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Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…

数值分析 · 数学 2022-08-10 Jialin Hong , Baohui Hou , Qiang Li , Liying 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

Optimal Strong Stability Preserving (SSP) Runge--Kutta methods has been widely investegated in the last decade and many open conjectures have been formulated. The iterated implicit midpoint rule has been observed numerically optimal in…

数值分析 · 数学 2014-10-01 Tihamér A. Kocsis , Adrián Németh

Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…

数值分析 · 数学 2024-12-13 Hana Mizerová , Katarína Tvrdá

Many control, optimization, and learning algorithms rely on discretizations of continuous-time contracting systems, where preservation of contractivity under numerical integration is key for stability, robustness, and reliable fixed-point…

系统与控制 · 电气工程与系统科学 2026-03-13 Yu Kawano , Francesco Bullo

The class of stochastic Runge-Kutta methods for stochastic differential equations due to R\"o{\ss}ler is considered. Coefficient families of diagonally drift-implicit stochastic Runge-Kutta (DDISRK) methods of weak order one and two are…

数值分析 · 数学 2016-05-10 Kristian Debrabant , Andreas Rößler

In this paper, we extend the Paired-Explicit Runge-Kutta schemes by Vermeire et. al. to fourth-order of consistency. Based on the order conditions for partitioned Runge-Kutta methods we motivate a specific form of the Butcher arrays which…

In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…

数值分析 · 数学 2017-07-17 Willem Hundsdorfer

Most physical processes posses structural properties such as constant energies, volumes, and other invariants over time. When learning models of such dynamical systems, it is critical to respect these invariants to ensure accurate…

机器学习 · 计算机科学 2022-01-11 Katharina Ensinger , Friedrich Solowjow , Sebastian Ziesche , Michael Tiemann , Sebastian Trimpe

In this paper structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton-Pontryagin variational principle. From this principle one can derive a novel class of variational partitioned…

数值分析 · 数学 2008-01-08 Nawaf Bou-Rabee , Jerrold E. Marsden

Stochastic Klein--Gordon--Schr\"odinger (KGS) equations are important mathematical models and describe the interaction between scalar nucleons and neutral scalar mesons in the stochastic environment. In this paper, we propose novel…

数值分析 · 数学 2023-05-19 Jialin Hong , Baohui Hou , Liying Sun , Xiaojing Zhang

Stochastic Klein--Gordon--Schr\"odinger (KGS) equations are important mathematical models and describe the interaction between scalar nucleons and neutral scalar mesons in the stochastic environment. In this paper, we propose novel…

数值分析 · 数学 2023-05-19 Jialin Hong , Baohui Hou , Liying Sun , Xiaojing Zhang

In this paper, a family of arbitrarily high-order structure-preserving exponential Runge-Kutta methods are developed for the nonlinear Schr\"odinger equation by combining the scalar auxiliary variable approach with the exponential…

数值分析 · 数学 2020-09-15 Jin Cui , Zhuangzhi Xu , Yushun Wang , Chaolong Jiang

In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…

数值分析 · 数学 2014-01-31 Tomasz M. Tyranowski , Mathieu Desbrun

A new conservative symmetry-preserving second-order time-accurate PISO-based pressure-velocity coupling for solving the incompressible Navier-Stokes equations on unstructured collocated grids is presented in this paper. This new method for…

A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…

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

The recently-introduced relaxation approach for Runge-Kutta methods can be used to enforce conservation of energy in the integration of Hamiltonian systems. We study the behavior of implicit and explicit relaxation Runge-Kutta methods in…

数值分析 · 数学 2020-07-13 Hendrik Ranocha , David I. Ketcheson

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 note we discuss the construction of high order asymptotic preserving numerical schemes for the Boltzmann equation. The methods are based on the use of Implicit-Explicit (IMEX) Runge-Kutta methods combined with a penalization…

数值分析 · 数学 2012-02-24 Giacomo Dimarco , Lorenzo Pareschi