Related papers: A variational symplectic scheme based on Simpson's…
Recently, a whole class of evergy-preserving integrators has been derived for the numerical solution of Hamiltonian problems. In the mainstream of this research, we have defined a new family of symplectic integrators depending on a real…
In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…
An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…
The paper gives a symplectic-geometric account of semiclassical Gaussian wave packet dynamics. We employ geometric techniques to "strip away" the symplectic structure behind the time-dependent Schr\"odinger equation and incorporate it into…
We propose a variational scheme for the construction of isentropic processes of the equations of adiabatic thermoelasticity with polyconvex internal energy. The scheme hinges on the embedding of the equations of adiabatic polyconvex…
In a recent work we have proposed an original analytic expression for the partition function of the quartic oscillator. This partition function, which has a simple and compact form with {\it no adjustable parameters}, reproduces some key…
We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a…
We present a semiclassical trace formula for the canonical partition function of arbitrary one-dimensional systems. The approximation is obtained via the stationary exponent method applied to the phase-space integration of the density…
Symplectic schemes are powerful methods for numerically integrating Hamiltonian systems, and their long-term accuracy and fidelity have been proved both theoretically and numerically. However direct applications of standard symplectic…
In this note, we propose a symplectic algorithm for the stable manifolds of the Hamilton-Jacobi equations combined with an iterative procedure in [Sakamoto-van~der Schaft, IEEE Transactions on Automatic Control, 2008]. Our algorithm…
Reduced basis methods are popular for approximately solving large and complex systems of differential equations. However, conventional reduced basis methods do not generally preserve conservation laws and symmetries of the full order model.…
In the article, we discuss the conservation laws for the nonlinear Schr\"{o}dinger equation with wave operator under multisymplectic integrator (MI). First, the conservation laws of the continuous equation are presented and one of them is…
On the example of the Poynting-Thomson-Zener rheological model for solids, which exhibits both dissipation and wave propagation - with nonlinear dispersion relation -, we introduce and investigate a finite difference numerical scheme. Our…
Hamilton's equations are fundamental for modeling complex physical systems, where preserving key properties such as energy and momentum is crucial for reliable long-term simulations. Geometric integrators are widely used for this purpose,…
In this work, we present a compact analytical approximation for the quantum partition function of systems composed of quantum oscillators. The proposed formula is general and applicable to an arbitrary number of oscillators described by a…
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…
A new simulation technique to obtain the synchronized steady-state solutions existing in coupled oscillator systems is presented. The technique departs from a semi-analytical formulation presented in previous works. It extends the model of…
In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic mutli-symplectic…
We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…
How to develop efficient numerical schemes while preserving the energy stability at the discrete level is a challenging issue for the three component Cahn-Hilliard phase-field model. In this paper, we develop first and second order temporal…