Related papers: Discrete-time Calogero-Moser Model and Lattice KP …
We develop theory and applications of forward characteristic processes in discrete time following a seminal paper of Jan Kallsen and Paul Kr\"uhner. Particular emphasis is placed on the dynamics of volatility surfaces which can be easily…
We develop and analyze a class of structure-preserving discontinuous Galerkin schemes for the nonlinear Vlasov-Poisson-Fokker-Planck model, reformulated as a hyperbolic system through a Hermite expansion in the velocity variable. We…
The present work addresses the Cauchy problem for an abstract nonlinear system of coupled hyperbolic equations associated with the Timoshenko model in a real Hilbert space. Our purpose is to develop and delve into a temporal discretization…
An extension of the synchronous parallel kinetic Monte Carlo (pkMC) algorithm developed by Martinez {\it et al} [{\it J.\ Comp.\ Phys.} {\bf 227} (2008) 3804] to discrete lattices is presented. The method solves the master equation…
We study the symplectic leaves of the subvariety of fixed points of an automorphism of a Calogero-Moser space induced by an element of finite order of the normalizer of the associated complex reflection group $W$. We give a parametrization…
We demonstrate that in a certain gauge the elliptic Ruijsenaars--Schneider models admit Lax representation governed by the same dynamical $r$--matrix as their non--relativistic counterparts (Calogero--Moser models). This phenomenon was…
In this work, we construct novel discretizations for the unsteady convection-diffusion equation. Our discretization relies on multiderivative time integrators together with a novel discretization that reduces the total number of unknowns…
The discrete models of the Toda and Volterra chains are being constructed out of the continuum two-boson KP hierarchies. The main tool is the discrete symmetry preserving the Hamiltonian structure of the continuum models. The two-boson…
Various integrable geodesic flows on Lie groups are shown to arise by taking moments of a geodesic Vlasov equation on the group of canonical transformations. This was already known for both the one- and two-component Camassa-Holm systems.…
We consider the extended discrete KP hierarchy and show that similarity reduction of its subhierarchies lead to purely discrete equations with dependence on some number of parameters together with equations governing deformations with…
The integrability of a family of hamiltonian systems, describing in a particular case the motionof N ``peakons" (special solutions of the so-called Camassa-Holm equation) is established in the framework of the $r$-matrix approach, starting…
The integrability of the classical and quantum rational Calogero-Moser systems is verified explicitly via the Lax pair method for the case $n=3$. We provide an extensive survey of reflection groups and root systems. The…
In this paper, we characterize all discrete-time systems in quasi-standard form admitting coalgebra symmetry with respect to the Lie--Poisson algebra $\mathfrak{h}_{6}$. The outcome of this study is a family of systems depending on an…
Universal Lax pairs (the root type and the minimal type) are presented for Calogero-Moser models based on simply laced root systems, including E_8. They exist with and without spectral parameter and they work for all of the four choices of…
We introduce a globally convergent relaxed Kacanov scheme for the computation of the discrete minimizer to the $p$-Laplace problem with $2 \leq p < \infty$. The iterative scheme is easy to implement since each iterate results only from the…
In this work we investigate explicit and implicit difference equations and the corresponding infinite time horizon linear-quadratic optimal control problem. We derive conditions for feasibility of the optimal control problem as well as…
A new iterative method is developed to numerically calculate the periodic, matched beam envelope solution of the coupled Kapchinskij-Vladimirskij (KV) equations describing the transverse evolution of a beam in a periodic, linear focusing…
We study almost automorphic solutions of the discrete delayed neutral dynamic system% \[ x(t+1)=A(t)x(t)+\Delta Q(t,x(t-g(t)))+G(t,x(t),x(t-g(t))) \] by means of a fixed point theorem due to Krasnoselskii. Using discrete variant of…
In this article we investigate a finite element formulation of strongly monotone quasi-linear elliptic PDEs in the context of fixed-point iterations. As opposed to Newton's method, which requires information from the previous iteration in…
This paper revisits the classical notion of sampling in the setting of real-time temporal logics for the modeling and analysis of systems. The relationship between the satisfiability of Metric Temporal Logic (MTL) formulas over…