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We study numerical schemes for Stochastic Partial Differential Equations (SPDEs). We introduce a general method of proof of non-asymptotic uniform in time error bounds on numerical integrators for SPDEs, ensuring the schemes capture both…

Numerical Analysis · Mathematics 2026-03-20 Can Huang , Michela Ottobre , Gideon Simpson

We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

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…

Numerical Analysis · Mathematics 2019-07-30 Robert I McLachlan , Christian Offen , Benjamin K Tapley

We study symplectic deformations of Gabor frames using the covariance properties of the Heisenberg operators. This allows us to recover in a very simple way known results. We thereafter propose a general deformation scheme by Hamiltonian…

Functional Analysis · Mathematics 2013-05-07 Maurice A. de Gosson

Numerical investigations of partial differential equations with hysteresis have largely focused on simulations, leaving numerical error analysis unexplored and relying mainly on derivative-free nonlinear solvers. This work establishes…

Numerical Analysis · Mathematics 2025-12-01 Shu Xu , Liqun Cao

Semi-implicit multilevel spectral deferred correction (SI-MLSDC) methods provide a promising approach for high-order time integration for nonlinear evolution equations including conservation laws. However, existing methods lack robustness…

Numerical Analysis · Mathematics 2025-12-09 Erik Pfister , Jörg Stiller

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…

Mathematical Physics · Physics 2011-03-09 Tianshu Luo , Yimu Guo

In the present work, strong approximation errors are analyzed for both the spatial semi-discretization and the spatio-temporal fully discretization of stochastic wave equations (SWEs) with cubic polynomial nonlinearities and additive…

Numerical Analysis · Mathematics 2024-11-08 Ruisheng Qi , Xiaojie Wang

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…

Numerical Analysis · Mathematics 2021-06-25 Valentin Duruisseaux , Jeremy Schmitt , Melvin Leok

An implicit Euler finite-volume scheme for a spinorial matrix drift-diffusion model for semiconductors is analyzed. The model consists of strongly coupled parabolic equations for the electron density matrix or, alternatively, of weakly…

Numerical Analysis · Mathematics 2015-02-20 Claire Chainais-Hillairet , Ansgar Jüngel , Polina Shpartko

This article is concerned with analytic Hamiltonian dynamical systems in infinite dimension in a neighborhood of an elliptic fixed point. Given a quadratic Hamiltonian, we consider the set of its analytic higher order perturbations. We…

Dynamical Systems · Mathematics 2022-06-01 Michela Procesi , Laurent Stolovitch

Efficient fourth order symplectic integrators are proposed for numerical integration of separable Hamiltonian systems H(p,q)=T(p)+V(q). Symmetric splitting coefficients with five to nine stages are obtained by higher order decomposition of…

Quantum Physics · Physics 2015-02-10 Kristian Mads Egeris Nielsen

We consider a perturbed Floquet Hamiltonian $-i\partial_t + H + \beta V(\omega t)$ in the Hilbert space $L^2([0,T],E,dt)$. Here $H$ is a self-adjoint operator in $E$ with a discrete spectrum obeying a growing gap condition, $V(t)$ is a…

Mathematical Physics · Physics 2008-11-06 P. Duclos , P. Stovicek , M. Vittot

Generalized symmetries often appear in the form of emergent symmetries in low energy effective descriptions of quantum many-body systems. Non-invertible symmetries are a particularly exotic class of generalized symmetries, in that they are…

Strongly Correlated Electrons · Physics 2024-10-16 Arkya Chatterjee , Ömer M. Aksoy , Xiao-Gang Wen

In the first part of the article we study Hamiltonian diffeomorphisms of $\mathbb{R}^{2n}$ which are generated by sub-quadratic Hamiltonians and prove a middle dimensional rigidity result for the image of coisotropic cylinders. The tools…

Symplectic Geometry · Mathematics 2018-09-11 Jaime Bustillo

This article investigates the weak approximation towards the invariant measure of semi-linear stochastic differential equations (SDEs) under non-globally Lipschitz coefficients. For this purpose, we propose a linear-theta-projected Euler…

Numerical Analysis · Mathematics 2024-03-28 Chenxu Pang , Xiaojie Wang , Yue Wu

The full discretization of the semi-linear stochastic wave equation is considered. The discontinuous Galerkin finite element method is used in space and analyzed in a semigroup framework, and an explicit stochastic position Verlet scheme is…

Numerical Analysis · Mathematics 2020-09-17 Lehel Banjai , Gabriel Lord , Jeta Molla

We develop a unified approach for construction of symplectic forms for 1D integrable equations with the periodic and rapidly decaying initial data. As an example we consider the cubic nonlinear Schr\"{o}dinger equation.

Exactly Solvable and Integrable Systems · Physics 2015-06-26 K. L. Vaninsky

In this article we consider integrable systems on manifolds endowed with singular symplectic structures of order one. These structures are symplectic away from an hypersurface where the symplectic volume goes either to infinity or to zero…

Symplectic Geometry · Mathematics 2023-06-16 Robert Cardona , Eva Miranda

We present novel geometric numerical integrators for Hunter--Saxton-like equations by means of new multi-symplectic formulations and known Hamiltonian structures of the problems. We consider the Hunter--Saxton equation, the modified…

Numerical Analysis · Mathematics 2017-04-25 Yuto Miyatake , David Cohen , Daisuke Furihata , Takayasu Matsuo