Related papers: Integrable discretizations of the Euler top
In this note, we develop a theory of Euler-Poincare reduction for discrete Lagrangian field theories. We introduce the concept of Euler-Poincare equations for discrete field theories, as well as a natural extension of the Moser-Veselov…
We construct the noncanonical Poisson bracket associated with the phase space of first order moments of the velocity field and quadratic moments of the density of a fluid with a free- boundary, constrained by the condition of…
We consider fully discrete numerical schemes for a downscaling data assimilation algorithm aimed at approximating the velocity field of the 2D Navier-Stokes equations corresponding to given coarse mesh observational measurements. The time…
We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…
We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and…
The Calogero type matrix discretization scheme is applied to constructing the Lax type integrable discretizations of one wide enough class of nonlinear integrable dynamical systems on functional manifolds. Their Lie-algebraic structure and…
We present new discretisation of the moist compressible Euler equations, using the compatible finite element framework identified in Cotter and Shipton (2012). The discretisation strategy is described and details of the parametrisations of…
In this paper, discrete analogues of Euler-Poincar\'{e} and Lie-Poisson reduction theory are developed for systems on finite dimensional Lie groups $G$ with Lagrangians $L:TG \to {\mathbb R}$ that are $G$-invariant. These discrete equations…
The Euler scheme is a standard time discretization for BSDEs, but its implementation hinges on approximating conditional expectations and the associated martingale terms at each time step. We propose an implementation based on the Wiener…
We are concerned on the study of the unique continuation type property for the 3D incompressible Euler equations in the self-similar type form. Discretely self-similar solution is a generalized notion of the self-similar solution, which is…
In this paper we derive weak limits for the discretization errors of sampling barrier-hitting and extreme events of Brownian motion by using the Euler discretization simulation method. Specifically, we consider the Euler discretization…
We establish general moment estimates for the discrete and continuous exit times of a general It\^o process in terms of the distance to the boundary. These estimates serve as intermediate steps to obtain strong convergence results for the…
The main objective of the present paper is to construct a new class of space-time discretizations for the stochastic $p$-Stokes system and analyze its stability and convergence properties. We derive regularity results for the approximation…
In this paper, we undertake the error analysis of the time discretization of systems of Forward-Backward Stochastic Differential Equations (FBSDEs) with drivers having polynomial growth and that are also monotone in the state variable. We…
Discontinuous Galerkin methods of higher order are applied as temporal discretizations for the transient Navier--Stokes equations. The spatial discretization based on inf-sup stable pairs of finite element spaces is stabilised using a…
We formulate Euler-Poincar\'e and Lagrange-Poincar\'e equations for systems with broken symmetry. We specialize the general theory to present explicit equations of motion for nematic systems, ranging from single nematic molecules to biaxial…
We study a class of semilinear diffusion equations on infinite, connected, weighted graphs, focusing on two types of nonlinearities: monotone decreasing and Lipschitz continuous. Under minimal structural assumptions on the graph, we…
This paper presents the continuous and discrete variational formulations of simple thermodynamical systems whose configuration space is a (finite dimensional) Lie group. We follow the variational approach to nonequilibrium thermodynamics…
In this paper we show that there are applications that transform the movement of a pendulum into movements in $\mathbb{R}^3$. This can be done using Euler top system of differential equations. On the constant level surfaces, Euler top…
We study Euler-type discrete-time schemes for the rough Heston model, which can be described by a stochastic Volterra equation (with non-Lipschtiz coefficient functions), or by an equivalent integrated variance formulation. Using weak…