相关论文: Stochastic Lie group integrators

In this paper, high-order numerical integrators on homogeneous spaces will be presented as an application of nonholonomic partitioned Runge-Kutta Munthe-Kaas (RKMK) methods on Lie groups. A homogeneous space $M$ is a manifold where a group…

In the paper, we propose a higher-order geometry-preserving numerical method for stochastic differential equations (SDEs) evolving on the Lie groups SO(n) and SE(n). Most existing Lie group integrators rely on Magnus expansion of the…

We study stochastic Poisson integrators for a class of stochastic Poisson systems driven by Stratonovich noise. Such geometric integrators preserve Casimir functions and the Poisson map property. For this purpose, we propose explicit…

Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…

In this article, a unified approach to obtain symplectic integrators on T*G from Lie group integrators on a Lie group G is presented. The approach is worked out in detail for symplectic integrators based on Runge--Kutta--Munthe-Kaas methods…

Isospectral flows appear in a variety of applications, e.g. the Toda lattice in solid state physics or in discrete models for two-dimensional hydrodynamics, with the isospectral property often corresponding to mathematically or physically…

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic differential equations (SDEs) driven by…

We present a new class of stochastic, geometrically-driven optimization algorithms on the orthogonal group $O(d)$ and naturally reductive homogeneous manifolds obtained from the action of the rotation group $SO(d)$. We theoretically and…

The developments over the last five decades concerning numerical discretisations of the incompressible Navier--Stokes equations have lead to reliable tools for their approximation: those include stable methods to properly address the…

We integrate in closed implicit form the Navier-Stokes equations for an incompressible fluid and the kinematical dynamo equation, in smooth manifolds and Euclidean space. This integration is carried out by applying Stochastic Differential…

Explicit, momentum-based dynamics that optimize functions defined on Lie groups can be constructed via variational optimization and momentum trivialization. Structure preserving time discretizations can then turn this dynamics into…

In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic…

Symmetry in differential equations reveals invariances and offers a powerful means to reduce model complexity. Lie group analysis characterizes these symmetries through infinitesimal generators, which provide a local, linear criterion for…

This paper studies the construction of geometric integrators for nonholonomic systems. We derive the nonholonomic discrete Euler-Lagrange equations in a setting which permits to deduce geometric integrators for continuous nonholonomic…

We present a numerical investigation of stochastic transport in ideal fluids. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a…

A powerful method for solving non-linear first-order ordinary differential equations, which is based on geometrical understanding of the corresponding dynamics of the so called Lie systems, is developed. This method allows us not only to…

Lie symmetry group method is applied to study the boundary-layer equations for two-dimensional steady flow of an incompressible, viscous fluid near a stagnation point at a heated stretching sheet placed in a porous medium equation. The…

Tau-leaping is a family of algorithms for the approximate simulation of the discrete state continuous time Markov chains. Motivation for the development of such methods can be found, for instance, in the fields of chemical kinetics and…

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…