novel conservative method for numerical computation of general stochastic differential equations in the Stratonovich sense with a conserved quantity. We show that the mean-square order of the method is $1$ if noises…
In this paper we focus on the stochastic Euler-Poincar\'{e} equations with pseudo-differential/multiplicative noise. We first establish two new cancellation properties on pseudo-differential operators, which play a key role in energy…
We extend the notion of variational integrator for classical Euler-Lagrange equations to the fractional ones. As in the classical case, we prove that the variational integrator allows to preserve Noether-type results at the discrete level.
We show that the ideal (nondissipative) form of the dynamical equations for the Lipps-Hemler formulation of the anelastic fluid model follow as Euler-Poincar\'{e} equations, obtained from a constrained Hamilton's principle expressed in the…