Related papers: Casimir preserving stochastic Lie-Poisson integrat…

In this paper, we formulate and analyse exponential integrations when applied to nonlinear Schr\"{o}dinger equations in a normal or highly oscillatory regime. A kind of exponential integrators with energy preservation, optimal convergence…

The numerical evaluation of statistics plays a crucial role in statistical physics and its applied fields. It is possible to evaluate the statistics for a stochastic differential equation with Gaussian white noise via the corresponding…

We consider a general discretization strategy for Hamiltonian field theories generated by Lie-Poisson brackets which we call dual PIC (DPIC). This method involves prescribing two different discrete representations of the dynamical variable…

The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…

In the last two decades, significant effort has been put in understanding and designing so-called structure-preserving numerical methods for the simulation of mechanical systems. Geometric integrators attempt to preserve the geometry…

Many conservative partial differential equations such as the Korteweg-de Vries (KdV) equation, and the nonlinear Schr\"{o}dinger equations, the Klein-Gordon equation have more than one invariant functionals. In this paper, we propose the…

The semi-Lagrangian discontinuous Galerkin method, coupled with a splitting approach in time, has recently been introduced for the Vlasov--Poisson equation. Since these methods are conservative, local in space, and able to limit numerical…

A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first order strong convergence is then proved using Ito integrals…

We consider the Cauchy problem for a degenerate fractional conservation laws driven by a noise. In particular, making use of an adapted kinetic formulation, a result of existence and uniqueness of solution is established. Moreover, a…

This paper investigates in depth how stochastic perturbations affect the integrable structure of Hamiltonian systems and develops a KAM theory for stochastic Hamiltonian dynamics, in the sense of the most probable path. We first derive the…

We introduce the study of dynamical quantum noise in Bose-Einstein condensates through numerical simulation of stochastic partial differential equations obtained using phase space representations. We derive evolution equations for a single…

In this work we propose and analyse a structure-preserving approximation of the non-isothermal Cahn-Hilliard-Navier-Stokes system using conforming finite elements in space and implicit time discretisation with convex-concave splitting. The…

A new method is proposed to numerically integrate a dynamical system on a manifold such that the trajectory stably remains on the manifold and preserves first integrals of the system. The idea is that given an initial point in the manifold…

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…

We introduce a novel technique for constructing higher-order variational integrators for Hamiltonian systems of ODEs. In particular, we are concerned with generating globally smooth approximations to solutions of a Hamiltonian system. Our…

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…

A hybrid framework is developed that highlights and unifies the most important aspects of the Noether correspondence between symmetries and conserved integrals in Lagrangian and Hamiltonian mechanics. Several main results are shown: (1) a…

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…

This work proposes a model-reduction methodology that preserves Lagrangian structure (equivalently Hamiltonian structure) and achieves computational efficiency in the presence of high-order nonlinearities and arbitrary parameter dependence.…