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In this paper we study the performance of a symplectic numerical integrator based on the splitting method. This method is applied to a subtle problem i.e. higher order resonance of the elastic pendulum. In order to numerically study the…
In this paper, we present new types of exponential integrators for Stochastic Differential Equations (SDEs) that take the advantage of the exact solution of (generalised) geometric Brownian motion. We examine both Euler and Milstein…
We show that the symplectic reduction of the dynamics of $N$ point vortices on the plane by the special Euclidean group $\mathsf{SE}(2)$ yields a Lie--Poisson equation for relative configurations of the vortices. Specifically, we combine…
This paper presents a grid-free simulation algorithm for the fully three-dimensional Vlasov--Poisson system for collisionless electron plasmas. We employ a standard particle method for the numerical approximation of the distribution…
We present an implicit-explicit finite volume scheme for the Euler equations. We start from the non-dimensionalised Euler equations where we split the pressure in a slow and a fast acoustic part. We use a Suliciu type relaxation model which…
We develop a stochastic integration theory for predictable integrands with respect to a L\'evy basis. Our approach is based on decoupling inequalities for tangent sequences and reduces the construction of the stochastic integral essentially…
A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…
We prove that any steady solution to the real analytic Euler equations on a Riemannian 3-sphere must possess a periodic orbit bounding an embedded disc. One key ingredient is an extension of Fomenko's work on the topology of integrable…
We study asymptotically constrained systems for numerical integration of the Einstein equations, which are intended to be robust against perturbative errors for the free evolution of the initial data. First, we examine the previously…
We develop a variational integrator for the shallow-water equations on a rotating sphere. The variational integrator is built around a discretization of the continuous Euler-Poincar\'{e} reduction framework for Eulerian hydrodynamics. We…
In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…
In this paper we apply symplectic algorithms to nearly integrable Hamiltonian system, and prove it can maintain lots of elliptic lower dimensional invariant tori. We are committed to consider the elliptic lower dimensional invariant tori…
In this paper, we consider a class of highly oscillatory Hamiltonian systems which involve a scaling parameter $\varepsilon\in(0,1]$. The problem arises from many physical models in some limit parameter regime or from some time-compressed…
In this paper, we derive a variational integrator for certain highly oscillatory problems in mechanics. To do this, we take a new approach to the splitting of fast and slow potential forces: rather than splitting these forces at the level…
The classical n-body problem in d-dimensional space is invariant under the Galilean symmetry group. We reduce by this symmetry group using the method of polynomial invariants. As a result we obtain a reduced system with a Lie-Poisson…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
The Ito and Stratonovich approaches are carried over to quantum stochastic systems. Here the white noise representation is shown to be the most appropriate as here the two approaches appear as Wick and Weyl orderings, respectively. This…
This text presents some basic notions in symplectic geometry, Poisson geometry, Hamiltonian systems, Lie algebras and Lie groups actions on symplectic or Poisson manifolds, momentum maps and their use for the reduction of Hamiltonian…
We present a geometric derivation of the quasi-geostrophic equations on the sphere, starting from the rotating shallow water equations. We utilise perturbation series methods in vorticity and divergence variables. The derivation employs…
Using the point fusion procedure we obtain the new integrable systems from the Elliptic Schlesinger system (ESS). These new systems have the pole orders higher than one in the matrix of the Lax operator. Quadratic Poisson algebras on the…