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Combining stochastic and deterministic approaches within high efficiency molecular simulations

Bruno Escribano, Elena Akhmatskaya, Jon Mujika (2013)

Open Mathematics

Generalized Shadow Hybrid Monte Carlo (GSHMC) is a method for molecular simulations that rigorously alternates Monte Carlo sampling from a canonical ensemble with integration of trajectories using Molecular Dynamics (MD). While conventional hybrid Monte Carlo methods completely re-sample particle’s velocities between MD trajectories, our method suggests a partial velocity update procedure which keeps a part of the dynamic information throughout the simulation. We use shadow (modified) Hamiltonians,...

Discrete anisotropic curvature flow of graphs

Klaus Deckelnick, Gerhard Dziuk (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The evolution of n–dimensional graphs under a weighted curvature flow is approximated by linear finite elements. We obtain optimal error bounds for the normals and the normal velocities of the surfaces in natural norms. Furthermore we prove a global existence result for the continuous problem and present some examples of computed surfaces.

Energy-preserving Runge-Kutta methods

Elena Celledoni, Robert I. McLachlan, David I. McLaren, Brynjulf Owren, G. Reinout W. Quispel, William M. Wright (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

We show that while Runge-Kutta methods cannot preserve polynomial invariants in general, they can preserve polynomials that are the energy invariant of canonical Hamiltonian systems.

Geometric integrators for piecewise smooth Hamiltonian systems

Philippe Chartier, Erwan Faou (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper, we consider C1,1 Hamiltonian systems. We prove the existence of a first derivative of the flow with respect to initial values and show that it satisfies the symplecticity condition almost everywhere in the phase-space. In a second step, we present a geometric integrator for such systems (called the SDH method) based on B-splines interpolation and a splitting method introduced by McLachlan and Quispel [Appl. Numer. Math. 45 (2003) 411–418], and we prove it is convergent, and that...

Lagrangian approach to deriving energy-preserving numerical schemes for the Euler–Lagrange partial differential equations

Takaharu Yaguchi (2013)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We propose a Lagrangian approach to deriving energy-preserving finite difference schemes for the Euler–Lagrange partial differential equations. Noether’s theorem states that the symmetry of time translation of Lagrangians yields the energy conservation law. We introduce a unique viewpoint on this theorem: “the symmetry of time translation of Lagrangians derives the Euler–Lagrange equation and the energy conservation law, simultaneously.” The proposed method is a combination of a discrete counter...

On energy conservation of the simplified Takahashi-Imada method

Ernst Hairer, Robert I. McLachlan, Robert D. Skeel (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

In long-time numerical integration of Hamiltonian systems, and especially in molecular dynamics simulation, it is important that the energy is well conserved. For symplectic integrators applied with sufficiently small step size, this is guaranteed by the existence of a modified Hamiltonian that is exactly conserved up to exponentially small terms. This article is concerned with the simplified Takahashi-Imada method, which is a modification of the Störmer-Verlet method that is as easy to implement...

Propagation of Gevrey regularity over long times for the fully discrete Lie Trotter splitting scheme applied to the linear Schrödinger equation

François Castella, Guillaume Dujardin (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper, we study the linear Schrödinger equation over the d-dimensional torus, with small values of the perturbing potential. We consider numerical approximations of the associated solutions obtained by a symplectic splitting method (to discretize the time variable) in combination with the Fast Fourier Transform algorithm (to discretize the space variable). In this fully discrete setting, we prove that the regularity of the initial datum is preserved over long times, i.e. times that are...

Set arithmetic and the enclosing problem in dynamics

Marian Mrozek, Piotr Zgliczyński (2000)

Annales Polonici Mathematici

We study the enclosing problem for discrete and continuous dynamical systems in the context of computer assisted proofs. We review and compare the existing methods and emphasize the importance of developing a suitable set arithmetic for efficient algorithms solving the enclosing problem.

Symmetric parareal algorithms for hamiltonian systems

Xiaoying Dai, Claude Le Bris, Frédéric Legoll, Yvon Maday (2013)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

The parareal in time algorithm allows for efficient parallel numerical simulations of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where the propagations over each subinterval for the corrector stage are concurrently performed on the different processors that are available. In this article, we are concerned with the long time integration of Hamiltonian systems. Geometric, structure-preserving integrators are...

Symplectic local time-stepping in non-dissipative DGTD methods applied to wave propagation problems

Serge Piperno (2006)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

The Discontinuous Galerkin Time Domain (DGTD) methods are now popular for the solution of wave propagation problems. Able to deal with unstructured, possibly locally-refined meshes, they handle easily complex geometries and remain fully explicit with easy parallelization and extension to high orders of accuracy. Non-dissipative versions exist, where some discrete electromagnetic energy is exactly conserved. However, the stability limit of the methods, related to the smallest elements in the mesh,...

Symplectic local time-stepping in non-dissipative DGTD methods applied to wave propagation problems

Serge Piperno (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

The Discontinuous Galerkin Time Domain (DGTD) methods are now popular for the solution of wave propagation problems. Able to deal with unstructured, possibly locally-refined meshes, they handle easily complex geometries and remain fully explicit with easy parallelization and extension to high orders of accuracy. Non-dissipative versions exist, where some discrete electromagnetic energy is exactly conserved. However, the stability limit of the methods, related to the smallest elements in the mesh,...

Viscosity solutions methods for converse KAM theory

Diogo A. Gomes, Adam Oberman (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

The main objective of this paper is to prove new necessary conditions to the existence of KAM tori. To do so, we develop a set of explicit a-priori estimates for smooth solutions of Hamilton-Jacobi equations, using a combination of methods from viscosity solutions, KAM and Aubry-Mather theories. These estimates are valid in any space dimension, and can be checked numerically to detect gaps between KAM tori and Aubry-Mather sets. We apply these results to detect non-integrable regions in several...

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