Related papers: Integrable discretizations of the Euler top
We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method…
We develop the approach to the problem of integrable discretization based on the notion of $r$--matrix hierarchies. One of its basic features is the coincidence of Lax matrices of discretized systems with the Lax matrices of the underlying…
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here…
This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…
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…
In the late 80s - early 90s J. Moser and A. P. Veselov considered Lagrangian discrete systems on Lie groups with additional symmetry conditions imposed on Lagrangians. They observed that such systems are often integrable…
We extend slow manifolds near a transcritical singularity in a fast-slow system given by the explicit Euler discretization of the corresponding continuous-time normal form. The analysis uses the blow-up method and direct trajectory-based…
We study Lagrangian time-discretizations of the Hunter-Saxton equation. Using the Moser-Veselov approach, we obtain such discretizations defined on the Virasoro group and on the group of orientation-preserving diffeomorphisms of the circle.…
The fully-implicit time discretization (i.e. the backward Euler formula) is applied to compressible nonlinear dynamical models of viscoelastic solids in the Eulerian description, i.e. in the actual deforming configuration. The Kelvin-Voigt…
In this paper, we consider local and uniform invariance preserving steplength thresholds on a set when a discretization method is applied to a linear or nonlinear dynamical system. For the forward or backward Euler method, the existence of…
The Euler top describes a free rotation of a rigid body about its center of mass and provides an important example of a completely integrable system. A salient feature of its first integrals is that, up to a reparametrization of time, they…
The fully-implicit time discretization (i.e. the backward Euler formula) is applied to compressible nonlinear dynamical models of thermo-viscoelastic solids in the Eulerian description, i.e. in the actual deforming configuration, formulated…
Dynamical systems are a valuable asset for the study of population dynamics. On this topic, much has been done since Lotka and Volterra presented the very first continuous system to understand how the interaction between two species -- the…
An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…
Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…
This paper concerns the study of the generalized Bolza problem governed by differential inclusions satisfying the so-called "relaxed one-sided Lipschitzian" (ROSL) condition with respect to the state variables subject to various types of…
We determine the complete structure of the symmetry algebras associated with the N-body Calogero-Moser system and its maximally superintegrable discretization. We prove that the discretization naturally leads to a nontrivial deformation of…
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…
We present a remarkable discretization of the classical Kepler problem which preserves its trajectories and all integrals of motion. The points of any discrete orbit belong to an appropriate continuous trajectory.
We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different…