相关论文: Exponentially accurate Hamiltonian embeddings of s…

The probability distribution (PD) of spin configurations in kinetic Ising models has been cast in the form of the canonical Boltzmann PD with a time-dependent effective Hamiltonian (EH). It has been argued that in systems with extensive…

We show that symplectic Runge-Kutta methods provide effective symplectic integrators for Hamiltonian systems with index one constraints. These include the Hamiltonian description of variational problems subject to position and velocity…

In this work we demonstrate that SVD-based model reduction techniques known for ordinary differential equations, such as the proper orthogonal decomposition, can be extended to stochastic differential equations in order to reduce the…

Numerical evolution of time-dependent differential equations via explicit Runge-Kutta or Taylor methods typically fails to preserve symmetries of a system. It is known that there exists no numerical integration method that in general…

Given an energy-dissipating port-Hamiltonian system, we characterise the exponential decay of the energy via the model ingredients under mild conditions on the Hamiltonian density $\mathcal{H}$. In passing, we obtain generalisations for…

A framework for exponential time discretization of the multilayer rotating shallow water equations is developed in combination with a mimetic discretization in space. The method is based on a combination of existing exponential time…

For the approximation of solutions for stochastic partial differential equations, numerical methods that obtain a high order of convergence and at the same time involve reasonable computational cost are of particular interest. We therefore…

We put forward the use of total-variation-diminishing (or more generally, strong stability preserving) implicit-explicit Runge-Kutta methods for the time integration of the equations of motion associated with the semiconvection problem in…

We study how inexact nonlinear solvers lead to a loss of exact symplecticity in the Symplectic Euler (SE) and Stormer-Verlet (SV) schemes when applied to general nonseparable Hamiltonian systems. These schemes are implicit and require…

The convergence of a family of AMF-Runge-Kutta methods (in short AMF-RK) for the time integration of evolutionary Partial Differential Equations (PDEs) of Advection Diffusion Reaction type semi-discretized in space is considered. The…

Symplectic partitioned Runge--Kutta methods can be obtained from a variational formulation where all the terms in the discrete Lagrangian are treated with the same quadrature formula. We construct a family of symplectic methods allowing the…

We give a systematic method for discretizing Hamiltonian partial differential equations (PDEs) with constant symplectic structure, while preserving their energy exactly. The same method, applied to PDEs with constant dissipative structure,…

We provide a quantum method for simulating Hamiltonian evolution with complexity polynomial in the logarithm of the inverse error. This is an exponential improvement over existing methods for Hamiltonian simulation. In addition, its scaling…

The construction of modified equations is an important step in the backward error analysis of symplectic integrator for Hamiltonian systems. In the context of partial differential equations, the standard construction leads to modified…

In this thesis we consider so-called linear evolutionary problems, a class of linear partial differential equations covering classical elliptic, parabolic and hyperbolic equations from mathematical physics as well as classes of…

The primary objective of this paper is to present a long-term numerical energy-preserving analysis of one-stage explicit symmetric and/or symplectic extended Runge--Kutta--Nystr\"{o}m (ERKN) integrators for highly oscillatory Hamiltonian…

In this paper, we analyze a semilinear damped second order evolution equation with time-dependent time delay and time-dependent delay feedback coefficient. The nonlinear term satisfies a local Lipschitz continuity assumption. Under…

It is well-known that a numerical method which is at the same time geometric structure-preserving and physical property-preserving cannot exist in general for Hamiltonian partial differential equations. In this paper, we present a novel…

An efficient multigrid framework is developed for the time marching of steady-state compressible flows with a spatially high-order ($p$-order polynomial) modal discontinuous Galerkin method. The core algorithm that based on a global…

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…