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Adrien Busnot Laurent

Publications and source records attributed to Adrien Busnot Laurent.

9 recordsLinked to original sources

Post-processed frozen-flow methods for the long time sampling of ergodic dynamics on Riemannian manifolds

In this work, we propose a novel intrinsic approach to the approximation of ergodic SDEs on Riemannian manifolds, which include Riemannian Langevin dynamics. In opposition to the standard extrinsic approaches such as penalization methods and projection methods, our methodology does not use embeddings or coordinates and only relies on natural geometric operations: geodesics, parallel transport,... We give a criterion for high order of accuracy for the invariant measure, develop new intrinsic numerical methods designed solely for sampling the invariant measure, and derive high order conditions using a new algebraic operation on exotic Lie-Butcher series. In the spirit of the Leimkuhler-Matthews method, our approach prioritizes long time sampling efficiency over finite time accuracy, and outperforms the previous extrinsic and intrinsic approaches in terms of cost for a given accuracy, which we illustrate with several numerical experiments.

math.NA

Control theory and splitting methods

Our goal is to highlight some deep connections between numerical splitting methods and control theory. We consider evolution equations of the form $\dot{x} = f_0(x) + f_1(x)$, where $f_0$ encodes non-reversible dynamics, motivating schemes that involve only forward flows of $f_0$. In this context, a splitting method can be interpreted as a trajectory of the control-affine system $\dot{x}(t)=f_0(x(t))+u(t)f_1(x(t))$, associated with a control $u$ that is a finite sum of Dirac masses. The goal is then to find a control such that the flow generated by $f_0 + u(t)f_1$ is as close as possible to the flow of $f_0+f_1$. Using this interpretation and classical tools from control theory, we revisit well-known results on numerical splitting methods and prove several new ones. First, we show that there exist numerical schemes of arbitrary order involving only forward flows of $f_0$, provided one allows complex coefficients for $f_1$. Equivalently, for complex-valued controls, we prove that the Lie algebra rank condition is equivalent to small-time local controllability. Second, for real-valued coefficients, we show that the well-known order restrictions are linked to so-called "bad" Lie brackets from control theory, which are known to obstruct small-time local controllability. We investigate the conditions under which high-order methods exist, thanks to a basis of the free Lie algebra that we recently constructed.

math.NA

The free tracial post-Lie-Rinehart algebra of planar aromatic trees for the design of divergence-free Lie-group methods

Aromatic Butcher series were successfully introduced for the study and design of numerical integrators that preserve volume while solving differential equations in Euclidean spaces. They are naturally associated to pre-Lie-Rinehart algebras and pre-Hopf algebroids structures, and aromatic trees were shown to form the free tracial pre-Lie-Rinehart algebra. In this paper, we present the generalisation of aromatic trees for the study of divergence-free integrators on manifolds. We introduce planar aromatic trees, prove that they span the free tracial post-Lie-Rinehart algebra, and apply them for deriving new Lie-group methods that preserve geometric divergence-free features up to a high order of accuracy.

math.RA

Aromatic and clumped multi-indices: algebraic structure and Hopf embeddings

Butcher forests extend naturally into aromatic and clumped forests and play a fundamental role in the numerical analysis of volume-preserving methods. The design of general volume-preserving methods is a challenging open problem, and recent attempts showed progress on specific dynamics. We introduce aromatic and clumped multi-indices, that are algebraic objects that simplify the study of volume-preservation to the one-dimensional setting, while retaining much of the structure (in stark opposition to standard multi-indices). We provide their algebraic structure of pre-Lie-Rinehart algebra, Hopf algebroid, and Hopf algebra, apply them in numerical analysis, and generalise to the aromatic context the Hopf embedding from multi-indices to the BCK Hopf algebra.

math.CO

Derivation of optimal stochastic Runge-Kutta methods with exotic and decorated Butcher series for the weak integration of stochastic dynamics

The design of numerical integrators for solving stochastic dynamics with high weak order relies on tedious calculations and is subject to a high number of order conditions. The original approaches from the literature consider strong approximations and adapt them for the weak approximation by replacing the iterated stochastic integrals by appropriate random variables. The methods obtained this way are sub-optimal in their number of function evaluations and the analysis of order conditions is unnecessarily complicated. We provide in this paper a novel approach, relying on well-chosen sets of random Runge-Kutta coefficients, that greatly reduce the number of order conditions. The approach is successfully applied to the creation of a collection of new stochastic Runge-Kutta methods of second weak order with an optimal number of function evaluations and a smaller number of random variables. The efficiency of the new methods is confirmed with numerical experiments and a modern algebraic approach using Hopf algebras is provided for the derivation and the study of the order conditions.

math.NA

Post-Hopf algebroids, post-Lie-Rinehart algebras and geometric numerical integration

In this paper, we introduce the notion of post-Hopf algebroids, generalizing the pre-Hopf algebroids introduced in [Bronasco, Laurent, 2025] in the study of exotic aromatic S-series. We construct action post-Hopf algebroids through actions of post-Hopf algebras. We show that the universal enveloping algebra of a post-Lie-Rinehart algebra (post-Lie algebroid) is naturally a post-Hopf algebroid. As a byproduct, we construct the free post-Lie-Rinehart algebra using a magma algebra with a linear map to the derivation Lie algebra of a commutative associative algebra. Applications in geometric numerical integration on manifolds are given.

math.RA

Preconditioning for the high-order sampling of the invariant distribution of parabolic semilinear SPDEs

For a class of ergodic parabolic semilinear stochastic partial differential equations (SPDEs) with gradient structure, we introduce a preconditioning technique and design high-order integrators for the approximation of the invariant distribution. The preconditioning yields improved temporal regularity of the dynamics while preserving the invariant distribution and allows the application of postprocessed integrators. For the semilinear heat equation driven by space-time white noise in dimension $1$, we obtain new temporal integrators with orders $1$ and $2$ for sampling the invariant distribution with a minor overcost compared to the standard semilinear implicit Euler method of order $1/2$. Numerical experiments confirm the theoretical findings and illustrate the efficiency of the approach.

math.NA

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

We present a new class of numerical methods for solving stochastic differential equations with additive noise on general Riemannian manifolds with high weak order of accuracy. In opposition to the popular approach with projection methods, the proposed methods are intrinsic: they only rely on geometric operations and avoid coordinates and embeddings. We provide a robust and general convergence analysis and an algebraic formalism of exotic planar Butcher series for the computation of order conditions at any high order. To illustrate the methodology, an explicit method of second weak order is introduced, and several numerical experiments confirm the theoretical findings and extend the approach for the sampling of the invariant measure of Riemannian Langevin dynamics.

math.NA

Butcher series for Hamiltonian Poisson integrators through symplectic groupoids

We exhibit a new pre-Lie algebra in the framework of symplectic groupoids and, in turn, introduce a pre-Lie formalism of Butcher trees for the approximation of Hamilton-Jacobi solutions on any symplectic groupoid $\mathcal{G} \rightrightarrows M.$ The impact of this new algebraic approach is twofold. On the geometric side, it yields algebraic operations to approximate Lagrangian bisections of $\mathcal{G}$ using the Butcher-Connes-Kreimer Hopf algebra and, in turn, aims at a better understanding of the group of Hamiltonian diffeomorphisms of $M.$ On the computational side, we define a new class of Poisson integrators for Hamiltonian dynamics on Poisson manifolds.

math.DG