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We introduce conservative integrators for long term integration of piecewise smooth systems with transversal dynamics and piecewise smooth conserved quantities. In essence, for a piecewise dynamical system with piecewise defined conserved quantities such that its trajectories cross transversally to its interface, we combine Mannshardts transition scheme and the Discrete Multiplier Method to obtain conservative integrators capable of preserving conserved quantities up to machine precision and accuracy order. We prove that the order of accuracy of the integrators is preserved after crossing the discontinuity in the case of codimension one number of conserved quantities. Numerical examples illustrate the preservation of accuracy order.
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and analyze a ti
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
An explicit numerical strategy that practically preserves invariants is derived for conservative systems by combining an explicit high-order Runge-Kutta (RK) scheme with a simple modification of the standard projection approach, which is named the ex
This article presents and analyses an exponential integrator for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefringent optical fibers. We first prove that the strong order of the numerical approx
We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to $O(N)$, for a