We study the construction of symplectic Runge-Kutta methods for stochastic Hamiltonian systems (SHS). Three types of systems, SHS with multiplicative noise, special separable Hamiltonians and multiple additive noise, respectively, are considered in this paper. Stochastic Runge-Kutta (SRK) methods for these systems are investigated, and the corresponding conditions for SRK methods to preserve th...

Separable Hamiltonian systems of differential equations have the form dp/dt = -dH/dq, dq/dt = dH/dp, with a Hamiltonian function H that satisfies H = T(p) + K(q) (T and V are respectively the kinetic and potential energies). We study the integration of these systems by means of partitioned Runge-Kutta methods, i.e., by means of methods where different Runge-Kutta tableaux are used for the p and...

Introduction PACT Abstract A parallel implementation for multi-implicit Runge-Kutta methods with real eigen-values is described. The parallel method is analysed and the algorithm is devised. For the problem with d domains, the amount within the s-stage Runge-Kutta method, associated with the solution of system, is proportional to (sd) 3. The proposed parallelisation transforms the above system ...

The eddy-current losses are simulated using a 3D magnet model (Fig. 1). The magnetoquasistatic subset of the Maxwell equations is formulated in terms of line-integrated magnetic vector potential using the Finite Integration Technique for geometrical discretisation. The model is linearised by a successive-approximation technique with relaxation based on backtracking. A single-diagonal implicit R...

Abstract. We investigate the strong convergence rate of both Runge–Kutta methods and simplified step-N Euler schemes for stochastic differential equations driven by multi-dimensional fractional Brownian motions with H ∈ ( 2 , 1). These two classes of numerical schemes are implementable in the sense that the required information from the driving noises are only their increments. We prove the sol...

The optimization of some W-methods [7] for the time integration of time-dependent PDEs in several spatial variables is considered. In [2, Theorem 1] several three-parametric families of three-stage W-methods for the integration of IVPs in ODEs were studied. Besides, the optimization of several specific methods for PDEs when the Approximate Matrix Factorization Splitting (AMF) [3, 4] is used to ...

Sloshing flows in a two-dimensional rigid rectangular tank under specified excitations in the coupled horizontal and vertical modes are simulated by using a higher-order boundary element method BEM . The liquid sloshing is formulated as an initial-boundary-value problem based on the fully nonlinear potential flow theory. And a semi-mixed Eulerian-Lagrangian technique combined with the 4th-order...

The orbital free density functional theory and the single density equation approach are formally equivalent. An orbital free density based quantum dynamical strategy is used to study the quantum-classical correspondence in both weakly and strongly coupled van der Pol and Duffing oscillators in the presence of an external electric field in one dimension. The resulting quantum hydrodynamic equati...

in this paper, numerical spline-based differential quadrature is presented for solving the boundary and initial value problems, and its application is used to solve the fixed rectangular membrane vibration equation. for the time integration of the problem, the runge–kutta and spline-based differential quadrature methods have been applied. the runge–kutta method was unstable for solving the prob...

In this paper a new isolating system is introduced for short to mid-rise buildings. In comparison to conventional systems such as LRB and HRB, the proposed system has the advantage of no need to cutting edge technology and has low manufacturing cost. This system is made up of two orthogonal pairs of pillow-shaped rollers that are located between flat bed and plates. By using this system in two ...