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The contributions of Sophya Kowalewski to the integrability theory of the equations for the heavy top extend to a larger class of Hamiltonian systems on Lie groups; this paper explains these extensions, and along the way reveals further…

Symplectic Geometry · Mathematics 2009-09-25 Velimir Jurdjevic

The Calogero type matrix discretization scheme is applied to constructing the Lax type integrable discretizations of one wide enough class of nonlinear integrable dynamical systems on functional manifolds. Their Lie-algebraic structure and…

Mathematical Physics · Physics 2015-02-13 Anatolij K. Prykarpatski

Equations of motion of an axially symmetric sphere rolling and sliding on a plane are usually taken as model of the tippe top. We study these equations in the nonsliding regime both in the vector notation and in the Euler angle variables…

Exactly Solvable and Integrable Systems · Physics 2008-04-24 S. Torkel Glad , Daniel Petersson , Stefan Rauch-Wojciechowski

We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations…

Probability · Mathematics 2007-05-23 Thoms Mueller-Gronbach , Klaus Ritter

The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…

Numerical Analysis · Mathematics 2021-06-08 Xing Liu

In this paper, contrast-independent partially explicit time discretization for wave equations in heterogeneous high-contrast media via mass lumping is concerned. By employing a mass lumping scheme to diagonalize the mass matrix, the matrix…

Numerical Analysis · Mathematics 2025-02-25 Shu Fan Li , Wing Tat Leung

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, it seems to be a considerable restriction when the potentials are often required to be smooth (gradient Lipschitz). This paper…

Computation · Statistics 2022-02-23 Dao Nguyen

We discuss global tensor invariants of a rigid body motion in the cases of Euler, Lagrange and Kovalevskaya. These invariants are obtained by substituting tensor fields with cubic on variable components into the invariance equation and…

Exactly Solvable and Integrable Systems · Physics 2024-10-15 A. V. Tsiganov

We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…

Optimization and Control · Mathematics 2010-07-30 Rui A. C. Ferreira

A framework for exponential time discretization of the multilayer rotating shallow water equations is developed in combination with a mimetic discretization in space. The method is based on a combination of existing exponential time…

Numerical Analysis · Mathematics 2019-08-27 Konstantin Pieper , K. Chad Sockwell , Max Gunzburger

We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

This paper considers the discretization of the time-dependent Navier-Stokes equations with the family of inf-sup stabilized Scott-Vogelius pairs recently introduced in [John/Li/Merdon/Rui, arXiv:2206.01242, 2022] for the Stokes problem.…

Numerical Analysis · Mathematics 2022-12-22 Naveed Ahmed , Volker John , Xu Li , Christian Merdon

We study in this paper the continuous and discrete Euler-Lagrange equations arising from a quadratic lagrangian. Those equations may be thought as numerical schemes and may be solved through a matrix based framework. When the lagrangian is…

Optimization and Control · Mathematics 2011-06-28 Philippe Ryckelynck , Laurent Smoch

A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

Numerical Analysis · Mathematics 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

The paper is concerned with overlapping domain decomposition and exponential time differencing for the diffusion equation discretized in space by cell-centered finite differences. Two localized exponential time differencing methods are…

Numerical Analysis · Mathematics 2017-11-08 Thi-Thao-Phuong Hoang , Lili Ju , Zhu Wang

An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is…

Optimization and Control · Mathematics 2008-09-11 Mattias Sandberg

We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence on the time horizon. Compared to existing approaches, we…

Probability · Mathematics 2019-11-05 Wenlong Mou , Nicolas Flammarion , Martin J. Wainwright , Peter L. Bartlett

Continuous Galerkin Petrov time discretization scheme is tested on some Hamiltonian systems including simple harmonic oscillator, Kepler's problem with different eccentricities and molecular dynamics problem. In particular, we implement the…

Numerical Analysis · Mathematics 2015-08-19 M. A. Qureshi , S. Hussain , Ghulam Shabbir

We investigate a two-state conformational conversion system and introduce a novel structure-preserving numerical scheme that couples a local discontinuous Galerkin space discretization with the backward Euler time-integration method. The…

Numerical Analysis · Mathematics 2026-05-20 Paola F. Antonietti , Mattia Corti , Sergio Gómez , Ilaria Perugia