相关论文: Discrete time Bogoyavlensky lattices
Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…
In the late 80s - early 90s J. Moser and A. P. Veselov considered Lagrangian discrete systems on Lie groups with additional symmetry conditions imposed on Lagrangians. They observed that such systems are often integrable…
We give a structure preserving spatio-temporal discretization for incompressible magnetohydrodynamics (MHD) on the sphere. Discretization in space is based on the theory of geometric quantization, which yields a spatially discretized…
An integrable discretization of the inhomogeneous Ablowitz-Ladik model with a linear force is introduced. Conditions on parameters of the discretization which are necessary for reproducing Bloch oscillations are obtained. In particular, it…
We develop the theory of discrete time Lagrangian mechanics on Lie groups, originated in the work of Veselov and Moser, and the theory of Lagrangian reduction in the discrete time setting. The results thus obtained are applied to the…
In this paper, we exploit the gradient flow structure of continuous-time formulations of Bayesian inference in terms of their numerical time-stepping. We focus on two particular examples, namely, the continuous-time ensemble Kalman-Bucy…
The connection between symmetries and linearizations of discrete-time dynamical systems is being inverstigated. It is shown, that existence of semigroup structures related to the vector field and having linear representations enables…
We introduce an integrable time-discretized version of the classical Calogero-Moser model, which goes to the original model in a continuum limit. This discrete model is obtained from pole solutions of a discretized version of the…
Many scientific applications require the solution of large initial-value problems, such as those produced by the method of lines after semi-discretization in space of partial differential equations. The computational cost of implicit time…
A notion of implicit difference equation on a Lie groupoid is introduced and an algorithm for extracting the integrable part (backward or/and forward) is formulated. As an application, we prove that discrete Lagrangian dynamics on a Lie…
We introduce the cluster algebraic formulation of the integrable difference equations, the discrete Lotka-Volterra equation and the discrete Liouville equation, from the view point of the general T-system and Y-system. We also study the…
Several methods of time discretization are examined for integrable rigid body models, such as Euler, Lagrange, and Kowalevski tops. Problems of Lax-Moser pairs, conservation laws, and explicit solver algorithms are discussed. New…
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…
New integrable lattice systems are introduced, their different integrable discretization are obtained. B\"acklund transformations between these new systems and the relativistic Toda lattice (in the both continuous and discrete time…
As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…
We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…
We consider a family of variational time discretizations that are generalizations of discontinuous Galerkin (dG) and continuous Galerkin-Petrov (cGP) methods. The family is characterized by two parameters. One describes the polynomial…
A time-changed discretization for the Dirac equation is proposed. More precisely, we consider a Dirac equation with discrete space and continuous time perturbed by a time-dependent diffusion term $\sigma^2Ht^{2H-1}$ that seamlessly…
Discretizing continuous-time linear systems typically requires numerical integration. This document presents a convenient method for discretizing the dynamics, input, and process noise state-space matrices of a continuous-time linear system…
We study an abstract second order inclusion involving two nonlinear single-valued operators and a nonlinear multivalued term. Our goal is to establish the existence of solutions to the problem by applying numerical scheme based on time…