相关论文: Structure-Preserving Implicit Runge-Kutta Methods …
We extend the modeling framework of port-Hamiltonian descriptor systems to include under- and over-determined systems and arbitrary differentiable Hamiltonian functions. This structure is associated with a Dirac structure that encloses its…
We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear…
Data-driven modeling of nonlinear dynamical systems is often hampered by measurement noise. We propose a denoising framework, called Runge-Kutta and Total Variation Based Implicit Neural Representation (RKTV-INR), that represents the state…
This work gives the asymptotic error distribution of the stochastic Runge--Kutta (SRK) method of strong order $1$ applied to Stratonovich-type stochastic differential equations. For dealing with the implicitness introduced in the diffusion…
Energy methods for constructing time-stepping algorithms are of increased interest in application to nonlinear problems, since numerical stability can be inferred from the conservation of the system energy. Alternatively, symplectic…
This paper investigates Hamiltonian properties of the algebro-geometric discretization of KP hierarchy introduced in \cite{Gie1}. A Poisson bracket is introduced. The system is related to the periodic band matrix system of \cite{vM-M}. It…
We analyze the canonical treatment of classical constrained mechanical systems formulated with a discrete time. We prove that under very general conditions, it is possible to introduce nonsingular canonical transformations that preserve the…
We propose a better method to determine the stability region of an L-stable implicit-explicit Runge-Kutta scheme. This method always provides the correct result, while other methods sometimes give wrong result. It is useful in the analysis…
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…
A Lie system is a nonautonomous system of first-order differential equations possessing a superposition rule, i.e. a map expressing its general solution in terms of a generic finite family of particular solutions and some constants.…
We show that, under suitable conditions, finite-dimensional systems describing invariant solutions of partial differential equations (PDEs) inherit local Hamiltonian operators through the mechanism of invariant reduction, which applies…
Many practical problems can be described by second-order system $\ddot{q}=-M\nabla U(q)$, in which people give special emphasis to some invariants with explicit physical meaning, such as energy, momentum, angular momentum, etc. However,…
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…
It is shown that for a parabolic problem with maximal $L^p$-regularity (for $1<p<\infty$), the time discretization by a linear multistep method or Runge--Kutta method has maximal $\ell^p$-regularity uniformly in the stepsize if the method…
With this short note, we close a gap in the linear stability theory of block predictor-corrector Runge-Kutta schemes originally proposed for the parallel solution of ODEs.
In this letter we present a procedure for the calculation of the Casimir functions of finite-dimensional Poisson systems which avoids the burden of solving a set of partial differential equations, as it is usually suggested in the…
Stokes-Dirac structures are infinite-dimensional Dirac structures defined in terms of differential forms on a smooth manifold with boundary. These Dirac structures lay down a geometric framework for the formulation of Hamiltonian systems…
Mixed precision Runge--Kutta methods have been recently developed and used for the time-evolution of partial differential equations. Two-derivative Runge--Kutta schemes may offer enhanced stability and accuracy properties compared to…
We develop local discontinuous Galerkin (LDG) methods for conservation laws with heterogeneous stochastic fluxes, where the Stratonovich-driven transport terms may be linear or nonlinear. Such equations arise, for example, in simplified…
In this work, we present a modification of explicit Runge-Kutta temporal integration schemes that guarantees the preservation of any locally-defined quasiconvex set of bounds for the solution. These schemes operate on the basis of a…