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Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

Efficient fourth order symplectic integrators are proposed for numerical integration of separable Hamiltonian systems H(p,q)=T(p)+V(q). Symmetric splitting coefficients with five to nine stages are obtained by higher order decomposition of…

Quantum Physics · Physics 2015-02-10 Kristian Mads Egeris Nielsen

We give accurate and ergodic numerical methods for semilinear, second-order Langevin stochastic partial differential equations (SPDE). As a byproduct, we also give good geometric numerical methods for their infinite-dimensional Hamiltonian…

Probability · Mathematics 2017-07-19 Nawaf Bou-Rabee

In this research, we introduce and investigate an approximation method that preserves the structural integrity of the non-isothermal Cahn-Hilliard-Navier-Stokes system. Our approach extends a previously proposed technique [1], which…

Numerical Analysis · Mathematics 2024-05-24 Aaron Brunk , Dennis Schumann

Recently, our group developed explicit symplectic methods for curved spacetimes that are not split into several explicitly integrable parts, but are via appropriate time transformations. Such time-transformed explicit symplectic integrators…

General Relativity and Quantum Cosmology · Physics 2024-12-05 Xin Wu , Ying Wang , Wei Sun , Fuyao Liu , Dazhu Ma

An operator-valued quantum phase space formula is constructed. The phase space formula of Quantum Mechanics provides a natural link between first and second quantization, thus contributing to the understanding of quantization problem. By…

Mathematical Physics · Physics 2017-03-16 Dong-Sheng Wang

In this paper, we develop high-order splitting methods for linear port-Hamiltonian systems, focusing on preserving their intrinsic structure, particularly the dissipation inequality. Port-Hamiltonian systems are characterized by their…

Mathematical Physics · Physics 2024-09-16 Marius Mönch , Nicole Marheineke

We propose a systematic method of dealing with the canonical constrained structure of reducible systems in the Dirac and symplectic approaches which involves an enlargement of phase and configuration spaces, respectively. It is not…

High Energy Physics - Theory · Physics 2009-10-30 R. Banerjee , J. Barcelos-Neto

We introduce a new definition of discrete-time port-Hamiltonian systems (PHS), which results from structure-preserving discretization of explicit PHS in time. We discretize the underlying continuous-time Dirac structure with the collocation…

Dynamical Systems · Mathematics 2018-11-20 Paul Kotyczka , Laurent Lefèvre

The k-symplectic formulation of field theories is especially simple, since only tangent and cotangent bundles are needed in its description. Its defining elements show a close relationship with those in the symplectic formulation of…

Mathematical Physics · Physics 2015-12-15 Xavier Gracia , Ruben Martin , Narciso Roman-Roy

A method for the nonintrusive and structure-preserving model reduction of canonical and noncanonical Hamiltonian systems is presented. Based on the idea of operator inference, this technique is provably convergent and reduces to a…

Machine Learning · Computer Science 2023-06-27 Anthony Gruber , Irina Tezaur

The objective of this work is twofold: First, we analyze the relation between the k-cosymplectic and the k-symplectic Hamiltonian and Lagrangian formalisms in classical field theories. In particular, we prove the equivalence between…

Mathematical Physics · Physics 2015-12-15 Narciso Roman-Roy , Angel M. Rey , Modesto Salgado , Silvia Vilarino

The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…

Methodology · Statistics 2026-02-17 Satyaki Mazumder , Sayantan Banerjee , Sourabh Bhattacharya

We report a few sumerical tests comparing some newly defined energy-preserving integrators and symplectic methods, using either constant and variable stepsize.

Numerical Analysis · Mathematics 2010-09-30 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

Different families of Runge-Kutta-Nystr\"om (RKN) symplectic splitting methods of order 8 are presented for second-order systems of ordinary differential equations and are tested on numerical examples. They show a better efficiency than…

Numerical Analysis · Mathematics 2022-07-26 F. Casas , S. Blanes , A. Escorihuela-Tomàs

The generalized additive Runge-Kutta (GARK) framework provides a powerful approach for solving additively partitioned ordinary differential equations. This work combines the ideas of symplectic GARK schemes and multirate GARK schemes to…

Numerical Analysis · Mathematics 2023-12-15 Kevin Schäfers , Michael Günther , Adrian Sandu

For Hamiltonian systems with non-canonical structure matrices, a new family of fourth-order energy-preserving integrators is presented. The integrators take a form of a combination of Runge--Kutta methods and continuous-stage Runge--Kutta…

Numerical Analysis · Mathematics 2024-03-21 Yuto Miyatake

In this paper, we present a novel class of high-order Runge--Kutta (RK) discontinuous Galerkin (DG) schemes for hyperbolic conservation laws. The new method extends beyond the traditional method of lines framework and utilizes…

Numerical Analysis · Mathematics 2024-02-26 Qifan Chen , Zheng Sun , Yulong Xing

An adequate characterization of the dynamics of Hamiltonian systems at physically relevant scales has been largely lacking. Here we investigate this fundamental problem and we show that the finite-scale Hamiltonian dynamics is governed by…

Chaotic Dynamics · Physics 2007-05-23 Adilson E. Motter , Alessandro P. S. de Moura , Celso Grebogi , Holger Kantz

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…

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