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Sampling with Markov chain Monte Carlo methods often amounts to discretizing some continuous-time dynamics with numerical integration. In this paper, we establish the convergence rate of sampling algorithms obtained by discretizing smooth…

Machine Learning · Statistics 2020-02-04 Xuechen Li , Denny Wu , Lester Mackey , Murat A. Erdogdu

A new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…

Computational Physics · Physics 2009-11-13 Anthony JC Ladd , Gaurav Misra

Long-term stability studies of nonlinear Hamiltonian systems require symplectic integration algorithms which are both fast and accurate. In this paper, we study a symplectic integration method wherein the symplectic map representing the…

Computational Physics · Physics 2007-05-23 Govindan Rangarajan

In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is…

Numerical Analysis · Mathematics 2016-01-12 Alejandra Gaitán Montejo , Octavio A. Michel-Manzo , César A. Terrero-Escalante

This paper presents an adaptive symplectic integrator, SQQ-PTQ, developed on the basis of the fixed-step symplectic integrator SQQ. To mitigate the Runge phenomenon, SQQ-PTQ employs Chebyshev interpolation for approximating the action,…

Numerical Analysis · Mathematics 2025-07-22 Keqi Ye , Zizhe Cai , Mingji Wang , Kun Yang , Xiaodong Liu

The Symplectic Pontryagin method was introduced in a previous paper. This work shows that this method is applicable under less restrictive assumptions. Existence of solutions to the Symplectic Pontryagin scheme are shown to exist without…

Numerical Analysis · Mathematics 2009-02-02 Mattias Sandberg

We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…

Numerical Analysis · Mathematics 2025-07-09 Daniel Doehring , Hendrik Ranocha , Manuel Torrilhon

Smoothed analysis is a method for analyzing the performance of algorithms, used especially for those algorithms whose running time in practice is significantly better than what can be proven through worst-case analysis. Spielman and Teng…

Data Structures and Algorithms · Computer Science 2026-05-26 Eleon Bach , Sophie Huiberts

Simulation of many-particle system evolution by molecular dynamics takes to decrease integration step to provide numerical scheme stability on the sufficiently large time interval. It leads to a significant increase of the volume of…

Numerical Analysis · Mathematics 2016-05-19 Eduard G. Nikonov

The usual explicit finite-difference method of solving partial differential equations is limited in stability because it approximates the exact amplification factor by power-series. By adapting the same exponential-splitting method of…

Numerical Analysis · Mathematics 2012-06-11 Siu A. Chin

We investigate the theoretical foundations of the simulated tempering method and use our findings to design efficient algorithms. Employing a large deviation argument first used for replica exchange molecular dynamics [Plattner et al., J.…

Chemical Physics · Physics 2019-02-08 Anton Martinsson , Jianfeng Lu , Benedict Leimkuhler , Eric Vanden-Eijnden

Symplectic integrators have made it possible to study the long-term evolution of planetary systems with direct N-body simulations. In this paper we reassess the accuracy of such simulations by running a convergence test on 20Myr…

Earth and Planetary Astrophysics · Physics 2019-11-06 Hanno Rein , Garett Brown , Daniel Tamayo

Hamilton's equations of motion form a fundamental framework in various branches of physics, including astronomy, quantum mechanics, particle physics, and climate science. Classical numerical solvers are typically employed to compute the…

Machine Learning · Computer Science 2024-10-25 Priscilla Canizares , Davide Murari , Carola-Bibiane Schönlieb , Ferdia Sherry , Zakhar Shumaylov

The effects of kinetic-energy preservation errors due to Runge-Kutta (RK) temporal integrators have been analyzed for the case of large-eddy simulations of incompressible turbulent channel flow. Simulations have been run using the…

Fluid Dynamics · Physics 2024-09-16 Marco Artiano , Carlo De Michele , Francesco Capuano , Gennaro Coppola

It is well-known that a numerical method which is at the same time geometric structure-preserving and physical property-preserving cannot exist in general for Hamiltonian partial differential equations. In this paper, we present a novel…

Numerical Analysis · Mathematics 2019-07-25 Chuchu Chen , Jialin Hong , Chol Sim , Kwang Sonwu

We introduce a class of general purpose linear multisymplectic integrators for Hamiltonian wave equations based on a diamond-shaped mesh. On each diamond, the PDE is discretized by a symplectic Runge--Kutta method. The scheme advances in…

Numerical Analysis · Mathematics 2014-02-21 R I McLachlan , M C Wilkins

We study a class of general purpose linear multisymplectic integrators for Hamiltonian wave equations based on a diamond-shaped mesh. On each diamond, the PDE is discretized by a symplectic Runge--Kutta method. The scheme advances in time…

Numerical Analysis · Mathematics 2018-03-19 Stephen R Marsland , Robert I McLachlan , Matthew C Wilkins

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

High Energy Physics - Lattice · Physics 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

This article considers Hamiltonian mechanical systems with potential functions admitting jump discontinuities. The focus is on accurate and efficient numerical approximations of their solutions, which will be defined via the laws of…

Numerical Analysis · Mathematics 2022-01-05 Molei Tao , Shi Jin

We present an approach to construct appropriate and efficient emulators for Hamiltonian flow maps. Intended future applications are long-term tracing of fast charged particles in accelerators and magnetic plasma confinement configurations.…

Computational Physics · Physics 2021-06-02 Katharina Rath , Christopher G. Albert , Bernd Bischl , Udo von Toussaint
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