Related papers: Quasi symplectic integrators for stochastic differ…
Symplectic integrators are the established standard for long-term simulations of nearly-integrable Hamiltonian systems due to their preservation of geometric structures. However, they suffer from an inherent limitation: secular phase-shift…
This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…
In this work we propose a new numerical approach to distinguish between regular and chaotic orbits in Hamiltonian systems, based on the simultaneous integration of both the orbit and the deviation vectors using a symplectic scheme, hereby…
We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…
Symplectic integrators can be excellent for Hamiltonian initial value problems. Reasons for this include their preservation of invariant sets like tori, good energy behaviour, nonexistence of attractors, and good behaviour of statistical…
Numerical algorithms for the integration of stochastic differential equations in the presence of white noise are introduced and compared. Algorithms for the integration of stochastic correlated forces are also briefly reviewed. Finally, a…
A new approach is developed to integrate numerically the equations of motion for systems of interacting rigid polyatomic molecules. With the aid of a leapfrog framework, we directly involve principal angular velocities into the integration,…
We present a detailed comparison of several integration schemes applied to the dynamic system consisting of a charged particle on the Kerr background endowed with the axisymmetric electromagnetic test field. In particular, we compare the…
Most numerical integration algorithms are not designed specifically for Hamiltonian systems and do not respect their characteristic properties, which include the preservation of phase space volume with time. This can lead to spurious…
Nonadiabatic behavior of metastable systems modeled by anharmonic Hamiltonians is reproduced by the Fokker-Planck and imaginary time Schrodinger equation scheme with subsequent symplectic integration. Example solutions capture ergodicity…
In this work, we present a symplectic integration scheme to numerically compute space debris motion. Such an integrator is particularly suitable to obtain reliable trajectories of objects lying on high orbits, especially geostationary ones.…
A branching random walk algorithm for the many-body Wigner equation and its numerical applications for quantum dynamics in phase space are proposed and analyzed. After introducing an auxiliary function, the (truncated) Wigner equation is…
We have proposed new algorithms for the numerical integration of the equations of motion for classical spin systems. In close analogy to symplectic integrators for Hamiltonian equations of motion used in Molecular Dynamics these algorithms…
We present two types of meta-algorithm that can greatly improve the accuracy of existing algorithms for integrating the equations of motion of dynamical systems. The first meta-algorithm takes an integrator that is time-symmetric only for…
We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…
Symplectic integrators that preserve the geometric structure of Hamiltonian flows and do not exhibit secular growth in energy errors are suitable for the long-term integration of N-body Hamiltonian systems in the solar system. However, the…
The shearing sheet is a model dynamical system that is used to study the small-scale dynamics of astrophysical disks. Numerical simulations of particle trajectories in the shearing sheet usually employ the leapfrog integrator, but this…
We present a variational integrator based on the Lobatto quadrature for the time integration of dynamical systems issued from the least action principle. This numerical method uses a cubic interpolation of the states and the action is…
A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…
Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…