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Despite the numerous applications that may be expeditiously modelled by counting processes, stochastic filtering strategies involving Poisson-type observations still remain somewhat poorly developed. In this work, we propose a Monte Carlo…
Many dynamical systems, such as the Lotka-Volterra predator-prey model and the Euler equations for the free rotation of a rigid body, are PT symmetric. The standard and well-known real solutions to such dynamical systems constitute an…
We investigate integrable 2-dimensional Hamiltonian systems with scalar and vector potentials, admitting second invariants which are linear or quadratic in the momenta. In the case of a linear second invariant, we provide some examples of…
In this paper we use a path-integral approach to represent the Lyapunov exponents of both deterministic and stochastic dynamical systems. In both cases the relevant correlation functions are obtained from a (one-dimensional) supersymmetric…
We develop the equations of motion for full body models that describe the dynamics of rigid bodies, acting under their mutual gravity. The equations are derived using a variational approach where variations are defined on the Lie group of…
In this article we present some results concerning natural dissipative perturbations of 3d Hamiltonian systems. Given a Hamiltonian system dx/dt = PdH, and a Casimir function S, we construct a symmetric covariant tensor g, so that the…
A rank-adaptive integrator for the dynamical low-rank approximation of matrix and tensor differential equations is presented. The fixed-rank integrator recently proposed by two of the authors is extended to allow for an adaptive choice of…
Recent developments on emergence of logarithmic terms in correlators or response functions of models which exhibit dynamical symmetries analogous to conformal invariance in not necessarily relativistic systems are reviewed. The main…
Explicit and semi-explicit geometric integration schemes for dissipative perturbations of Hamiltonian systems are analyzed. The dissipation is characterized by a small parameter $\epsilon$, and the schemes under study preserve the…
Integrable deformations of a class of Rikitake dynamical systems are constructed by deforming their underlying Lie-Poisson Hamiltonian structures, which are considered linearizations of Poisson--Lie structures on certain (dual) Lie groups.…
We introduce a stochastic perturbation of the Camassa-Holm equation such that, unlike previous formulations, energy is conserved by the stochastic flow. We compare this to a complementary approach which preserves Casimirs of the Poisson…
We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics…
Dependable numerical results from long-time simulations require stable numerical integration schemes. For Hamiltonian systems, this is achieved with symplectic integrators, which conserve the symplectic condition and exactly solve for the…
The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…
We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…
In the last two decades, significant effort has been put in understanding and designing so-called structure-preserving numerical methods for the simulation of mechanical systems. Geometric integrators attempt to preserve the geometry…
Numerical algorithms for the integration of stochastic differential equations in the presence of white noise are introduced and compared. Algorithms for the integration of stochastic correlated forces are also briefly reviewed. Finally, a…
This contribution presents an integration method based on the Simpson quadrature. The integrator is designed for finite-dimensional nonlinear mechanical systems that derive from variational principles. The action is discretized using…
We present a novel methodology for constructing arbitrarily high-order structure-preserving methods tailored for damped Hamiltonian systems. This method combines the idea of exponential integrator and energy-preserving collocation methods,…
A method to construct integrable deformations of Hamiltonian systems of ODEs endowed with Lie-Poisson symmetries is proposed by considering Poisson-Lie groups as deformations of Lie-Poisson (co)algebras. Moreover, the underlying Lie-Poisson…