The Volterra lattice equations are completely integrable and possess bi-Hamiltonian structure. They are integrated using partitioned Lobatto IIIA-B methods which preserve the Poisson structure. Modified equations are derived for the symplectic Euler and second order Lobatto IIIA-B method. Numerical results confirm preservation of the corresponding Hamiltonians, Casimirs, quadratic and cubic integrals in the long-term with different orders of accuracy.
Stochastic K-symplectic integrators for stochastic non-canonical Hamiltonian systems and applications to the Lotka--Volterra model
School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）；Institute of Applied Physics and Computational Mathematics（应用物理与计算力学研究所）；School of Science, East China Jiaotong University（华东交通大学理学院）
We propose Poisson integrators for the numerical integration of separable Poisson systems. We analyze three situations in which the Poisson systems are separated in three ways and the Poisson integrators can be constructed by using the splitting method. Numerical results show that the Poisson integrators outperform the higher order non-Poisson integrators in phase orbit tracking, long-term energy conservation and efficiency.
We study stochastic Poisson integrators for a class of stochastic Poisson systems driven by Stratonovich noise. Such geometric integrators preserve Casimir functions and the Poisson map property. For this purpose, we propose explicit stochastic Poisson integrators based on a splitting strategy, and analyse their qualitative and quantitative properties: preservation of Casimir functions, existence of almost sure or moment bounds, asymptotic preserving property, and strong and weak rates of convergence. The construction of the schemes and the theoretical results are illustrated through extensive…
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here as the Mittag-Leffler Euler integrator, is used for the temporal discretization, while the spatial discretization is performed by the spectral Galerkin method. The temporal rate of strong convergence is found to be (almost) twice compared to when the backward Euler method is used together with a convolution quadrature for time discretization. Numerical expe…
We perform a numerical analysis of a class of randomly perturbed {H}amiltonian systems and {P}oisson systems. For the considered additive noise perturbation of such systems, we show the long time behavior of the energy and quadratic Casimirs for the exact solution. We then propose and analyze a drift-preserving splitting scheme for such problems with the following properties: exact drift preservation of energy and quadratic Casimirs, mean-square order of convergence one, weak order of convergence two. These properties are illustrated with numerical experiments.
Conservative symmetric second-order one-step schemes are derived for dynamical systems describing various many-body systems using the Discrete Multiplier Method. This includes conservative schemes for the $n$-species Lotka-Volterra system, the $n$-body problem with radially symmetric potential and the $n$-point vortex models in the plane and on the sphere. In particular, we recover Greenspan-Labudde's conservative schemes for the $n$-body problem. Numerical experiments are shown verifying the conservative property of the schemes and second-order accuracy.
Collective Lie-Poisson integrators on $\mathbf{R}^{3}$
Institute of Fundamental Sciences, Massey University（梅西大学基础科学研究所）；Department of Mathematical Sciences, Chalmers University of Technology（查尔姆斯理工大学数学科学系）；Department of Mathematics, University of Bergen（卑尔根大学数学系）
We propose a class of numerical integration methods for stochastic Poisson systems (SPSs) of arbitrary dimensions. Based on the Darboux-Lie theorem, we transform the SPSs to their canonical form, the generalized stochastic Hamiltonian systems (SHSs), via canonical coordinate transformations found by solving certain PDEs defined by the Poisson brackets of the SPSs. An a-generating function approach with α\in [0,1] is then used to create symplectic discretizations of the SHSs, which are then transformed back by the inverse coordinate transformation to numerical integrators for the SPSs. These in…
We recall the question of geometric integrators in the context of Poisson geometry, and explain their construction. These Poisson integrators are tested in some mechanical examples. Their properties are illustrated numerically and they are compared to traditional methods.
Butcher series for Hamiltonian Poisson integrators through symplectic groupoids
Univ Rennes, INRIA (Research team MINGuS), IRMAR (CNRS UMR 6625) and ENS Rennes（雷恩大学、INRIA（MINGuS研究团队）、IRMAR（CNRS UMR 6625）和雷恩高等师范学院）；Göttingen Mathematisches Institut, Georg-August-Universität Göttingen（哥廷根数学研究所，格奥尔格-奥古斯特哥廷根大学）
In this work, we consider the numerical integration of the nonlinear Dirac equation and the Dirac-Poisson system (NDEs) under rough initial data. We propose a ultra low-regularity integrator (ULI) for solving the NDEs which enables optimal first-order time convergence in $H^r$ for solutions in $H^{r}$, i.e., without requiring any additional regularity on the solution. In contrast to classical methods, ULI overcomes the numerical loss of derivatives and is therefore more efficient and accurate for approximating low regular solutions. Convergence theorems and the extension of ULI to second order…
We show that applying any deterministic B-series method of order $p_d$ with a random step size to single integrand SDEs gives a numerical method converging in the mean-square and weak sense with order $\lfloor p_d/2\rfloor$.As an application, we derive high order energy-preserving methods for stochastic Poisson systems as well as further geometric numerical schemes for this wide class of Stratonovich SDEs.
