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An integrator for a class of stochastic Lie-Poisson systems driven by Stratonovich noise is developed. The integrator is suited for Lie-Poisson systems that also admit an isospectral formulation, which enables scalability to…

Numerical Analysis · Mathematics 2025-11-17 Sagy Ephrati , Erik Jansson , Annika Lang , Erwin Luesink

We develop Lie-Poisson integrators for general Hamiltonian systems on $\mathbf{R}^{3}$ equipped with the rigid body bracket. The method uses symplectic realisation of $\mathbf{R}^{3}$ on $T^{*}\mathbf{R}^{2}$ and application of symplectic…

Numerical Analysis · Mathematics 2015-04-09 Robert McLachlan , Klas Modin , Olivier Verdier

We study stochastic Poisson integrators for a class of stochastic Poisson systems driven by Stratonovich noise. Such geometric integrators preserve Casimir functions and the Poisson map property. For this purpose, we propose explicit…

Numerical Analysis · Mathematics 2021-11-16 Charles-Edouard Bréhier , David Cohen , Tobias Jahnke

The classical Euler--Poinsot case of the rigid body dynamics admits a class of simple but non-trivial integrable generalizations, which modify the Poisson equations describing the motion of the body in space. These generalizations possess…

Exactly Solvable and Integrable Systems · Physics 2015-06-15 Yuri N. Fedorov , Andrzej J. Maciejewski , Maria Przybylska

Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are developed extending Runge-Kutta Munthe-Kaas methods. The underlying Lie-Poisson structure is preserved along stochastic trajectories. A related…

Numerical Analysis · Mathematics 2023-07-19 Erwin Luesink , Sagy Ephrati , Paolo Cifani , Bernard Geurts

In this paper we propose a new approach to the study of integrable cases based on intensive computer methods' application. We make a new investigation of Kovalevskaya and Goryachev-Chaplygin cases of Euler-Poisson equations and obtain many…

Chaotic Dynamics · Physics 2007-05-23 A. V. Borisov , I. S. Mamaev

Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…

Numerical Analysis · Mathematics 2024-03-19 Murat Uzunca , Bülent Karasözen

We present an L-A pair for the Apel'rot case of a heavy rigid 3-dimensional body. Using it we give an algebro-geometric integration procedure. Generalizing this L-A pair, we obtain a new completely integrable case of the Euler-Poisson…

Mathematical Physics · Physics 2007-05-23 Vladimir Dragovic , Borislav Gajic

This thesis presents our results on Liouville integrable systems of Calogero-Ruijsenaars type: 1. We prove an explicit formula providing canonical spectral coordinates for the rational Calogero-Moser system. 2. We explore action-angle…

Mathematical Physics · Physics 2017-05-09 T. F. Gorbe

The numerical integration plays a fundamental role in understanding the behaviour of many mechanical systems. In this paper some important aspects of the mechanical integrators on the dynamics of a mechanical system are studied. More…

Numerical Analysis · Mathematics 2017-03-06 Ciprian Hedrea

We present a new class of high-order variational integrators on Lie groups. We show that these integrators are symplectic, momentum preserving, and can be constructed to be of arbitrarily high-order, or can be made to converge…

Numerical Analysis · Mathematics 2014-02-17 James Hall , Melvin Leok

Several different approaches are proposed for solving fully implicit discretizations of a simplified Boltzmann-Poisson system with a linear relaxation-type collision kernel. This system models the evolution of free electrons in…

Computational Physics · Physics 2020-07-15 M. Paul Laiu , Zheng Chen , Cory D. Hauck

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 discuss the notion of reduction of a special type of explicit solutions which generalize the solutions appearing in the classical Laplace cascade method of integration of hyperbolic equations of the second order in the plane. We give…

Exactly Solvable and Integrable Systems · Physics 2009-10-02 E. I. Ganzha

We consider a hierarchy of classical Liouville completely integrable models sharing the same (linear) $r$--matrix structure obtained through an $N$--th jet--extension of $\mathfrak{su}(2)$ rational Gaudin models. The main goal of the…

Mathematical Physics · Physics 2007-05-23 F. Musso , M. Petrera , O. Ragnisco , G. Satta

We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…

Numerical Analysis · Mathematics 2016-05-11 Vu Thai Luan , Mayya Tokman , Greg Rainwater

Discrete variational methods show excellent performance in numerical simulations of mechanical systems. In this paper, we adapt discrete variational integrators for the case of mechanical systems with double-bracket dissipation. In…

Numerical Analysis · Mathematics 2026-04-30 Anthony Bloch , Sebastián J. Ferraro , David Martín de Diego , Shreyas Bharadwaj

We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…

Numerical Analysis · Mathematics 2024-12-30 François Gay-Balmaz , Meng Wu

The Volterra lattice equations are completely integrable and possess bi-Hamiltonian structure. They are integrated using partitioned Lobatto IIIA-B methods which preserve the Poisson structure. Modified equations are derived for the…

Numerical Analysis · Mathematics 2016-08-16 T. Ergenç , B. Karasözen

The classical n-body problem in d-dimensional space is invariant under the Galilean symmetry group. We reduce by this symmetry group using the method of polynomial invariants. As a result we obtain a reduced system with a Lie-Poisson…

Dynamical Systems · Mathematics 2013-06-25 Holger R. Dullin
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