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We consider the two-dimensional Cahn-Hilliard equation with logarithmic potentials and periodic boundary conditions. We employ the standard semi-implicit numerical scheme which treats the linear fourth-order dissipation term implicitly and…
This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…
A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…
Finite-dimensional non-canonical Hamiltonian systems arise naturally from Hamilton's principle in phase space. We present a method for deriving variational integrators that can be applied to perturbed non-canonical Hamiltonian systems on…
In this paper we present a method of constructing a nonlinear accelerator lattice that has an approximate integral of motion that is given upfront. The integral under consideration is a Hamiltonian in normalized (canonical) coordinates that…
Damped mechanical systems with various forms of damping are quantized using the path integral formalism. In particular, we obtain the path integral kernel for the linearly damped harmonic oscillator and a particle in a uniform gravitational…
In this paper structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton-Pontryagin variational principle. From this principle one can derive a novel class of variational partitioned…
The evolution of any factorized time-reversible symplectic integrators, when applied to the harmonic oscillator, can be exactly solved in a closed form. The resulting modified Hamiltonians demonstrate the convergence of the Lie series…
The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…
In this paper, based on the weak form of the Hamiltonian formulation of the regularized long-wave equation and a novel approach of transforming the original Hamiltonian energy into a quadratic functional, a fully implicit and three…
This paper focuses on the numerical approximation of the linearized shallow water equations using hybridizable discontinuous Galerkin (HDG) methods, leveraging the Hamiltonian structure of the evolution system. First, we propose an…
Variational time integrators are derived in the context of discrete mechanical systems. In this area, the governing equations for the motion of the mechanical system are built following two steps: (a) Postulating a discrete action; (b)…
Several different approaches are proposed for solving fully implicit discretizations of a simplified Boltzmann-Poisson system with a linear relaxation-type collision kernel. This system models the evolution of free electrons in…
A notion of implicit difference equation on a Lie groupoid is introduced and an algorithm for extracting the integrable part (backward or/and forward) is formulated. As an application, we prove that discrete Lagrangian dynamics on a Lie…
First, two examples of 1D distributed port-Hamiltonian systems with dissipation, given in explicit (descriptor) form, are considered: the Dzekster model for the seepage of underground water and a nanorod model with non-local viscous…
We address our attention to the numerical time discretization of stochastic Poisson systems via Poisson integrators. The aim of the investigation regards the backward error analysis of such integrators to reveal their ability of being…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…
It is well known that symplectic integrators lose their near energy preservation properties when variable step sizes are used. The most common approach to combine adaptive step sizes and symplectic integrators involves the Poincar\'e…
Two semi-implicit Euler schemes for differential inclusions are proposed and analyzed in depth. An error analysis shows that both semi-implicit schemes inherit favorable stability properties from the differential inclusion. Their…
For sampling from a log-concave density, we study implicit integrators resulting from $\theta$-method discretization of the overdamped Langevin diffusion stochastic differential equation. Theoretical and algorithmic properties of the…