Related papers: Backward error analysis for conjugate symplectic m…
A method is presented for the analytical evaluation of the singular and near-singular integrals arising in the Boundary Element Method solution of the Helmholtz equation. An error analysis is presented for the numerical evaluation of such…
The classical WKB method (also known as the WKBJ method, the LG method, or the phase integral method) for solving singularly perturbed linear differential equations has never, as far as we know, been looked at from the structured backward…
Discrete Hamiltonian variational integrators are derived from Type II and Type III generating functions for symplectic maps, and in this paper we establish a variational error analysis result that relates the order of accuracy of the…
We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…
In this work we are interested in general linear inverse problems where the corresponding forward problem is solved iteratively using fixed point methods. Then one-shot methods, which iterate at the same time on the forward problem solution…
In this paper, a systematic approach of constructing modified equations for weak stochastic symplectic methods of stochastic Hamiltonian systems is given via using the generating functions of the stochastic symplectic methods. This approach…
Hidden symmetries in a covariant Hamiltonian formulation are investigated involving gauge covariant equations of motion. The special role of the Stackel-Killing tensors is pointed out. A reduction procedure is used to reduce the original…
The Symplectic Pontryagin method was introduced in a previous paper. This work shows that this method is applicable under less restrictive assumptions. Existence of solutions to the Symplectic Pontryagin scheme are shown to exist without…
When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…
Hamilton's equations are fundamental for modeling complex physical systems, where preserving key properties such as energy and momentum is crucial for reliable long-term simulations. Geometric integrators are widely used for this purpose,…
It has previously been shown that varying the numerical timestep during a symplectic orbital integration leads to a random walk in energy and angular momentum, destroying the phase space-conserving property of symplectic integrators. Here…
The modal analysis is revisited through the symplectic formalism, what leads to two intertwined eigenproblems. Studying the properties of the solutions, we prove that they form a canonical basis. The method is general and works even if the…
The spectral deferred correction method is a variant of the deferred correction method for solving ordinary differential equations. A benefit of this method is that is uses low order schemes iteratively to produce a high order…
Machine learning methods are widely used in the natural sciences to model and predict physical systems from observation data. Yet, they are often used as poorly understood "black boxes," disregarding existing mathematical structure and…
We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We…
We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also…
We find that with uniform mesh, the numerical schemes derived from finite element method can keep a preserved symplectic structure in one-dimensional case and a preserved multisymplectic structure in two-dimentional case in certain discrete…
A complete error analysis of variational integrators is obtained, by blowing up the discrete variational principles, all of which have a singularity at zero time-step. Divisions by the time step lead to an order that is one less than…
In this paper, we are concerned with the construction and analysis of a new class of methods obtained as double jump compositions with complex coefficients and projection on the real axis. It is shown in particular that the new integrators…
It is well known that symplectic integrators lose their near energy preservation properties when variable step sizes are used. The most common approach to combine adaptive step sizes and symplectic integrators involves the Poincar\'e…