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This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…
We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…
Several different approaches are proposed for solving fully implicit discretizations of a simplified Boltzmann-Poisson system with a linear relaxation-type collision kernel. This system models the evolution of free electrons in…
An energetically balanced, implicit integrator for non-hydrostatic vertical atmospheric dynamics on the sphere is presented. The integrator allows for the exact balance of energy exchanges in space and time for vertical atmospheric motions…
Discrete variational methods show excellent performance in numerical simulations of mechanical systems. In this paper, we adapt discrete variational integrators for the case of mechanical systems with double-bracket dissipation. In…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first set forth, which covers important cases of additive and…
We develop Lie-Poisson integrators for general Hamiltonian systems on $\mathbf{R}^{3}$ equipped with the rigid body bracket. The method uses symplectic realisation of $\mathbf{R}^{3}$ on $T^{*}\mathbf{R}^{2}$ and application of symplectic…
Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…
In this paper, an implicit nonsymplectic exact energy-preserving integrator is specifically designed for a ten-dimensional phase-space conservative Hamiltonian system with five degrees of freedom. It is based on a suitable…
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…
A new type of low-regularity integrator is proposed for Navier-Stokes equations, coupled with a stabilized finite element method in space. Unlike the other low-regularity integrators for nonlinear dispersive equations, which are all fully…
We propose a linearly implicit structure-preserving numerical method for semilinear Hamiltonian systems with polynomial nonlinearities, combining Kahan's method and exponential integrator. This approach efficiently balances computational…
We revisit the integer lattice (IL) method to numerically solve the Vlasov-Poisson equations, and show that a slight variant of the method is a very easy, viable, and efficient numerical approach to study the dynamics of self-gravitating,…
We construct symplectic integrators for Lie-Poisson systems. The integrators are standard symplectic (partitioned) Runge--Kutta methods. Their phase space is a symplectic vector space with a Hamiltonian action with momentum map $J$ whose…
Recently Hirota and Kimura presented a new discretization of the Euler top with several remarkable properties. In particular this discretization shares with the original continuous system the feature that it is an algebraically completely…
We propose implicit integrators for solving stiff differential equations on unit spheres. Our approach extends the standard backward Euler and Crank-Nicolson methods in Cartesian space by incorporating the geometric constraint inherent to…
Numerical algorithms based on variational and symplectic integrators exhibit special features that make them promising candidates for application to general relativity and other constrained Hamiltonian systems. This paper lays part of the…
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…
We present a symplectic integrator, based on the canonical midpoint rule, for classical spin systems in which each spin is a unit vector in $\mathbb{R}^3$. Unlike splitting methods, it is defined for all Hamiltonians, and is…