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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…

数值分析 · 数学 2019-07-25 Chuchu Chen , Jialin Hong , Chol Sim , Kwang Sonwu

In this paper, we present continuous-stage partitioned Runge-Kutta (csPRK) methods for energy-preserving integration of Hamiltonian systems. A sufficient condition for the energy preservation of the csPRK methods is derived. It is shown…

数值分析 · 数学 2025-07-25 Wensheng Tang

A novel class of explicit high-order energy-preserving methods are proposed for general Hamiltonian partial differential equations with non-canonical structure matrix. When the energy is not quadratic, it is firstly done that the original…

数值分析 · 数学 2020-06-02 Chaolong Jiang , Yushun Wang , Yuezheng Gong

Based on reasonable testing model problems, we study the preservation by symplectic Runge-Kutta method (SRK) and symplectic partitioned Runge-Kutta method (SPRK) of structures for fixed points of linear Hamiltonian systems. The…

数值分析 · 数学 2008-02-18 Xiaohua Ding , Hongyu Liu , Zaijiu Shang , Geng Sun , Lingshu Wang

In this paper, we present a novel class of high-order energy-preserving schemes for solving the Zakharov-Rubenchik equations. The main idea of the scheme is first to introduce an quadratic auxiliary variable to transform the Hamiltonian…

数值分析 · 数学 2022-11-30 Gengen Zhang , Chaolong Jiang , Hao Huang

In this paper, we present a new methodology to develop arbitrary high-order structure-preserving methods for solving the quantum Zakharov system. The key ingredients of our method are: (i) the original Hamiltonian energy is reformulated…

数值分析 · 数学 2023-05-23 Gengen Zhang , Chaolong Jiang

Based on the combinatory theory of rooted colored trees, we investigate the conditions for the explicit stochastic Runge-Kutta (SRK) methods to preserve quadratic invariants (QI) up to certain orders of accuracy. These conditions can supply…

数值分析 · 数学 2014-10-24 Jialin Hong , Lijin Wang , Dongsheng Xu , Liying Zhang

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

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…

数值分析 · 数学 2018-03-20 Jialin Hong , Chuying Huang , Xu 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

High order energy-preserving methods for Hamiltonian systems are presented. For this aim, an energy-preserving condition of continuous stage Runge--Kutta methods is proved. Order conditions are simplified and parallelizable conditions are…

数值分析 · 数学 2016-11-08 Yuto Miyatake , John C. Butcher

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

No Runge-Kutta method can be energy preserving for all Hamiltonian systems. But for problems in which the Hamiltonian is a polynomial, the Averaged Vector Field (AVF) method can be interpreted as a Runge-Kutta method whose weights $b_i$ and…

数值分析 · 数学 2012-03-16 Elena Celledoni , Brynjulf Owren , Yajuan Sun

Hamiltonian systems are one of the most important class of dynamical systems with a geometric structure called symplecticity and the numerical algorithms which can preserve such geometric structure are of interest. In this article we study…

数值分析 · 数学 2015-10-16 Wensheng Tang , Guangming Lang , Xuqiong Luo

Using a recent characterization of energy-preserving B-series, we derive the explicit conditions on the coefficients of a Runge-Kutta method that ensure energy preservation (for Hamiltonian systems) up to a given order in the step size,…

数值分析 · 数学 2025-01-24 Gabriel A. Barrios de León , David I. Ketcheson , Hendrik Ranocha

In this paper, a class of arbitrarily high-order linear momentum-preserving and energy-preserving schemes are proposed, respectively, for solving the regularized long-wave equation. For the momentum-preserving scheme, the key idea is based…

数值分析 · 数学 2021-12-07 Chaolong Jiang , Xu Qian , Songhe Song , Jin Cui

For Hamiltonian systems, simulation algorithms that exactly conserve numerical energy or pseudo-energy have seen extensive investigation. Most available methods either require the iterative solution of nonlinear algebraic equations at each…

数值分析 · 数学 2022-07-04 Stefan Bilbao , Michele Ducceschi , Fabiana Zama

In this paper, we present a quadratic auxiliary variable approach to develop a new class of energy-preserving Runge-Kutta methods for the Korteweg-de Vries equation. The quadratic auxiliary variable approach is first proposed to reformulate…

数值分析 · 数学 2021-10-29 Yue Chen , Yuezheng Gong , Qi Hong , Chuwu Wang

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…

广义相对论与量子宇宙学 · 物理学 2019-12-30 Shiyang Hu , Xin Wu , Guoqing Huang , Enwei Liang

In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

数值分析 · 数学 2023-06-13 Ibrahim Almuslimani , Nicolas Crouseilles
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