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We develop a geometric framework for the numerical integration of mechanical systems evolving on manifolds. After briefly reviewing classical numerical methods and highlighting their limitations and shortcomings in non-flat (non-Euclidean)…
We construct a symplectic, globally defined, minimal-coordinate, equivariant integrator on products of 2-spheres. Examples of corresponding Hamiltonian systems, called spin systems, include the reduced free rigid body, the motion of point…
This letter presents a non-parametric modeling approach for forecasting stochastic dynamical systems on low-dimensional manifolds. The key idea is to represent the discrete shift maps on a smooth basis which can be obtained by the diffusion…
We study stochastic optimization from a joint continuous-discrete point of view. Starting from a second-order stochastic differential equation interpreted as a noisy accelerated gradient flow, we discretize the dynamics by a fully implicit…
This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…
We change a previous time-stepping algorithm for solving a multi-scale Vlasov-Poisson system within a Particle-In-Cell method, in order to do accurate long time simulations. As an exponential integrator, the new scheme allows to use large…
We construct a Poisson map $\mathbf{M}\colon T^{*}\mathbb{C}^{2} \to \mathfrak{se}(3)^{*}$ with respect to the canonical Poisson bracket on $T^{*}\mathbb{C}^{2} \cong T^{*}\mathbb{R}^{4}$ and the $(-)$-Lie--Poisson bracket on the dual…
We propose Coadjoint Orbit FLIP (CO-FLIP), a high order accurate, structure preserving fluid simulation method in the hybrid Eulerian-Lagrangian framework. We start with a Hamiltonian formulation of the incompressible Euler Equations, and…
We present a new class of exponential integrators for ordinary differential equations. They are locally exact, i.e., they preserve the linearization of the original system at every point. Their construction consists in modifying existing…
In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…
We propose a numerical method for the Vlasov-Poisson-Fokker-Planck model written as an hyperbolic system thanks to a spectral decomposition in the basis of Hermite functions with respect to the velocity variable and a structure preserving…
We consider a class of Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part, and we analyze their numerical discretizations by symplectic methods when the initial value is small in Sobolev norms.…
We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…
A construction of integrable hamiltonian systems associated with different graded realizations of untwisted loop algebras is proposed. Such systems have the form of Euler - Arnold equations on orbits of loop algebras. The proof of…
We give a structure preserving spatio-temporal discretization for incompressible magnetohydrodynamics (MHD) on the sphere. Discretization in space is based on the theory of geometric quantization, which yields a spatially discretized…
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here…
In this paper, we study the bipolar Boltzmann-Poisson model, both for the deterministic system and the system with uncertainties, with asymptotic behavior leading to the drift diffusion-Poisson system as the Knudsen number goes to zero. The…
We construct a hierarchy of integrable systems whose Poisson structure corresponds to the BMS$_{3}$ algebra, and then discuss its description in terms of the Riemannian geometry of locally flat spacetimes in three dimensions. The analysis…
This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the…
This paper investigates the geometric structure of a quasigeostrophic approximation to a recently introduced reduced-gravity thermal rotating shallow-water model that accounts for stratification. Specifically, it considers a low-frequency…