Related papers: Simpson's quadrature for a nonlinear variational s…
In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…
A fast convergence in a fixed-time of solutions of nonlinear dynamical systems, for which special requirements are satisfied on the derivative of a quadratic function calculated along the solutions of the system, is proposed. The conditions…
We study the non-canonical symplectic structure, or K-symplectic structure inherited by the charged particle dynamics. Based on the splitting technique, we construct non-canonical symplectic methods which is explicit and stable for the…
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,…
Symplectic mappings are discrete-time analogs of Hamiltonian systems. They appear in many areas of physics, including, for example, accelerators, plasma, and fluids. Integrable mappings, a subclass of symplectic mappings, are equivalent to…
This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…
We present a new partially linearized mapping-based approach for approximating real-time quantum correlation functions in condensed-phase nonadiabatic systems, called spin-PLDM. Within a classical trajectory picture, partially linearized…
We develop a numerical method for the Westervelt equation, an important equation in nonlinear acoustics, in the form where the attenuation is represented by a class of non-local in time operators. A semi-discretisation in time based on the…
The Simpson's formula is obtained by approximating the integral of a function on some interval by the integral of the quadratic polynomial determined by the function. However, a multidimensional analogue of the formula has not been given as…
Filon-Simpson quadrature rules are derived for integrals of the type \int_a^b dx f(x) sin(xy)/(xy) and \int_a^b dx f(x) 4 sin^2(xy/2)/(xy)^2 which are needed in applications of the worldline variational approach to Quantum Field Theory.…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
A numerical method is developed for solving a system of partial differential equations modeling the flow of a nematic liquid crystal fluid with stretching effect, which takes into account the geometrical shape of its molecules. This system…
Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…
This paper shows how to compute, for probabilistic hybrid systems, the clock approximation and linear phase-portrait approximation that have been proposed for non probabilistic processes by Henzinger et al. The techniques permit to define a…
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…
This paper deals with time-optimal control of nonlinear continuous-time systems based on direct collocation. The underlying discretization grid is variable in time, as the time intervals are subject to optimization. This technique differs…
In the previous paper [J. R. Mannouch and J. O. Richardson, J.~Chem.~Phys.~xxx, xxxxx (xxxx)] we derived a new partially linearized mapping-based classical-trajectory technique, called spin-PLDM. This method describes the dynamics…
In this work, we address the numerical identification of entanglement in dynamical scenarios. To this end, we consider different programs based on the restriction of the evolution to the set of separable (i.e., non-entangled) states,…
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…