Výsledky vyhľadávania - "Geometric numerical integration"

Geometric Numerical Integration for Hamiltonian Monte Carlo and Extrapolation

Autori: Shaw, Luke

Prispievatelia: University/Department: Universitat Jaume I. Escola de Doctorat

Thesis Advisors: Casas, Fernando, Sanz-Serna, JM

Zdroj: TDX (Tesis Doctorals en Xarxa)

Predmety: Geometric Numerical Integration, Splitting methods, Hamiltonian Monte Carlo, Symplectic Integrators, Extrapolation methods, Numerical Analysis, Ciències

Popis súboru: application/pdf

Prístupová URL adresa: http://hdl.handle.net/10803/692560

Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations

Autori: Bréhier, Charles-Edouard Cohen, David

Zdroj: Numerisk analys och simulering av PDE med slumpmässig dispersion Applied Numerical Mathematics. 186:57-83

Predmety: Geometric numerical integration, Stochastic partial differential equations, Strong convergence, Trace formulas, Stochastic Schrödinger equations, Splitting integrators

Popis súboru: electronic

Prístupová URL adresa: https://research.chalmers.se/publication/534303
https://research.chalmers.se/publication/527569
https://arxiv.org/abs/2007.02354

High order numerical integrators for single integrand Stratonovich SDEs

Autori: Cohen, David Debrabant, Kristian Rößler, Andreas

Zdroj: Numerisk analys och simulering av PDE med slumpmässig dispersion Applied Numerical Mathematics. 158:264-270

Predmety: Strong error, High order, Weak error, Stratonovich stochastic differential equation, Geometric numerical integration, B-series methods, Single integrand SDEs

Popis súboru: electronic

Prístupová URL adresa: https://research.chalmers.se/publication/518714
https://research.chalmers.se/publication/520223
https://research.chalmers.se/publication/519576
https://research.chalmers.se/publication/520223/file/520223_Fulltext.pdf

Boundary-preserving numerical schemes for stochastic ordinary and partial differential equations

Autori: Ulander, Johan, 1995

Predmety: strong convergence, stochastic partial differential equations, Stochastic ordinary differential equations, geometric numerical integration, positivity-preserving, Lie--Trotter time splitting, boundary-preserving, weak convergence.

Popis súboru: electronic

Prístupová URL adresa: https://research.chalmers.se/publication/548883
https://research.chalmers.se/publication/548883/file/548883_Fulltext.pdf

Geometric Numerical Methods: From Random Fields to Shape Matching

Autori: Jansson, Erik, 1996

Predmety: hydrodynamics, Stochastic partial differential equations, Lie–Poisson systems, shape analysis, geometric numerical integration, optimal transport, surface finite element methods, Gaussian random fields

Popis súboru: electronic

Prístupová URL adresa: https://research.chalmers.se/publication/545974
https://research.chalmers.se/publication/545974/file/545974_Fulltext.pdf

Discrete gradients in short-range molecular dynamics simulations

Autori: Grimm, Volker Kliesch, Tobias Quispel, G. R. W.

Zdroj: Numerical Algorithms, 96 (3), 1189–1220

Predmety: Parallel computing, ddc:510, Numerical and computational mathematics, Mathematical sciences, Discrete gradient, Numerical Analysis (math.NA), Molecular dynamics, Applied mathematics, 01 natural sciences, Geometric numerical integration, Linked cell method, 0103 physical sciences, FOS: Mathematics, Mathematics - Numerical Analysis, 0101 mathematics, Mathematics

Popis súboru: application/pdf

Prístupová URL adresa: http://arxiv.org/abs/2212.14344
https://publikationen.bibliothek.kit.edu/1000167557
https://doi.org/10.5445/IR/1000167557
https://publikationen.bibliothek.kit.edu/1000167557/152088221

The Lie derivative and Noether's theorem on the aromatic bicomplex for the study of volume-preserving numerical integrators

Autori: Laurent, Adrien Busnot Laurent, Adrien Institut de Recherche Mathématique de Rennes (IRMAR) a ďalší

Prispievatelia: Laurent, Adrien Busnot Laurent, Adrien Institut de Recherche Mathématique de Rennes (IRMAR) a ďalší

Zdroj: Journal of Computational Dynamics. 11:10-22

Predmety: 58E30, 58J10, 05C05, 41A58, 37M15, 58A12, 58A12, aromatic bicomplex, volume-preservation, Euler-Lagrange complex, geometric numerical integration, aromatic Lie derivative, Numerical Analysis (math.NA), [MATH.MATH-NA] Mathematics [math]/Numerical Analysis [math.NA], 58J10, Noether's theorem, solenoidal forms, 05C05, Secondary: 41A58, 37M15, FOS: Mathematics, Mathematics - Numerical Analysis, Primary: 58E30, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]

