Related papers: Linearly implicit exponential integrators for damp…
In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…
Geometric integrators of the Schr\"{o}dinger equation conserve exactly many invariants of the exact solution. Among these integrators, the split-operator algorithm is explicit and easy to implement, but, unfortunately, is restricted to…
The goal of this paper is to develop energy-preserving variational integrators for time-dependent mechanical systems with forcing. We first present the Lagrange-d'Alembert principle in the extended Lagrangian mechanics framework and derive…
To solve the Cahn-Hilliard equation numerically, a new time integration algorithm is proposed, which is based on a combination of the Eyre splitting and the local iteration modified (LIM) scheme. The latter is employed to tackle the…
Recently, a new family of integrators (Hamiltonian Boundary ValueMethods) has been introduced, which is able to precisely conserve the energy function of polynomial Hamiltonian systems and to provide a practical conservation of the energy…
We present a method for explicit leapfrog integration of inseparable Hamiltonian systems by means of an extended phase space. A suitably defined new Hamiltonian on the extended phase space leads to equations of motion that can be…
In this paper an approach is outlined. With this approach some explicit algorithms can be applied to solve the initial value problem of $n-$dimensional damped oscillators. This approach is based upon following structure: for any…
This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…
In this paper we point out the existence of a remarkable nonlocal transformation between the damped harmonic oscillator and a modified Emden type nonlinear oscillator equation with linear forcing, $\ddot{x}+\alpha x\dot{x}+\beta x^3+\gamma…
In this article we introduce a low order implicit symplectic integrator designed to follow the Hamiltonian flow as close as possible. This integrator is obtained by the method of Liouvillian forms and does not require particular hypotheses…
We prove that the recently developed semiexplicit symplectic integrators for non-separable Hamiltonian systems preserve any linear and quadratic invariants possessed by the Hamiltonian systems. This is in addition to being symmetric and…
Explicit step-truncation tensor methods have recently proven successful in integrating initial value problems for high-dimensional partial differential equations (PDEs). However, the combination of non-linearity and stiffness may introduce…
Given a fluid equation with reduced Lagrangian $l$ which is a functional of velocity $\MM{u}$ and advected density $D$ given in Eulerian coordinates, we give a general method for semidiscretising the equations to give a canonical…
This paper investigates the equations of motion for a relativistic charged particle in a general magnetic field. By reformulating the dynamics in four-dimensional spacetime and separating the linear and nonlinear parts, we construct an…
A recently developed method for the calculation of Lyapunov exponents of dynamical systems is described. The method is applicable whenever the linearized dynamics is Hamiltonian. By utilizing the exponential representation of symplectic…
Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…
We present the first method to directly use a learned continuous Lagrangian to forecast the dynamics of systems governed by partial differential equations, exploiting the inherent conservative structure to achieve stable long-range…
Computational chemical combustion problems are known to be stiff, and are typically solved with implicit time integration methods. A novel exponential time integrator, EPI3V, is introduced and applied to a spatially homogeneous isobaric…
We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: preservation of dynamics of certain Casimir and Hamiltonian…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…