SPEAKER: Erwin Leusink (MOR)
Location: TEAMS or RA- 4237
TITLE: Structure-preserving time integration for deterministic and stochastic problems in physics
ABSTRACT:
Many problems in physics can be described with a Lagrangian or Hamiltonian formulation. It often occurs that the Lagrangian or Hamiltonian is invariant under certain manipulations. In this case, the structure of the underlying problem goes beyond the symplectic structure of the Hamiltonian formulation and additional care needs to be taken to design suitable time integration methods. In this talk, I will show how such systems arise, what their structure is and how to integrate the corresponding differential equations. I will also provide several examples in different areas of physics.