Related papers: Numerical integrators that contract volume
We derive a new methodology for the construction of high order integrators for sampling the invariant measure of ergodic stochastic differential equations with dynamics constrained on a manifold. We obtain the order conditions for sampling…
In this paper we study the performance of a symplectic numerical integrator based on the splitting method. This method is applied to a subtle problem i.e. higher order resonance of the elastic pendulum. In order to numerically study the…
A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…
Numerical algorithms based on variational and symplectic integrators exhibit special features that make them promising candidates for application to general relativity and other constrained Hamiltonian systems. This paper lays part of the…
In this paper we propose a numerical scheme for partitioned systems of index 2 DAEs, such as those arising from nonholonomic mechanical problems and prove the order of a certain class of Runge-Kutta methods we call of Lobatto-type. The…
Runge-Kutta methods are affine equivariant: applying a method before or after an affine change of variables yields the same numerical trajectory. However, for some applications, one would like to perform numerical integration after a…
The flow of contracting systems contracts 1-dimensional parallelotopes, i.e., line segments, at an exponential rate. One reason for the usefulness of contracting systems is that many interconnections of contracting sub-systems yield an…
Retraction maps are known to be the seed for all numerical integrators. These retraction maps-based integrators can be further lifted to tangent and cotangent bundles, giving rise to structure-preserving integrators for mechanical systems.…
Euclidean quantum measure in Regge calculus with independent area tensors is considered using example of the Regge manifold of a simple structure. We go over to integrations along certain contours in the hyperplane of complex connection…
Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…
This paper investigates the performance of a subclass of exponential integrators, specifically explicit exponential Runge--Kutta methods. It is well known that third-order methods can suffer from order reduction when applied to linearized…
We reconsider the variational derivation of symplectic partitioned Runge-Kutta schemes. Such type of variational integrators are of great importance since they integrate mechanical systems with high order accuracy while preserving the…
In recent years, much effort in designing numerical methods for the simulation and optimization of mechanical systems has been put into schemes which are structure preserving. One particular class are variational integrators which are…
Applied to the master equation, the usual numerical integration methods, such as Runge-Kutta, become inefficient when the rates associated with various transitions differ by several orders of magnitude. We introduce an integration scheme…
It is a classical theorem of Liouville that Hamiltonian systems preserve volume in phase space. Any symplectic Runge-Kutta method will respect this property for such systems, but it has been shown that no B-Series method can be volume…
A novel symplectic integrator for Hamiltonian equations on $S_2^n \times T^{\ast} \RR^m$ is developed and studied. Partitioned Runge--Kutta methods for Hamiltonian systems on products of Hamiltionian manifolds are studied, specifically,…
In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…
A formalism for the numerical integration of one- and two-loop integrals is presented. It is based on subtraction terms which remove the soft, collinear and some of the ultraviolet divergences from the integrand. The numerical integral is…
We consider the numerical simulation of Hamiltonian systems of ordinary differential equations. Two features of Hamiltonian systems are that energy is conserved along trajectories and phase space volume is preserved by the flow. We want to…
Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…