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We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

Numerical Analysis · Mathematics 2025-12-10 B. Leimkuhler , A. Sharma , M. V. Tretyakov

A theorem of Varchenko gives the order of decay of the leading term of the asymptotic expansion of a degenerate oscillatory integral with real-analytic phase in two dimensions. His theorem expresses this order of decay in a simple geometric…

Classical Analysis and ODEs · Mathematics 2009-06-09 Michael Greenblatt

First-order variational equations are widely used in N-body simulations to study how nearby trajectories diverge from one another. These allow for efficient and reliable determinations of chaos indicators such as the Maximal Lyapunov…

Earth and Planetary Astrophysics · Physics 2016-03-23 Hanno Rein , Daniel Tamayo

Goursat showed that in the presence of an intermediate integral, the problem of solving a second-order Monge-Ampere equation can be reduced to solving a first-order equation, in the sense that the generic solution of the first-order…

Analysis of PDEs · Mathematics 2007-05-23 Jeanne Nielsen Clelland

Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…

Numerical Analysis · Mathematics 2014-05-20 L. Bonaventura , R. Ferretti

In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…

Numerical Analysis · Mathematics 2014-01-31 Tomasz M. Tyranowski , Mathieu Desbrun

We develop a well-posedness theory for second order systems in bounded domains where boundary phenomena like glancing and surface waves play an important role. Attempts have previously been made to write a second order system consisting of…

Analysis of PDEs · Mathematics 2010-12-08 Heinz-Otto Kreiss , Omar E. Ortiz , N. Anders Petersson

We investigate integrable 2-dimensional Hamiltonian systems with scalar and vector potentials, admitting second invariants which are linear or quadratic in the momenta. In the case of a linear second invariant, we provide some examples of…

Exactly Solvable and Integrable Systems · Physics 2009-11-10 Giuseppe Pucacco , Kjell Rosquist

Motivated by various applications, unbounded Hamiltonian simulation has recently garnered great attention. Quantum Magnus algorithms, designed to achieve commutator scaling for time-dependent Hamiltonian simulation, have been found to be…

Numerical Analysis · Mathematics 2026-01-26 Yonah Borns-Weil , Di Fang , Jiaqi Zhang

Motivated by applications in computational anatomy, we consider a second-order problem in the calculus of variations on object manifolds that are acted upon by Lie groups of smooth invertible transformations. This problem leads to solution…

Optimization and Control · Mathematics 2015-06-03 François Gay-Balmaz , Darryl D. Holm , David M. Meier , Tudor S. Ratiu , François-Xavier Vialard

Many problems in machine learning write as the minimization of a sum of individual loss functions over the training examples. These functions are usually differentiable but, in some cases, their gradients are not Lipschitz continuous, which…

Optimization and Control · Mathematics 2024-04-29 S. Chraibi , F. Iutzeler , J. Malick , A. Rogozin

We consider a partial data inverse problem for a time-dependent convection-diffusion equation on an admissible manifold. We prove that the time-dependent convection term and time-dependent density can be recovered uniquely modulo a known…

Analysis of PDEs · Mathematics 2024-05-03 Rohit Kumar Mishra , Anamika Purohit , Manmohan Vashisth

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Leonardo Colombo , Manuela Gamonal Fernández , David Martín de Diego

This short communication (preprint) is devoted to mathematical study of evolution equations that are important for mathematical physics and quantum theory; we present new explicit formulas for solutions of these equations and discuss their…

Dynamical Systems · Mathematics 2020-12-15 O. E. Galkin , S. Yu. Galkina

In this work, we introduce a quadratically convergent and dynamically consistent integrator specifically designed for the replicator dynamics. The proposed scheme combines a two-stage rational approximation with a normalization step to…

Numerical Analysis · Mathematics 2025-11-03 Mario Pezzella

The paper deals with the problem of the existence of a normal form for a nearly-integrable real-analytic Hamiltonian with aperiodically time-dependent perturbation decaying (slowly) in time. In particular, in the case of an isochronous…

Dynamical Systems · Mathematics 2016-05-18 Alessandro Fortunati , Stephen Wiggins

We extend a contraction mapping argument for ordinary state-dependent delay differential equations to evolutionary partial differential equations in the sense of R. Picard, that is, to equations of the form $\bigl(\partial_{t}…

Analysis of PDEs · Mathematics 2025-11-20 Bernhard Aigner , Marcus Waurick

This paper studies the construction of geometric integrators for nonholonomic systems. We derive the nonholonomic discrete Euler-Lagrange equations in a setting which permits to deduce geometric integrators for continuous nonholonomic…

Differential Geometry · Mathematics 2009-11-13 D. Iglesias , J. C. Marrero , D. Martin de Diego , E. Martinez

This paper on the whole concerns with the duality of Mayer problem for k-th order differential inclusions, where k is an arbitrary natural number. Thus, this work for constructing the dual problems to differential inclusions of any order…

Optimization and Control · Mathematics 2019-06-20 Elimhan N. Mahmudov

In this paper, we would like to consider the Cauchy problem for a multi-component weakly coupled system of semi-linear $\sigma$-evolution equations with double dissipation for any $\sigma\ge 1$. The first main purpose is to obtain the…

Analysis of PDEs · Mathematics 2023-11-14 Yingli Qiao , Tuan Anh Dao
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