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We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold Hamiltonian Monte Carlo (RMHMC) and provide an alternative to…

Machine Learning · Statistics 2019-10-15 Adam D. Cobb , Atılım Güneş Baydin , Andrew Markham , Stephen J. Roberts

Hamiltonian Monte Carlo can provide powerful inference in complex statistical problems, but ultimately its performance is sensitive to various tuning parameters. In this paper we use the underlying geometry of Hamiltonian Monte Carlo to…

Methodology · Statistics 2015-02-03 M. J. Betancourt , Simon Byrne , Mark Girolami

A variable stepsize exponential multistep integrator, with contour integral approximation of the operator-valued exponential functions, is proposed for solving semilinear parabolic equations with nonsmooth initial data. By this approach,…

Numerical Analysis · Mathematics 2020-11-17 Buyang Li , Shu Ma

A complete variational treatment is provided for a family of spiked-harmonic oscillator Hamiltonians H = -d^2/dx^2 + B x^2 + lambda/x^alpha, B > 0, lambda > 0, for arbitrary alpha > 0. A compact topological proof is presented that the set S…

Mathematical Physics · Physics 2015-06-26 Richard L. Hall , Nasser Saad , Attila B. von Keviczky

In the framework of the Poisson geometry of twistor space we consider a family of perturbed 3-dimensional Kepler systems. We show that Hamilton equations of this systems are integrated by quadratures. Their solutions for some subcases are…

Mathematical Physics · Physics 2019-10-02 Anatol Odzijewicz , Aneta Sliżewska , Elwira Wawreniuk

An overview of Hamiltonian systems with noncanonical Poisson structures is given. Examples of bi-Hamiltonian ode's, pde's and lattice equations are presented. Numerical integrators using generating functions, Hamiltonian splitting,…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 B. Karasözen

We present a symplectic integrator, based on the canonical midpoint rule, for classical spin systems in which each spin is a unit vector in $\mathbb{R}^3$. Unlike splitting methods, it is defined for all Hamiltonians, and is…

Mathematical Physics · Physics 2023-03-20 Robert I. McLachlan , Klas Modin , Olivier Verdier

We provide new existence and uniqueness results for the discrete-time Hamilton (DTH) equations of a symplectic-energy-momentum (SEM) integrator. In particular, we identify points in extended-phase space where the DTH equations of SEM…

Mathematical Physics · Physics 2007-05-23 Yosi Shibberu

Modified Hamiltonians are used in the field of geometric numerical integration to show that symplectic schemes for Hamiltonian systems are accurate over long times. For nonlinear systems the series defining the modified Hamiltonian usually…

Numerical Analysis · Mathematics 2018-11-14 Shami A Alsallami , Jitse Niesen , Frank W Nijhoff

In order to perform numerical studies of long-term stability in nonlinear Hamiltonian systems, one needs a numerical integration algorithm which is symplectic. Further, this algorithm should be fast and accurate. In this paper, we propose…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Govindan Rangarajan

We perform a classification of third order integrable systems of evolution equations with respect to higher symmetries. Applying it, we consider polynomial systems that are 0-homogeneous under a suitable weighting of variables with main…

Exactly Solvable and Integrable Systems · Physics 2014-04-22 Daryoush Talati

This letter studies symmetric and symplectic exponential integrators when applied to numerically computing nonlinear Hamiltonian systems. We first establish the symmetry and symplecticity conditions of exponential integrators and then show…

Numerical Analysis · Mathematics 2018-12-11 Yajun Wu , Bin Wang

We construct symplectic integrators for Lie-Poisson systems. The integrators are standard symplectic (partitioned) Runge--Kutta methods. Their phase space is a symplectic vector space with a Hamiltonian action with momentum map $J$ whose…

Numerical Analysis · Mathematics 2014-06-02 Robert I McLachlan , Klas Modin , Olivier Verdier

Symplectic integrators separate a problem into parts that can be solved in isolation, alternately advancing these sub-problems to approximate the evolution of the complete system. Problems with a single, dominant mass can use mixed-variable…

Instrumentation and Methods for Astrophysics · Physics 2018-12-26 John E Chambers

Some explicit algorithms for higher order symplectic integration of a large class of Hamilton's equations have recently been discussed by Mushtaq \emph{et. al}. Here we present a Python program for automatic numerical implementation of…

Numerical Analysis · Mathematics 2015-06-17 Asif Mushtaq , Kåre Olaussen

A class of trigonometric integrator is proposed for the constrained ring polymer Hamiltonian dynamics, arising from the path integral molecular dynamics. The integrator is formulated by the composition of flows, thereby integrating the…

Quantum Physics · Physics 2016-01-05 Yunfeng Xiong

We present a non-canonically symplectic integration scheme tailored to numerically computing the post-Newtonian motion of a spinning black-hole binary. Using a splitting approach we combine the flows of orbital and spin contributions. In…

General Relativity and Quantum Cosmology · Physics 2010-05-25 Christian Lubich , Benny Walther , Bernd Bruegmann

Finite-dimensional non-canonical Hamiltonian systems arise naturally from Hamilton's principle in phase space. We present a method for deriving variational integrators that can be applied to perturbed non-canonical Hamiltonian systems on…

Mathematical Physics · Physics 2014-05-08 J. W. Burby , C. L. Ellison , H. Qin

Symplectic integrators are widely used for long-term integration of conservative astrophysical problems due to their ability to preserve the constants of motion; however, they cannot in general be applied in the presence of nonconservative…

Instrumentation and Methods for Astrophysics · Physics 2015-08-10 David Tsang , Chad R. Galley , Leo C. Stein , Alec Turner

We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We…

Numerical Analysis · Mathematics 2020-02-14 Xiaocheng Shang , Hans Christian Öttinger