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We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

Numerical Analysis · Mathematics 2021-06-08 Xiaocheng Shang

In this paper, we introduce a Lagrange multiplier approach to construct linearly implicit energy-preserving schemes of arbitrary order for general Hamiltonian PDEs. Unlike the widely used auxiliary variable methods, this novel approach does…

Numerical Analysis · Mathematics 2026-01-21 Yonghui Bo , Yushun Wang

We consider differential operators $A$ that can be represented by means of a so-called closure relation in terms of a simpler operator $A_{\operatorname{ext}}$ defined on a larger space. We analyze how the spectral properties of $A$ and…

Functional Analysis · Mathematics 2024-07-03 Jochen Glück , Birgit Jacob , Annika Meyer , Christian Wyss , Hans Zwart

We investigate an energy-based formulation of the two-field poroelasticity model and the related multiple-network model as they appear in geosciences or medical applications. We propose a port-Hamiltonian formulation of the system…

Dynamical Systems · Mathematics 2021-04-13 Robert Altmann , Volker Mehrmann , Benjamin Unger

In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…

Numerical Analysis · Mathematics 2022-10-12 Monika Eisenmann , Tony Stillfjord

Floating point division, even though being an infrequent operation in the traditional sense, is indis- pensable when it comes to a range of non-traditional applications such as K-Means Clustering and QR Decomposition just to name a few. In…

Hardware Architecture · Computer Science 2017-05-02 Riyansh K. Karani , Akash K. Rana , Dhruv H. Reshamwala , Kishore Saldanha

We consider the design of structure-preserving discretization methods for the solution of systems of boundary controlled Partial Differential Equations (PDEs) thanks to the port-Hamiltonian formalism. We first provide a novel general…

Numerical Analysis · Mathematics 2020-09-30 Andrea Brugnoli , Ghislain Haine , Anass Serhani , Xavier Vasseur

In this paper, we propose a second-order energy-conserving approximation procedure for Hamiltonian systems with holonomic constraints. The derivation of the procedure relies on the use of the so-called line integral framework. We provide…

Numerical Analysis · Mathematics 2018-01-09 Luigi Brugnano , Gianmarco Gurioli , Felice Iavernaro , Ewa B. Weinmueller

Port-Hamiltonian systems have gained a lot of attention in recent years due to their inherent valuable properties in modeling and control. In this paper, we are interested in constructing linear port-Hamiltonian systems from time-domain…

Systems and Control · Electrical Eng. & Systems 2020-11-18 Karim Cherifi , Pawan Goyal , Peter Benner

We propose a new primal-dual splitting method for solving composite inclusions involving Lipschitzian, and parallel-sum-type monotone operators. Our approach extends the framework in \cite{Siopt4} to a more general class of monotone…

Optimization and Control · Mathematics 2015-07-28 Quoc Tran-Dinh , Bang Cong Vu

Accurately learning the temporal behavior of dynamical systems requires models with well-chosen learning biases. Recent innovations embed the Hamiltonian and Lagrangian formalisms into neural networks and demonstrate a significant…

Machine Learning · Computer Science 2021-10-04 Shaan Desai , Marios Mattheakis , David Sondak , Pavlos Protopapas , Stephen Roberts

In this paper we consider the problem of obtaining a general port-Hamiltonian formulation of Newtonian fluids. We propose the port-Hamiltonian models to describe the energy flux of rotational three-dimensional isentropic and non-isentropic…

Fluid Dynamics · Physics 2020-03-26 Luis A. Mora , Yann Le Gorrec , Denis Matignon , Hector Ramirez , Juan Yuz

We perform a numerical analysis of a class of randomly perturbed {H}amiltonian systems and {P}oisson systems. For the considered additive noise perturbation of such systems, we show the long time behavior of the energy and quadratic…

Numerical Analysis · Mathematics 2021-04-29 David Cohen , Gilles Vilmart

We design a novel, exactly energy-conserving implicit non-symplectic integration method for an eight-dimensional Hamiltonian system with four degrees of freedom. In our algorithm, each partial derivative of the Hamiltonian with respect to…

General Relativity and Quantum Cosmology · Physics 2019-12-30 Shiyang Hu , Xin Wu , Guoqing Huang , Enwei Liang

We develop two local energy methods for distributed parameter port-Hamiltonian (pH) systems on one-dimensional spatial domains. The methods are applied to derive a characterization of exponential stability directly in terms of the energy…

Optimization and Control · Mathematics 2025-12-01 Marco Roschkowski , Hannes Gernandt

We combine energy-stable and port-Hamiltonian (pH) systems to obtain energy-stable port-Hamiltonian (espH) systems. The idea is to extend the known energy-stable systems with an input-output port, which results in a pH formulation. One…

Numerical Analysis · Mathematics 2025-06-10 Patrick Buchfink , Silke Glas , Hans Zwart

We study the discretization of (almost-)Dirac structures using the notion of retraction and discretization maps on manifolds. Additionally, we apply the proposed discretization techniques to obtain numerical integrators for port-Hamiltonian…

Numerical Analysis · Mathematics 2025-05-12 María Barbero-Liñán , Juan Manuel López Medel , David Martín de Diego

This work proposes a novel structure-preserving model order reduction (MOR) method for linear, time-invariant port-Hamiltonian (pH) systems. Our goal is to construct a reduced order pH system, which can still be interpreted in the physical…

Optimization and Control · Mathematics 2025-10-16 Silke Glas , Mir Mamunuzzaman , Hongliang Mu , Hans Zwart

The explicit split-operator algorithm is often used for solving the linear and nonlinear time-dependent Schr\"{o}dinger equations. However, when applied to certain nonlinear time-dependent Schr\"{o}dinger equations, this algorithm loses…

Chemical Physics · Physics 2024-09-26 Julien Roulet , Jiří Vaníček

We show how the Hamiltonian Monte Carlo algorithm can sometimes be speeded up by "splitting" the Hamiltonian in a way that allows much of the movement around the state space to be done at low computational cost. One context where this is…

Computation · Statistics 2012-07-17 Babak Shahbaba , Shiwei Lan , Wesley O. Johnson , Radford M. Neal