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This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian L\'evy noise. In a suitable moving frame, the linearisation of such a system can be regarded as a small perturbation of a…
We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…
Most numerical integration algorithms are not designed specifically for Hamiltonian systems and do not respect their characteristic properties, which include the preservation of phase space volume with time. This can lead to spurious…
This paper develops the theory of Dirac reduction by symmetry for nonholonomic systems on Lie groups with broken symmetry. The reduction is carried out for the Dirac structures, as well as for the associated Lagrange-Dirac and…
We consider numerical integrators of ODEs on homogeneous spaces (spheres, affine spaces, hyperbolic spaces). Homogeneous spaces are equipped with a built-in symmetry. A numerical integrator respects this symmetry if it is equivariant. One…
In this paper, we prove the existence and stability of subsonic flows for steady full Euler-Poisson system in a two dimensional nozzle of finite length when imposing the electric potential difference on non-insulated boundary from a fixed…
A stochastic free-boundary problem for the three-dimensional barotropic compressible Navier--Stokes equations is studied. The main feature of the model is that the free boundary is transported by a Stratonovich stochastic flow, so that the…
This paper concerns the numerical approximation of the Euler equations for multicomponent flows. A numerical method is proposed to reduce spurious oscillations that classically occur around material interfaces. It is based on the "Explicit…
The likelihood functions for discretely observed nonlinear continuous-time models based on stochastic differential equations are not available except for a few cases. Various parameter estimation techniques have been proposed, each with…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…
Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for…
In this paper we study the isomonodromic deformations of systems of differential equations with poles of any order on the Riemann sphere as Hamiltonian flows on the product of co-adjoint orbits of the Takiff algebra (i.e. truncated current…
We introduce a second-order numerical scheme for compressible atmospheric motions at small to planetary scales. The collocated finite volume method treats the advection of mass, momentum, and mass-weighted potential temperature in…
Many important physical systems can be described as the evolution of a Hamiltonian system, which has the important property of being conservative, that is, energy is conserved throughout the evolution. Physics Informed Neural Networks and…
Symplectic integrators that preserve the geometric structure of Hamiltonian flows and do not exhibit secular growth in energy errors are suitable for the long-term integration of N-body Hamiltonian systems in the solar system. However, the…
Pulling back sets of functions in involution by Poisson mappings and adding Casimir functions during the process allows to construct completely integrable systems. Some examples are investigated in detail.
This work investigates a fully discrete mixed finite element method for the stochastic Boussinesq system driven by multiplicative noise. The spatial discretization is performed using a standard mixed finite element method, while the…
We present the first method to directly use a learned continuous Lagrangian to forecast the dynamics of systems governed by partial differential equations, exploiting the inherent conservative structure to achieve stable long-range…
We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent…
We present a class of exponential integrators to compute solutions of the stochastic Schr\"odinger equation arising from the modeling of open quantum systems. In order to be able to implement the methods within the same framework as the…