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Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…
The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles through which they are to be derived. By considering a…
In the present work we formally extend the theory of port-Hamiltonian systems to include random perturbations. In particular, suitably choosing the space of flow and effort variables we will show how several elements coming from possibly…
In this work, we consider a Shallow-Water Quasi Geostrophic equation on the sphere, as a model for global large-scale atmospheric dynamics. This equation, previously studied by Verkley (2009) and Schubert et al. (2009), possesses a rich…
We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes…
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…
We study the convergence rate of discretized Riemannian Hamiltonian Monte Carlo on sampling from distributions in the form of $e^{-f(x)}$ on a convex body $\mathcal{M}\subset\mathbb{R}^{n}$. We show that for distributions in the form of…
A new procedure for the construction of higher-dimensional Lie-Hamilton systems is proposed. This method is based on techniques belonging to the representation theory of Lie algebras and their realization by vector fields. The notion of…
We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…
We prove that any bi-Hamiltonian system $v = \left(\mathcal{A} + \lambda \mathcal{B}\right)dH_{\lambda}$ that is Hamiltonian with respect all Poisson brackets $\mathcal{A} + \lambda \mathcal{B}$ is locally bi-integrable in both the real…
In this manuscript, we propose efficient stochastic semi-explicit symplectic schemes tailored for nonseparable stochastic Hamiltonian systems (SHSs). These semi-explicit symplectic schemes are constructed by introducing augmented…
We show that the $m$-dimensional Euler--Manakov top on $so^*(m)$ can be represented as a Poisson reduction of an integrable Hamiltonian system on a symplectic extended Stiefel variety $\bar{\cal V}(k,m)$, and present its Lax representation…
We develop further ideas on how to construct low-dimensional models of stochastic dynamical systems. The aim is to derive a consistent and accurate model from the originally high-dimensional system. This is done with the support of centre…
We construct and analyze a projection-free linearly implicit method for the approximation of flows of harmonic maps into spheres. The proposed method is unconditionally energy stable and, under a sharp discrete regularity condition,…
In the framework of a Particle-In-Cell scheme for some 1D Vlasov-Poisson system depending on a small parameter, we propose a time-stepping method which is numerically uniformly accurate when the parameter goes to zero. Based on an…
We consider a class of linear Vlasov partial differential equations driven by Wiener noise. Different types of stochastic perturbations are treated: additive noise, multiplicative It\^o and Stratonovich noise, and transport noise. We…
We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…
Stochastic differential equations projected onto manifolds occur in physics, chemistry, biology, engineering, nanotechnology and optimization, with interdisciplinary applications. Intrinsic coordinate stochastic equations on the manifold…
Via a non degenerate symmetric bilinear form we identify the coadjoint representation with a new representation and so we induce on the orbits a simplectic form. By considering Hamiltonian systems on the orbits we study some features of…
This work presents a novel formulation and numerical strategy for the simulation of geometrically nonlinear structures. First, a non-canonical Hamiltonian (Poisson) formulation is introduced by including the dynamics of the stress tensor.…