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Phase fitting has been extensively used during the last years to improve the behaviour of numerical integrators on oscillatory problems. In this work, the benefits of the phase fitting technique are embedded in discrete Lagrangian…
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…
We derive optimal estimates in stochastic homogenization of linear elliptic equations in divergence form in dimensions $d\ge 2$. In previous works we studied the model problem of a discrete elliptic equation on $\mathbb{Z}^d$. Under the…
In this work we devise a stochastic version of contact Hamiltonian systems, and show that the phase flows of these systems preserve contact structures. Moreover, we provide a sufficient condition under which these stochastic contact…
In this paper, we will prove a very general result of stability for perturbations of linear integrable Hamiltonian systems, and we will construct an example of instability showing that both our result and our example are optimal. Moreover,…
In this paper, we propose the diagonal implicit Runge-Kutta methods and transformed Runge-Kutta methods for stochastic Poisson systems with multiple noises. We prove that the first methods can preserve the Poisson structure, Casimir…
Using a Poisson bracket representation, in 3D, of the Lie algebra $\mathfrak{sl}(2)$, we first use highest weight representations to embed this into larger Lie algebras. These are then interpreted as symmetry and conformal symmetry algebras…
We introduce two numerical conjugacy invariants for dynamical systems -- the complexity and weak complexity indices -- which are well-suited for the study of "completely integrable" Hamiltonian systems. These invariants can be seen as "slow…
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…
It is well known that symplectic integrators lose their near energy preservation properties when variable step sizes are used. The most common approach to combine adaptive step sizes and symplectic integrators involves the Poincar\'e…
Variational integrators are well-suited for simulation of mechanical systems because they preserve mechanical quantities about a system such as momentum, or its change if external forcing is involved, and holonomic constraints. While they…
Many PDEs (Burgers' equation, KdV, Camassa-Holm, Euler's fluid equations,...) can be formulated as infinite-dimensional Lie-Poisson systems. These are Hamiltonian systems on manifolds equipped with Poisson brackets. The Poisson structure is…
We derive and study stochastic dissipative dynamics on coadjoint orbits by incorporating noise and dissipation into mechanical systems arising from the theory of reduction by symmetry, including a semidirect-product extension. Random…
We use local symplectic Lie groupoids to construct Poisson integrators for generic Poisson structures. More precisely, recursively obtained solutions of a Hamilton-Jacobi-like equation are interpreted as Lagrangian bisections in a…
We propose a novel discrete Poisson equation approach to estimate the statistical error of a broad class of numerical integrators for the underdamped Langevin dynamics. The statistical error refers to the mean square error of the estimator…
A numerical dynamical low-rank approximation (DLRA) scheme for the solution of the Vlasov-Poisson equation is presented. Based on the formulation of the DLRA equations as Friedrichs' systems in a continuous setting, it combines recently…
In this work, we conduct a systematic study of Hamiltonian and quasi-Hamiltonian systems within the framework of nondecomposable generalized Poisson geometry. Our focus lies on the interplay between the algebraic structure of…
We report on what seems to be an intriguing connection between variable integration time and partial velocity refreshment of Ideal Hamiltonian Monte Carlo samplers, both of which can be used for reducing the dissipative behavior of the…
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable distributional assumptions, the interpolated iterates track a Fillipov solution of the limiting differential inclusion. In addition, we…
Structure-preserving integrators are in the focus of ongoing research because of their distinguished features of robustness and long time stability. In particular, their formulation for coupled problems that include dissipative mechanisms…