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We propose a rigorous, conservative invariant-domain preserving (IDP) projection technique for hierarchical discretizations that enforces membership in physics-implied convex sets when mapping between solution spaces. When coupled with…

Numerical Analysis · Mathematics 2025-07-28 Jake Harmon , Martin Kronbichler , Matthias Maier , Eric Tovar

Many conservative partial differential equations such as the Korteweg-de Vries (KdV) equation, and the nonlinear Schr\"{o}dinger equations, the Klein-Gordon equation have more than one invariant functionals. In this paper, we propose the…

Numerical Analysis · Mathematics 2025-08-19 Wei Shi , Bin Wang , Kai Liu

A general high-order fully explicit scheme based on projective integration methods is here presented to solve systems of degenerate parabolic equations in general dimensions. The method is based on a BGK approximation of the…

Numerical Analysis · Mathematics 2025-03-10 Tommaso Tenna

We consider the geometric numerical integration of Hamiltonian systems subject to both equality and "hard" inequality constraints. As in the standard geometric integration setting, we target long-term structure preservation. We…

Numerical Analysis · Mathematics 2011-06-02 Danny M. Kaufman , Dinesh K. Pai

In this work, we develop a class of high-order multiderivative time integration methods that is able to preserve certain functionals discretely. Important ingredients are the recently developed Hermite-Birkhoff-Predictor-Corrector methods…

Numerical Analysis · Mathematics 2023-09-12 Hendrik Ranocha , Jochen Schütz , Eleni Theodosiou

Lie group analysis of differential equations is a generally recognized method, which provides invariant solutions, integrability, conservation laws etc. In this paper we present three characteristic examples of the construction of invariant…

Numerical Analysis · Mathematics 2025-10-20 Margarita Bakirova , Vladimir Dorodnitsyn , Roman Kozlov

Embedding discrete solvers as differentiable layers has given modern deep learning architectures combinatorial expressivity and discrete reasoning capabilities. The derivative of these solvers is zero or undefined, therefore a meaningful…

Machine Learning · Computer Science 2024-12-16 Subham Sekhar Sahoo , Anselm Paulus , Marin Vlastelica , Vít Musil , Volodymyr Kuleshov , Georg Martius

The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive…

Numerical Analysis · Mathematics 2022-01-19 Sølve Eidnes

We develop hybrid projection methods for computing solutions to large-scale inverse problems, where the solution represents a sum of different stochastic components. Such scenarios arise in many imaging applications (e.g., anomaly detection…

Numerical Analysis · Mathematics 2022-06-15 Julianne Chung , Jiahua Jiang , Scot M. Miller , Arvind K. Saibaba

We propose a novel projection method that guarantees the conservation of integral quantities in Physics-Informed Neural Networks (PINNs). While the soft constraint that PINNs use to enforce the structure of partial differential equations…

Machine Learning · Computer Science 2026-05-26 Anthony Baez , Wang Zhang , Ziwen Ma , Lam Nguyen , Subhro Das , Luca Daniel

Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…

Numerical Analysis · Mathematics 2024-11-15 Andrew Horning , Adam R. Gerlach

A new method is proposed to numerically integrate a dynamical system on a manifold such that the trajectory stably remains on the manifold and preserves first integrals of the system. The idea is that given an initial point in the manifold…

Numerical Analysis · Mathematics 2016-11-29 Dong Eui Chang , Fernando Jimenez , Matthew Perlmutter

In this paper, we introduce a Lagrange multiplier approach to construct linearly implicit energy-preserving schemes of arbitrary order for general Hamiltonian PDEs. Unlike the widely used auxiliary variable methods, this novel approach does…

Numerical Analysis · Mathematics 2026-01-21 Yonghui Bo , Yushun Wang

In this paper we combine a flexible covariant formulation of the shallow water equations with the semi-implicit numerical scheme developed over the years by Casulli and collaborators. After adopting an orthogonal, but non-orthonormal,…

Fluid Dynamics · Physics 2026-05-26 Maurizio Tavelli , Olindo Zanotti

In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes…

Numerical Analysis · Mathematics 2021-11-08 X. Gu , C. Jiang , Y. Wang , W. Cai

In this study, we address the challenge of solving elliptic equations with quasiperiodic coefficients. To achieve accurate and efficient computation, we introduce the projection method, which enables the embedding of quasiperiodic systems…

Numerical Analysis · Mathematics 2025-04-15 Kai Jiang , Meng Li , Juan Zhang , Lei Zhang

Preservation of linear and quadratic invariants by numerical integrators has been well studied. However, many systems have linear or quadratic observables that are not invariant, but which satisfy evolution equations expressing important…

Numerical Analysis · Mathematics 2025-06-02 Robert I. McLachlan , Ari Stern

Temporal integration of equations possessing continuous symmetries (e.g. systems with translational invariance associated with traveling solutions and scale invariance associated with self-similar solutions) in a ``co-evolving'' frame (i.e.…

We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete…

Numerical Analysis · Computer Science 2013-08-08 Jan L. Cieśliński , Bogusław Ratkiewicz

Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to…

Numerical Analysis · Mathematics 2011-09-29 Carlos Gorria , Miguel A. Alejo , Luis Vega