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In this work we demonstrate that SVD-based model reduction techniques known for ordinary differential equations, such as the proper orthogonal decomposition, can be extended to stochastic differential equations in order to reduce the…

Numerical Analysis · Mathematics 2024-02-01 Tomasz M. Tyranowski

In this paper, high order well-balanced finite difference weighted essentially non-oscillatory methods to solve general systems of balance laws are presented. Two different families are introduced: while the methods in the first one…

Numerical Analysis · Mathematics 2020-12-02 Carlos Parés , Carlos Parés-Pulido

In this paper we point out the existence of a remarkable nonlocal transformation between the damped harmonic oscillator and a modified Emden type nonlinear oscillator equation with linear forcing, $\ddot{x}+\alpha x\dot{x}+\beta x^3+\gamma…

Exactly Solvable and Integrable Systems · Physics 2009-04-13 R Gladwin Pradeep , V K Chandrasekar , M Senthilvelan , M Lakshmanan

This work proposes a novel structure-preserving model order reduction (MOR) method for linear, time-invariant port-Hamiltonian (pH) systems. Our goal is to construct a reduced order pH system, which can still be interpreted in the physical…

Optimization and Control · Mathematics 2025-10-16 Silke Glas , Mir Mamunuzzaman , Hongliang Mu , Hans Zwart

A new exponentially fitted version of the Discrete Variational Derivative method for the efficient solution of oscillatory complex Hamiltonian Partial Differential Equations is proposed. When applied to the nonlinear Schroedinger equation,…

Numerical Analysis · Mathematics 2022-02-02 Dajana Conte , Gianluca Frasca-Caccia

We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We…

Numerical Analysis · Mathematics 2020-02-14 Xiaocheng Shang , Hans Christian Öttinger

We develop optimization-based structure-preserving model order reduction (MOR) methods for port-Hamiltonian (pH) descriptor systems of differentiation index one. Descriptor systems in pH form permit energy-based modeling and intuitive…

Optimization and Control · Mathematics 2022-06-06 Paul Schwerdtner , Tim Moser , Volker Mehrmann , Matthias Voigt

Model order reduction provides low-complexity high-fidelity surrogate models that allow rapid and accurate solutions of parametric differential equations. The development of reduced order models for parametric \emph{nonlinear} Hamiltonian…

Numerical Analysis · Mathematics 2024-09-30 Cecilia Pagliantini , Federico Vismara

Energy-preserving numerical methods for solving the Hodge wave equation is developed in this paper. Based on the de Rham complex, the Hodge wave equation can be formulated as a first-order system and mixed finite element methods using…

Numerical Analysis · Mathematics 2020-09-08 Yongke Wu , Yanhong Bai

For Hamiltonian systems, simulation algorithms that exactly conserve numerical energy or pseudo-energy have seen extensive investigation. Most available methods either require the iterative solution of nonlinear algebraic equations at each…

Numerical Analysis · Mathematics 2022-07-04 Stefan Bilbao , Michele Ducceschi , Fabiana Zama

Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…

Numerical Analysis · Mathematics 2025-12-01 Boris D. Andrews , Patrick E. Farrell

In this work, the conformable Bateman Lagrangian for the damped harmonic oscillator system is proposed using the conformable derivative concept. In other words, the integer derivatives are replaced by conformable derivatives of order…

Quantum Physics · Physics 2025-01-14 Tariq AlBanwa , Ahmed Al-Jamel , Eqab. M. Rabei , Mohamed. Al-Masaeed

We discuss the recent developments of projection-based model order reduction (MOR) techniques targeting Hamiltonian problems. Hamilton's principle completely characterizes many high-dimensional models in mathematical physics, resulting in…

Numerical Analysis · Mathematics 2021-09-28 J. S. Hesthaven , C. Pagliantini , N. Ripamonti

In this paper we construct high order finite volume schemes on networks of hyperbolic conservation laws with coupling conditions involving ODEs. We consider two generalized Riemann solvers at the junction, one of Toro-Castro type and a…

Numerical Analysis · Mathematics 2016-11-23 Raul Borsche , Jochen Kall

Suppressing vibrations in mechanical systems, usually described by second-order dynamical models, is a challenging task in mechanical engineering in terms of computational resources even nowadays. One remedy is structure-preserving model…

Optimization and Control · Mathematics 2023-09-25 Rebekka S. Beddig , Peter Benner , Ines Dorschky , Timo Reis , Paul Schwerdtner , Matthias Voigt , Steffen W. R. Werner

We discuss the efficient implementation of Hamiltonian BVMs (HBVMs), a recently introduced class of energy preserving methods for canonical Hamiltonian systems, via their blended formulation. We also discuss the case of separable problems,…

Numerical Analysis · Mathematics 2011-12-20 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

This work proposes a suite of numerical techniques to facilitate the design of structure-preserving integrators for nonlinear dynamics. The celebrated LaBudde-Greenspan integrator and various energy-momentum schemes adopt a difference…

Numerical Analysis · Mathematics 2023-05-17 Ju Liu

We introduce a nonlinear structure preserving high-order scheme for anisotropic advection-diffusion equations. This scheme, based on Hybrid High-Order methods, can handle general meshes. It also has an entropy structure, and preserves the…

Numerical Analysis · Mathematics 2023-10-20 Julien Moatti

In this work we propose a new, arbitrary order space-time finite element discretisation for Hamiltonian PDEs in multisymplectic formulation. We show that the new method which is obtained by using both continuous and discontinuous…

Numerical Analysis · Mathematics 2021-08-18 Elena Celledoni , James Jackaman

We propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…

Numerical Analysis · Mathematics 2023-08-29 Aaron Brunk , Herbert Egger , Oliver Habrich , Maria Lukacova-Medvidova