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The article considers symmetric general linear methods, a class of numerical time integration methods which, like symmetric Runge--Kutta methods, are applicable to general time--reversible differential equations, not just those derived from…

Numerical Analysis · Mathematics 2015-07-07 John Butcher , Adrian Hill , Terrence Norton

Compact Runge-Kutta (cRK) Flux Reconstruction (FR) methods are a variant of RKFR methods for hyperbolic conservation laws with a compact stencil including only immediate neighboring finite elements. We extend cRKFR methods to handle…

Numerical Analysis · Mathematics 2025-12-10 Arpit Babbar , Hendrik Ranocha

Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…

This work gives the asymptotic error distribution of the stochastic Runge--Kutta (SRK) method of strong order $1$ applied to Stratonovich-type stochastic differential equations. For dealing with the implicitness introduced in the diffusion…

Numerical Analysis · Mathematics 2025-08-05 Diancong Jin

A port-Hamiltonian (pH) system formulation is a geometrical notion used to formulate conservation laws for various physical systems. The distributed parameter port-Hamiltonian formulation models infinite dimensional Hamiltonian dynamical…

Analysis of PDEs · Mathematics 2022-12-15 N. Kumar , J. J. W. van der Vegt , H. J. Zwart

Symplectic integrators offer vastly superior performance over traditional numerical techniques for conservative dynamical systems, but their application to \emph{dissipative} systems is inherently difficult due to dissipative systems' lack…

Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…

Optimization and Control · Mathematics 2021-04-29 Guilherme França , Michael I. Jordan , René Vidal

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

Hill's equations are an approximation that is useful in a number of areas of astrophysics including planetary rings and planetesimal disks. We derive a symplectic method for integrating Hill's equations based on a generalized leapfrog. This…

Earth and Planetary Astrophysics · Physics 2015-05-13 T. Quinn , R. P. Perrine , D. C. Richardson , R. Barnes

Modified Patankar-Runge-Kutta (MPRK) methods preserve the positivity as well as conservativity of a production-destruction system (PDS) of ordinary differential equations for all time step sizes. As a result, higher order MPRK schemes do…

Numerical Analysis · Mathematics 2022-10-31 Thomas Izgin , Stefan Kopecz , Andreas Meister

In the present paper we have developed a Non-Commutative (NC) generalization of perfect fluid model from first principles, in a Hamiltonian framework. The noncommutativity is introduced at the Lagrangian (particle) coordinate space brackets…

High Energy Physics - Theory · Physics 2017-01-20 Praloy Das , Subir Ghosh

Classical model reduction techniques project the governing equations onto linear subspaces of the high-dimensional state-space. For problems with slowly decaying Kolmogorov-n-widths such as certain transport-dominated problems, however,…

Numerical Analysis · Mathematics 2021-12-22 Patrick Buchfink , Silke Glas , Bernard Haasdonk

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

We give a construction of completely integrable ($2n$)-dimensional Hamiltonian systems with symplectic brackets of the Lie-Poisson type (linear in coordinates) and with quadratic Hamilton functions. Applying to any such system the so called…

Exactly Solvable and Integrable Systems · Physics 2016-12-14 Matteo Petrera , Yuri B. Suris

We propose using Normalizing Flows as a trainable kernel within the molecular dynamics update of Hamiltonian Monte Carlo (HMC). By learning (invertible) transformations that simplify our dynamics, we can outperform traditional methods at…

Machine Learning · Computer Science 2021-12-06 Sam Foreman , Taku Izubuchi , Luchang Jin , Xiao-Yong Jin , James C. Osborn , Akio Tomiya

Explicit and semi-explicit geometric integration schemes for dissipative perturbations of Hamiltonian systems are analyzed. The dissipation is characterized by a small parameter $\epsilon$, and the schemes under study preserve the…

Numerical Analysis · Mathematics 2015-03-19 Klas Modin , Gustaf Söderlind

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

We present a novel asymptotic-preserving semi-implicit finite element method for weakly compressible and incompressible flows based on compatible finite element spaces. The momentum is sought in an $H(\mathrm{div})$-conforming space,…

Numerical Analysis · Mathematics 2024-07-16 Enrico Zampa , Michael Dumbser

We propose explicit symplectic integrators of molecular dynamics (MD) algorithms for rigid-body molecules in the canonical and isothermal-isobaric ensembles. We also present a symplectic algorithm in the constant normal pressure and lateral…

Statistical Mechanics · Physics 2007-05-23 Hisashi Okumura , Satoru G. Itoh , Yuko Okamoto

Exploiting the affinity between stable generalized complex structures and symplectic structures, we explain how certain constructions coming from symplectic geometry can be performed in the generalized complex setting. We introduce…

Differential Geometry · Mathematics 2025-11-12 Lorenzo Sillari