Popis súboru: application/pdf

Prístupová URL adresa: http://arxiv.org/abs/2307.07984
https://hal.science/hal-04347291v2
https://doi.org/10.3934/jcd.2023011
https://hal.science/hal-04347291v2/document

Exponential integrators for nonlinear Schrödinger equations with white noise dispersion

Autori: Cohen, David Dujardin, Guillaume

Zdroj: Stochastics and Partial Differential Equations: Analysis and Computations. 5(4):592-613

Predmety: Stochastic partial differential equations, Nonlinear Schrödinger equation, White noise dispersion, Numerical methods, Geometric numerical integration, Exponential integrators, Mean-square convergence

Popis súboru: electronic

Prístupová URL adresa: https://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137244
https://doi.org/10.1007/s40072-017-0098-1

Involutive flows and discretization errors for nonlinear driftless control systems

Autori: Altafini, Claudio

Zdroj: Systems & control letters (Print). 110:29-37

Predmety: Discrete-time nonlinear control systems, Nonintegrability condition, Discretization, Lie brackets, Geometric phase, Geometric numerical integration, Local error computation

Popis súboru: electronic

Prístupová URL adresa: https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-144147
https://liu.diva-portal.org/smash/get/diva2:1172314/FULLTEXT01.pdf

High-order symplectic Lie group methods on $ SO(n) $ using the polar decomposition

Autori: Shen, Xuefeng Tran, Khoa Leok, Melvin

Zdroj: Journal of Computational Dynamics. 9(4)

Predmety: Mathematical Physics, Mathematical Sciences, Geometric numerical integration, symplectic integration, variational integrator, Lie group integrator, rotation group, polar decomposition, Applied Mathematics, Numerical and Computational Mathematics, Applied mathematics, Numerical and computational mathematics

Popis súboru: application/pdf

Prístupová URL adresa: https://escholarship.org/uc/item/7zv987kh
https://escholarship.org/content/qt7zv987kh/qt7zv987kh.pdf

Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise

Autori: Anton, R. Cohen, D. Larsson, Stig a ďalší

Zdroj: Siam Journal on Numerical Analysis. 54(2):1093-1119

Predmety: Mathematical sciences, Matematik, semilinear stochastic wave equation, multiplicative noise, strong convergence, trace formula, stochastic trigonometric methods, geometric numerical integration, partial-differential-equations, finite-element methods, additive noise, approximation

Popis súboru: electronic

Prístupová URL adresa: https://gup.ub.gu.se/publication/237018
https://gup.ub.gu.se/publication/237018

Butcher series for Hamiltonian Poisson integrators through symplectic groupoids

Autori: Busnot Laurent, Adrien Cosserat, Oscar Multi-scale numerical geometric schemes (MINGUS) a ďalší

Prispievatelia: Busnot Laurent, Adrien Cosserat, Oscar Multi-scale numerical geometric schemes (MINGUS) a ďalší

Zdroj: https://hal.science/hal-05368917 ; 2025.

Predmety: Butcher series, Poisson geometry, mathematical physics, geometric numerical integration, symplectic groupoids, Hamilton-Jacobi equation, pre-Lie algebra, Hopf algebra, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]

Dostupnosť: https://hal.science/hal-05368917
https://hal.science/hal-05368917v1/document
https://hal.science/hal-05368917v1/file/Paper.pdf

High order integration of stochastic dynamics on Riemannian manifolds with frozen flow methods

Autori: Bronasco, Eugen Busnot Laurent, Adrien Huguet, Baptiste, Nicolas a ďalší

Prispievatelia: Bronasco, Eugen Busnot Laurent, Adrien Huguet, Baptiste, Nicolas a ďalší

Zdroj: https://hal.science/hal-05368742 ; 2025.

Predmety: Butcher series, order conditions, Hopf algebra, post-Lie algebra, exotic series, frozen flow, Lie-group methods, ergodicity, Riemannian Langevin, Riemannian manifolds, stochastic differential equations, geometric numerical integration, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]

Dostupnosť: https://hal.science/hal-05368742
https://hal.science/hal-05368742v1/document
https://hal.science/hal-05368742v1/file/paper_frozen_flow.pdf

Stochastic conformal integrators for linearly damped stochastic poisson systems

Autori: Bréhier, Charles-Édouard Cohen, David Komori, Yoshio a ďalší

Prispievatelia: Bréhier, Charles-Édouard Cohen, David Komori, Yoshio a ďalší

Zdroj: https://hal.science/hal-04975253 ; 2025.

