Related papers: Explicit symplectic integrators with adaptive time…
We propose explicit symplectic integrators of molecular dynamics (MD) algorithms for rigid-body molecules in the canonical and isothermal-isobaric ensembles. We also present a symplectic algorithm in the constant normal pressure and lateral…
Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…
We provide new existence and uniqueness results for the discrete-time Hamilton (DTH) equations of a symplectic-energy-momentum (SEM) integrator. In particular, we identify points in extended-phase space where the DTH equations of SEM…
Dynamics of a charged particle in the canonical coordinates is a Hamiltonian system, and the well-known symplectic algorithm has been regarded as the de facto method for numerical integration of Hamiltonian systems due to its long-term…
The polysymplectic analysis of the Short Pulse Equation known in nonlinear optics is used in order to construct a geometric polysymplectic integrator for it. The proposed scheme turns out to be much more effective than other standard…
Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust optimization methods via suitable discretizations of…
Dynamic simulation of elastic bodies is a longstanding task in engineering and computer graphics. In graphics, numerical integrators like implicit Euler and BDF2 are preferred due to their stability at large time steps, but they tend to…
Discrete Element Methods (DEM), i.e.~the simulation of many rigid particles, suffer from very stiff differential equations plus multiscale challenges in space and time. The particles move smoothly through space until they interact almost…
We consider the solution of large stiff systems of ordinary differential equations with explicit exponential Runge--Kutta integrators. These problems arise from semi-discretized semi-linear parabolic partial differential equations on…
This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…
Piecewise-Deterministic Markov Processes (PDMPs) hold significant promise for sampling from complex probability distributions. However, their practical implementation is hindered by the need to compute model-specific bounds. Conversely,…
Implicit time-stepping for advection is applied locally in space and time where Courant numbers are large, but standard explicit time-stepping is used for the remaining solution which is typically the majority. This adaptively implicit…
In this paper an approach is outlined. With this approach some explicit algorithms can be applied to solve the initial value problem of $n-$dimensional damped oscillators. This approach is based upon following structure: for any…
We show that symplectic and linearly-implicit integrators proposed by [Zhang and Skeel, 1997] are variational linearizations of Newmark methods. When used in conjunction with penalty methods (i.e., methods that replace constraints by stiff…
In this study, a variety of methods are tested and compared for the numerical solution of the Schr\"odinger equation for few-body systems with explicitely time-dependent Hamiltonians, with the aim to find the optimal one. The configuration…
We give a possible splitting method to a Hamiltonian for the description of charged particles moving around the Reissner-Nordstrom-(anti)-de Sitter black hole with an external magnetic field. This Hamiltonian can be separated into six…
Prior work on computable defect-based local error estimators for (linear) time-reversible integrators is extended to nonlinear and nonautonomous evolution equations. We prove that the asymptotic results from the linear case [W. Auzinger and…
We introduce a class of fourth order symplectic algorithms that are ideal for doing long time integration of gravitational few-body problems. These algorithms have only positive time steps, but require computing the force gradient in…