Related papers: Simpson's quadrature for a nonlinear variational s…
This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…
In this paper, we develop a numerical scheme for the space-time fractional parabolic equation, i.e., an equation involving a fractional time derivative and a fractional spatial operator. Both the initial value problem and the…
Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…
We present a simple stochastic algorithm for generating multiplicative processes with multiscaling both in space and in time. With this algorithm we are able to reproduce a synthetic signal with the same space and time correlation as the…
In this work we propose a method to perform optimization on manifolds. We assume to have an objective function $f$ defined on a manifold and think of it as the potential energy of a mechanical system. By adding a momentum-dependent kinetic…
Variational integrators are well-suited for simulation of mechanical systems because they preserve mechanical quantities about a system such as momentum, or its change if external forcing is involved, and holonomic constraints. While they…
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…
The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal…
We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…
We investigate the computational performance of various numerical methods for the integration of the equations of motion and the variational equations for some typical classical many-body models of condensed matter physics: the…
This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…
In this paper we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…
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…
We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent…
First of all we shortly illustrate how the symplectic quantization scheme [Gradenigo and Livi, 2021] can be applied to a relativistic field theory with self-interaction. Taking inspiration from the stochastic quantization method by Parisi…
Relativistic dynamics of a charged particle in time-dependent electromagnetic fields has theoretical significance and a wide range of applications. It is often multi-scale and requires accurate long-term numerical simulations using…
We study a model describing the slow flow of a fluid through a deformable, porous, elastic solid undergoing small deformations. The stress-strain relationship of the solid incorporates nonlinear effects, formulated as a perturbation of the…
We address a simple connection between results of Hamiltonian nonlinear dynamical theory and thermostatistics. Using a properly defined dynamical temperature in low-dimensional symplectic maps, we display and characterize long-standing…
Simulating many-body quantum systems poses significant challenges due to the large size of the state space. To address this issue, we propose using an SU(2) coherent state for individual spins to simulate spins on a lattice and derive…