Predmety: Stochastic differential equations, Linearly damped stochastic Poisson systems, Casimir and Hamiltonian functions, Geometric numerical integration, Stochastic conformal integrator, Strong and weak convergence, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2503.01540; ARXIV: 2503.01540

Dostupnosť: https://hal.science/hal-04975253
https://hal.science/hal-04975253v1/document
https://hal.science/hal-04975253v1/file/bck.pdf

The Universal Equivariance Properties of Exotic Aromatic B-Series

Autori: Laurent, Adrien Munthe-Kaas, Hans Busnot Laurent, Adrien a ďalší

Prispievatelia: Laurent, Adrien Munthe-Kaas, Hans Busnot Laurent, Adrien a ďalší

Zdroj: Foundations of Computational Mathematics.

Predmety: Probability (math.PR), geometric numerical integration, Numerical Analysis (math.NA), [MATH.MATH-NA] Mathematics [math]/Numerical Analysis [math.NA], 01 natural sciences, stochastic differential equations, 15A72, 37C81, 41A58, 60H35, 65C30, 15A72, FOS: Mathematics, 65C30, equivariance, 37C81, 60H35, Butcher series, Mathematics - Numerical Analysis, 0101 mathematics, 41A58, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA], exotic aromatic B-series, Mathematics - Probability

Popis súboru: application/pdf

Prístupová URL adresa: http://arxiv.org/abs/2305.10993
https://hdl.handle.net/10037/35441

Discrete Dirac reduction of implicit Lagrangian systems with abelian symmetry groups

Autori: Abella, Álvaro Rodríguez Leok, Melvin Consejo Superior de Investigaciones Científicas [https://ror.org/02gfc7t72]

Prispievatelia: Abella, Álvaro Rodríguez Leok, Melvin Consejo Superior de Investigaciones Científicas [https://ror.org/02gfc7t72]

Zdroj: Digital.CSIC. Repositorio Institucional del CSIC
Consejo Superior de Investigaciones Científicas (CSIC)

Predmety: 37J39, 65P10, 70G65, 70H33, FOS: Physical sciences, Mathematical Physics (math-ph), Numerical Analysis (math.NA), Dynamical Systems (math.DS), 01 natural sciences, Geometric numerical integration, Discrete mechanical systems, Lagrange-Poincaré-Dirac equations, 0103 physical sciences, FOS: Mathematics, Mathematics - Numerical Analysis, Mathematics - Dynamical Systems, 0101 mathematics, Reduction by symmetries, Mathematical Physics

Prístupová URL adresa: http://arxiv.org/abs/2202.00803
https://api.elsevier.com/content/abstract/scopus_id/85150037121
http://hdl.handle.net/10261/349433

How do Monte Carlo estimates affect stochastic geometric numerical integration?

Autori: D'Ambrosio R. Di Giovacchino S.

Zdroj: International Journal of Computer Mathematics. 100:192-208

Predmety: additive noise, geometric numerical integration, Monte Carlo methods, Stochastic differential equations, stochastic Hamiltonian problems, 0101 mathematics, 01 natural sciences

Prístupová URL adresa: https://hdl.handle.net/11697/204785
https://doi.org/10.1080/00207160.2022.2107393

A Trigonometric Method for the Linear Stochastic Wave Equation

Autori: Cohen, David Larsson, Stig Sigg, Magdalena

Zdroj: SIAM Journal on Numerical Analysis. 51(1):204-222

Predmety: Computational Mathematics, Beräkningsmatematik, Stochastic wave equation, Additive noise, Strong convergence, Trace formula, Stochastic trigonometric schemes, Geometric numerical integration

Popis súboru: electronic

Prístupová URL adresa: https://gup.ub.gu.se/publication/173637
https://gup.ub.gu.se/publication/173637

Discrete quantum harmonic oscillator and Kravchuk transform

Autori: Chauleur, Quentin Faou, Erwan Centre Inria de l'Université de Lille a ďalší

Prispievatelia: Chauleur, Quentin Faou, Erwan Centre Inria de l'Université de Lille a ďalší

Zdroj: ISSN: 2822-7840 ; EISSN: 2804-7214.

Predmety: Harmonic oscillator, Kravchuk polynomials, geometric numerical integration, [MATH]Mathematics [math]

Dostupnosť: https://hal.science/hal-04819883
https://hal.science/hal-04819883v1/document
https://hal.science/hal-04819883v1/file/m2an230107.pdf
https://doi.org/10.1051/m2an/2024001

Discrete gradients in short-range molecular dynamics simulations

Autori: V Grimm T Kliesch Gilles Quispel

Predmety: Mathematical sciences, Applied mathematics, Numerical and computational mathematics, Discrete gradient, Geometric numerical integration, Molecular dynamics, Linked cell method, Parallel computing

Dostupnosť: https://doi.org/10.26181/26368270.v1
https://figshare.com/articles/journal_contribution/Discrete_gradients_in_short-range_molecular_dynamics_simulations/26368270