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We propose efficient numerical methods for nonseparable non-canonical Hamiltonian systems which are explicit, K-symplectic in the extended phase space with long time energy conservation properties. They are based on extending the original…

数值分析 · 数学 2023-03-01 Beibei Zhu , Lun Ji , Aiqing Zhu , Yifa Tang

Based on a variational principle with a stochastic forcing, we indicate that the stochastic Schr\"odinger equation in Stratonovich sense is an infinite-dimensional stochastic Hamiltonian system, whose phase flow preserves symplecticity. We…

数值分析 · 数学 2016-05-05 Chuchu Chen , Jialin Hong

This letter studies symmetric and symplectic exponential integrators when applied to numerically computing nonlinear Hamiltonian systems. We first establish the symmetry and symplecticity conditions of exponential integrators and then show…

数值分析 · 数学 2018-12-11 Yajun Wu , Bin Wang

We prove that the recently developed semiexplicit symplectic integrators for non-separable Hamiltonian systems preserve any linear and quadratic invariants possessed by the Hamiltonian systems. This is in addition to being symmetric and…

数值分析 · 数学 2023-06-06 Tomoki Ohsawa

The paper concerns semidiscretizations in time of stochastic Maxwell equations driven by additive noise. We show that the equations admit physical properties and mathematical structures, including regularity, energy and divergence evolution…

数值分析 · 数学 2018-06-07 Chuchu Chen , Jialin Hong , Lihai Ji

In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…

数值分析 · 数学 2022-09-27 Jianguo Huang , Lili Ju , Yuejin Xu

In this paper, we consider stochastic Runge-Kutta methods for stochastic Hamiltonian partial differential equations and present some sufficient conditions for multisymplecticity of stochastic Runge-Kutta methods of stochastic Hamiltonian…

辛几何 · 数学 2018-03-02 Liying Zhang , Lihai Ji

In this work, we develop a class of up to third-order energy-stable schemes for the Cahn--Hilliard equation. Building on Lawson's integrating factor Runge--Kutta method, which is widely used for stiff semilinear equations, we discuss its…

数值分析 · 数学 2024-11-26 Haifeng Wang , Jingwei Sun , Hong Zhang , Xu Qian , Songhe Song

We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…

数值分析 · 数学 2009-12-16 Erwan Faou , Benoit Grebert

Explicit and semi-explicit geometric integration schemes for dissipative perturbations of Hamiltonian systems are analyzed. The dissipation is characterized by a small parameter $\epsilon$, and the schemes under study preserve the…

数值分析 · 数学 2015-03-19 Klas Modin , Gustaf Söderlind

In this paper, we present an error analysis of one-stage explicit extended Runge--Kutta--Nystr\"{o}m integrators for semilinear wave equations. These equations are analysed by using spatial semidiscretizations with periodic boundary…

数值分析 · 数学 2018-09-18 Bin Wang , Xinyuan Wu

Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…

数值分析 · 数学 2024-03-19 Murat Uzunca , Bülent Karasözen

Due to the nonseparability of the post-Newtonian (PN) Hamiltonian systems of compact objects, the symplectic methods that admit the linear error growth and the near preservation of first integrals are always implicit as explicit symplectic…

天体物理仪器与方法 · 物理学 2024-10-10 Shixiang Huang , Kaiming Zeng , Xinghua Niu , Lijie Mei

In this paper, we present a comprehensive long-time stability analysis of a second-order explicit exponential Runge--Kutta (ERK2) method for the Cahn--Hilliard (CH) equation. By employing Fourier spectral collocation in space and a…

数值分析 · 数学 2025-12-08 Jing Guo

This paper focuses on the numerical approximation of the linearized shallow water equations using hybridizable discontinuous Galerkin (HDG) methods, leveraging the Hamiltonian structure of the evolution system. First, we propose an…

数值分析 · 数学 2025-07-04 C. Núñez , M. A. Sánchez

The success of symplectic integrators for Hamiltonian ODEs has led to a decades-long program of research seeking analogously structure-preserving numerical methods for Hamiltonian PDEs. In this paper, we construct a large class of such…

数值分析 · 数学 2026-01-05 Ari Stern , Enrico Zampa

In the last few decades, numerical simulation for nonlinear oscillators has received a great deal of attention, and many researchers have been concerned with the design and analysis of numerical methods for solving oscillatory problems. In…

数值分析 · 数学 2020-12-25 Yu-Wen Li , Xinyuan Wu

We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…

数值分析 · 数学 2020-01-14 Giacomo Albi , Lorenzo Pareschi

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We…

最优化与控制 · 数学 2026-03-03 Amir Ali Farzin , Yuen-Man Pun , Philipp Braun , Iman Shames

In this work, a kernel-based surrogate for integrating Hamiltonian dynamics that is symplectic by construction and tailored to large prediction horizons is proposed. The method learns a scalar potential whose gradient enters a…

数值分析 · 数学 2026-01-27 Robin Herkert , Tobias Ehring , Bernard Haasdonk