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Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
We study the regularity properties of integro-partial differential equations of Hamilton-Jocobi-Bellman type with terminal condition, which can be interpreted through a stochastic control system, composed of a forward and a backward…
Geometric aspects play an important role in the construction and analysis of structure-preserving numerical methods for a wide variety of ordinary and partial differential equations. Here we review the development and theory of symplectic…
We split the generic conformal mechanical system into a "radial" and an "angular" part, where the latter is defined as the Hamiltonian system on the orbit of the conformal group, with the Casimir function in the role of the Hamiltonian. We…
Contact integrators are a family of geometric numerical schemes which guarantee the conservation of the contact structure. In this work we review the construction of both the variational and Hamiltonian versions of these methods. We…
The numerical analysis of variational integrators relies on variational error analysis, which relates the order of accuracy of a variational integrator with the order of approximation of the exact discrete Lagrangian by a computable…
We will further develop the study of the dissipation for a Hamilton-Poisson system introduced in \cite{2}. We will give a tensorial form of this dissipation and show that it preserves the Hamiltonian function but not the Poisson geometry of…
This paper deals with the numerical integration of Hamiltonian systems in which a stiff anharmonic potential causes highly oscillatory solution behavior with solution-dependent frequencies. The impulse method, which uses micro- and…
In this note we consider the perfect integrator driven by Poisson process input. We derive its equilibrium and response properties and contrast them to the approximations obtained by applying the diffusion approximation. In particular, the…
Number-non-conserving terms in quadratic bosonic Hamiltonians can induce unwanted dynamical instabilities. By exploiting the pseudo-Hermitian structure built in to these Hamiltonians, we show that as long as dynamical stability holds, one…
The difference and similarity between the velocity- and position-Verlet integrators are discussed from the viewpoint of their Hamiltonian representations for both linear and nonlinear systems. For a harmonic oscillator, the exact…
We consider the numerical simulation of Hamiltonian systems of ordinary differential equations. Two features of Hamiltonian systems are that energy is conserved along trajectories and phase space volume is preserved by the flow. We want to…
We suggest a numerical integration procedure for solving the equations of motion of certain classical spin systems which preserves the underlying symplectic structure of the phase space. Such symplectic integrators have been successfully…
This paper is devoted to the study of symplectic manifolds and their connection with Hamiltonian dynamical systems. We review some properties and operations on these manifolds and see how they intervene when studying the complete…
Stochastic partial differential equations can be used to model second order thermodynamical phase transitions, as well as a number of critical out-of-equilibrium phenomena. In (2+1) dimensions, many of these systems are conjectured (and…
We give a wide class of Lie-Poisson systems for which explicit, Lie-Poisson integrators, preserving all Casimirs, can be constructed. The integrators are extremely simple. Examples are the rigid body, a moment truncation, and a new, fast…
For the linearized setting of the dynamics of complex bodies we construct variational integrators and prove their convergence by making use of BV estimates on the rate fields. We allow for peculiar substructural inertia and internal…
The dynamics of interacting quantum systems in the presence of disorder is studied and an exact representation for disorder-averaged quantities via Ito stochastic calculus is obtained. The stochastic integral representation affords many…
We provide an analytical framework for analyzing the quality of stochastic Verlet-type integrators for simulating the Langevin equation. Focusing only on basic objective measures, we consider the ability of an integrator to correctly…