Related papers: Integrable discretizations of the Euler top
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…
We construct new stationary weak solutions of the 3D Euler equation with compact support. The solutions, which are piecewise smooth and discontinuous across a surface, are axisymmetric with swirl. The range of solutions we find is different…
We consider the non-isothermal flow of a compressible fluid through pipes. Starting from the full set of Euler equations, we propose a variational characterization of solutions that encodes the conservation of mass, energy, and entropy in a…
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…
We present a higher order space-time unfitted finite element method for convection-diffusion problems on coupled (surface and bulk) domains. In that way, we combine a method suggested by Heimann, Lehrenfeld, Preu{\ss} (SIAM J. Sci. Comput.…
The motion of a disk spinning to rest after being tipped on its side is a classic example of a finite-time singularity, yet the dominant dissipation mechanism governing this process remains debated. Using stereoscopic high-speed imaging, we…
In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on…
A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward…
In this paper we continue the work on implicit-explicit (IMEX) time discretizations for the incompressible Oseen equations that we started in \cite{BGG23} (E. Burman, D. Garg, J. Guzm\`an, {\emph{Implicit-explicit time discretization for…
In this paper we consider discrete and continuous time risk sensitive optimal stopping problem. Using suitable properties of the underlying Feller-Markov process we prove continuity of the optimal stopping value function and provide formula…
We develop a general scheme to construct integrable systems starting from realizations in symmetric coboundary dynamical Lie algebroids and symmetric coboundary Poisson groupoids. The method is based on the successive use of Dirac reduction…
In this paper, we establish new quantitative convergence bounds for a class of functional autoregressive models in weighted total variation metrics. To derive our results, we show that under mild assumptions, explicit minorization and…
We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations…
Many practical samplers rely on time-dependent drifts -- often induced by annealing or tempering schedules -- to improve exploration and stability. This motivates a unified non-asymptotic analysis of the corresponding Langevin diffusions…
This paper considers the implicit Euler discretization of Levant's arbitrary order robust exact differentiator in presence of sampled measurements. Existing implicit discretizations of that differentiator are shown to exhibit either…
We consider an Ansatz for the study of the existence of formal integrals of motion for Kahan-Hirota-Kimura discretizations. In this context, we give a combinatorial proof of the formula of Celledoni-McLachlan-Owren-Quispel for an integral…
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…
We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence on the time horizon. Compared to existing approaches, we…
ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…
We propose a new class of finite element approximations to ideal compressible magnetohydrodynamic equations in smooth regime. Following variational approximations developed for fluid models in the last decade, our discretizations are built…