相关论文: The multisymplectic diamond scheme

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…

In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal…

We present a new multi-symplectic formulation of constrained Hamiltonian partial differential equations, and we study the associated local conservation laws. A multi-symplectic discretisation based on this new formulation is exemplified by…

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…

We suggest a numerical integration procedure for solving the equations of motion of certain classical spin systems which preserves the underlying symplectic structure of the phase space. Such symplectic integrators have been successfully…

A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…

We design a novel, exactly energy-conserving implicit non-symplectic integration method for an eight-dimensional Hamiltonian system with four degrees of freedom. In our algorithm, each partial derivative of the Hamiltonian with respect to…

We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold Hamiltonian Monte Carlo (RMHMC) and provide an alternative to…

This article considers non-relativistic charged particle dynamics in both static and non-static electromagnetic fields, which are governed by nonseparable, possibly time-dependent Hamiltonians. For the first time, explicit symplectic…

In this work we propose a new numerical approach to distinguish between regular and chaotic orbits in Hamiltonian systems, based on the simultaneous integration of both the orbit and the deviation vectors using a symplectic scheme, hereby…

We study two existing extended phase space integrators for Hamiltonian systems, the {\em midpoint projection method} and the {\em symmetric projection method}, showing that the first is a pseudosymplectic and pseudosymmetric Runge--Kutta…

We develop Lie-Poisson integrators for general Hamiltonian systems on $\mathbf{R}^{3}$ equipped with the rigid body bracket. The method uses symplectic realisation of $\mathbf{R}^{3}$ on $T^{*}\mathbf{R}^{2}$ and application of symplectic…

Symplectic integration of autonomous Hamiltonian systems is a well-known field of study in geometric numerical integration, but for non-autonomous systems the situation is less clear, since symplectic structure requires an even number of…

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 reconsider the variational derivation of symplectic partitioned Runge-Kutta schemes. Such type of variational integrators are of great importance since they integrate mechanical systems with high order accuracy while preserving the…

Symplectic schemes are powerful methods for numerically integrating Hamiltonian systems, and their long-term accuracy and fidelity have been proved both theoretically and numerically. However direct applications of standard symplectic…

We develop a universal approach enabling the study of any multimode quantum optical system evolving under a quadratic Hamiltonian. Our strategy generalizes the standard symplectic analysis and permits the treatment of multimode systems even…

In this paper we consider the numerical solution of the Hamiltonian wave equation in two spatial dimension. We use the Mimetic Finite Difference (MFD) method to approximate the continuous problem combined with a symplectic integration in…

We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…

We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter $H\in(1/4,1/2]$. We indicate that the phase flow preserves the symplectic…