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Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are developed extending Runge-Kutta Munthe-Kaas methods. The underlying Lie-Poisson structure is preserved along stochastic trajectories. A related…
This paper is a summary of the theory of discrete embeddings introduced in [5]. A discrete embedding is an algebraic procedure associating a numerical scheme to a given ordinary differential equation. Lagrangian systems possess a…
Hamiltonian systems of ordinary and partial differential equations are fundamental mathematical models spanning virtually all physical scales. A critical property for the robustness and stability of computational methods in such systems is…
This paper introduces the hierarchical interpolative factorization for elliptic partial differential equations (HIF-DE) in two (2D) and three dimensions (3D). This factorization takes the form of an approximate generalized LU/LDL…
This work presents a novel formulation and numerical strategy for the simulation of geometrically nonlinear structures. First, a non-canonical Hamiltonian (Poisson) formulation is introduced by including the dynamics of the stress tensor.…
We propose and analyze a non-iterative domain decomposition integrator for the linear acoustic wave equation. The core idea is to combine an implicit Crank-Nicolson step on spatial subdomains with a local prediction step at the subdomain…
The efficient numerical solution of many kinetic models in plasma physics is impeded by the stiffness of these systems. Exponential integrators are attractive in this context as they remove the CFL condition induced by the linear part of…
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 represent an integration algorithm combining the characteristics method and Hopf-Cole transformation. This algorithm allows one to partially integrate a large class of multidimensional systems of nonlinear Partial Differential Equations…
A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…
We propose explicit symplectic integrators of molecular dynamics (MD) algorithms for rigid-body molecules in the canonical and isothermal-isobaric ensembles. We also present a symplectic algorithm in the constant normal pressure and lateral…
Modified Patankar schemes are linearly implicit time integration methods designed to be unconditionally positive and conservative. In the present work we extend the Patankar-type approach to linear multistep methods and prove that the…
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 which is fundamental in many…
We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on…
An implicit purification scheme is proposed for calculation of the temperature-dependent, grand canonical single-particle density matrix, given as a Fermi operator expansion in terms of the Hamiltonian. The computational complexity is shown…
In this paper, we report about recent findings in the numerical solution of Hamiltonian Partial Differential Equations (PDEs), by using energy-conserving line integral methods in the Hamiltonian Boundary Value Methods (HBVMs) class. In…
As is well known, energy is generally deemed as one of the most important physical invariants in many conservative problems and hence it is of remarkable interest to consider numerical methods which are able to preserve it. In this paper,…
An integrator for a class of stochastic Lie-Poisson systems driven by Stratonovich noise is developed. The integrator is suited for Lie-Poisson systems that also admit an isospectral formulation, which enables scalability to…
A simple pseudo-Hamiltonian formulation is proposed for the linear inhomogeneous systems of ODEs. In contrast to the usual Hamiltonian mechanics, our approach is based on the use of non-stationary Poisson brackets, i.e. corresponding…
Variational integrators applied to degenerate Lagrangians that are linear in the velocities are two-step methods. The system of modified equations for a two-step method consists of the principal modified equation and one additional equation…