An exponential integrator for a highly oscillatory Vlasov equation
Université Européenne de Bretagne, LMBA (UMR CNRS 6205), Université de Bretagne-Sud（欧洲布列塔尼大学，LMBA（CNRS联合研究单位6205），南布列塔尼大学）；Inria Nancy-Grand Est, CALVI Project & IRMA (UMR CNRS 7501), Université de Strasbourg（法国国家信息与自动化研究所南斯特拉斯堡分部，CALVI项目，IRMA（CNRS联合研究单位7501），斯特拉斯堡大学）；Max Planck Institute for Plasma Physics, EURATOM Association（马克斯·普朗克等离子体物理研究所，EURATOM协会）
In this paper, we study the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by a additive fractional Brownian motion (fBm) with Hurst parameter $H>\frac 12$ and Poisson random measure, more realistic in modelling real world phenomena. To the best of our knowledge, numerical schemes for such SPDE have been lacked in scientific literature. The approximation is done with the standard finite element method in space and three Euler-type timestepping methods in time, more precisely linear implicit method, exponential integrator and …
In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $α\in(\frac 34, 1)$ and driven by Gaussian and non-Gaussian noises simultaneously more useful in concrete applications. The Gaussian noise considered here is a Hilbert space valued Q-Wiener process and the non-Gaussian noise is defined through compensated Poisson random measure associated to a Lévy process. The linear operator is not necessary self-adjoint. The fractional stocha…
The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive specific results for the average vector field discrete gradient, from which we get P-series methods in the general case, and B-series methods for canonical Hamiltonian systems. Higher order schemes are presented, and their applications are demonstrated on the Hénon-Heiles system and a Lotka-Volterra system, and on both the training and integration of a pendulum …
The efficient numerical solution of many kinetic models in plasma physics is impeded by the stiffness of these systems. Exponential integrators are attractive in this context as they remove the CFL condition induced by the linear part of the system, which in practice is often the most stringent stability constraint. In the literature, these schemes have been found to perform well, e.g., for drift-kinetic problems. Despite their overall efficiency and their many favorable properties, most of the commonly used exponential integrators behave rather erratically in terms of the allowed time step si…
A variational integrator of arbitrarily high-order on the special orthogonal group $SO(n)$ is constructed using the polar decomposition and the constrained Galerkin method. It has the advantage of avoiding the second-order derivative of the exponential map that arises in traditional Lie group variational methods. In addition, a reduced Lie--Poisson integrator is constructed and the resulting algorithms can naturally be implemented by fixed-point iteration. The proposed methods are validated by numerical simulations on $SO(3)$ which demonstrate that they are comparable to variational Runge--Kut…
This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random measure, more realistic in modeling real world phenomena. The SPDE is discretized in space with the standard finite element method and in time with the linear implicit Euler method or an exponential integrator, more efficient and stable for stiff problems. We prove the strong convergence of the fully discrete schemes toward the mild solution. The results reveal how convergence orders depend on the regularity of the …
Strong convergence of some Magnus-type schemes for the finite element discretization of non-autonomous parabolic SPDEs driven by additive fractional Brownian motion and Poisson random measure
针对 fBm 与 Poisson 随机测度共同驱动的非自治半线性抛物型 SPDE，提出有限元结合随机 Magnus 型或半隐式 Euler 的全离散格式，并证明其强收敛阶。
In this paper, we propose a semi-Lagrangian discontinuous Galerkin method coupled with Runge-Kutta exponential integrators (SLDG-RKEI) for nonlinear Vlasov dynamics. The commutator-free Runge-Kutta (RK) exponential integrators (EI) were proposed by Celledoni, et al. (FGCS, 2003). In the nonlinear transport setting, the RKEI can be used to decompose the evolution of the nonlinear transport into a composition of a sequence of linearized dynamics. The resulting linearized transport equations can be solved by the semi-Lagrangian (SL) discontinuous Galerkin (DG) method proposed in Cai, et al. (JSC,…
In this paper we provide a variational derivation of the Euler-Poincaré equations for systems subjected to external forces using an adaptation of the techniques introduced by Galley and others. Moreover, we study in detail the underlying geometry which is related to the notion of Poisson groupoid. Finally, we apply the previous construction to the formal derivation of the variational error for numerical integrators of forced Euler-Poincaré equations and the application of this theory to the derivation of geometric integrators for forced systems.
Max-Planck-Institut für Plasmaphysik（马克斯·普朗克等离子体物理研究所）；Technische Universität München, Zentrum Mathematik（慕尼黑工业大学数学中心）；Department of Physics and Institute for Fusion StudiesThe University of Texas at Austin（德克萨斯大学奥斯汀分校物理系与聚变研究学院）
