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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…

Numerical Analysis · Mathematics 2023-12-06 Chuchu Chen , David Cohen , Raffaele D'Ambrosio , Annika Lang

In this paper, we develop a structure-preserving discretization of the Lagrangian framework for electromagnetism, combining techniques from variational integrators and discrete differential forms. This leads to a general family of…

Numerical Analysis · Mathematics 2015-11-05 Ari Stern , Yiying Tong , Mathieu Desbrun , Jerrold E. Marsden

Retraction maps are known to be the seed for all numerical integrators. These retraction maps-based integrators can be further lifted to tangent and cotangent bundles, giving rise to structure-preserving integrators for mechanical systems.…

Numerical Analysis · Mathematics 2025-05-20 Viyom Vivek , David Martin de Diego , Ravi N Banavar

Given a fluid equation with reduced Lagrangian $l$ which is a functional of velocity $\MM{u}$ and advected density $D$ given in Eulerian coordinates, we give a general method for semidiscretising the equations to give a canonical…

Numerical Analysis · Mathematics 2007-05-23 Colin Cotter

We extend the modeling framework of port-Hamiltonian descriptor systems to include under- and over-determined systems and arbitrary differentiable Hamiltonian functions. This structure is associated with a Dirac structure that encloses its…

Optimization and Control · Mathematics 2019-03-26 Volker Mehrmann , Riccardo Morandin

Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…

Computational Physics · Physics 2015-06-12 S. Delong , B. E. Griffith , E. Vanden-Eijnden , A. Donev

We construct stochastic multisymplectic systems by considering a stochastic extension to the variational formulation of multisymplectic partial differential equations proposed in [Hydon, {\it Proc. R. Soc. A}, 461, 1627--1637, 2005]. The…

Dynamical Systems · Mathematics 2025-11-19 Ruiao Hu , Linyu Peng

A fixed time-step variational integrator cannot preserve momentum, energy, and symplectic form simultaneously for nonintegrable systems. This barrier can be overcome by treating time as a discrete dynamic variable and deriving adaptive…

Numerical Analysis · Mathematics 2022-08-17 Harsh Sharma , Jeff Borggaard , Mayuresh Patil , Craig Woolsey

Hamilton's principle plays a central role in fluid mechanics as a fundamental tool for deriving governing equations, analyzing conservation laws, and designing structure-preserving numerical schemes. However, its classical formulation is…

Mathematical Physics · Physics 2026-04-23 François Gay-Balmaz , Cheng Yang

We present a finite element variational integrator for compressible flows. The numerical scheme is derived by discretizing, in a structure preserving way, the Lie group formulation of fluid dynamics on diffeomorphism groups and the…

Numerical Analysis · Mathematics 2019-10-15 Evan S. Gawlik , François Gay-Balmaz

It is well known that symplectic integrators lose their near energy preservation properties when variable step sizes are used. The most common approach to combine adaptive step sizes and symplectic integrators involves the Poincar\'e…

Numerical Analysis · Mathematics 2021-06-25 Valentin Duruisseaux , Jeremy Schmitt , Melvin Leok

In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes…

Numerical Analysis · Mathematics 2021-11-08 X. Gu , C. Jiang , Y. Wang , W. Cai

We study stochastic Poisson integrators for a class of stochastic Poisson systems driven by Stratonovich noise. Such geometric integrators preserve Casimir functions and the Poisson map property. For this purpose, we propose explicit…

Numerical Analysis · Mathematics 2021-11-16 Charles-Edouard Bréhier , David Cohen , Tobias Jahnke

In this work we construct a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian systems. A general structure-preserving stochastic contact…

Numerical Analysis · Mathematics 2023-04-26 Qingyi Zhan , Jinqiao Duan , Xiaofan Li , Yuhong Li

Variational integrators are well-suited for simulation of mechanical systems because they preserve mechanical quantities about a system such as momentum, or its change if external forcing is involved, and holonomic constraints. While they…

Optimization and Control · Mathematics 2017-09-04 Elliot Johnson , Jarvis Schultz , Todd Murphey

The geometric nature of Euler fluids has been clearly identified and extensively studied over the years, culminating with Lagrangian and Hamiltonian descriptions of fluid dynamics where the configuration space is defined as the…

Dynamical Systems · Mathematics 2015-03-13 Dmitry Pavlov , Patrick Mullen , Yiying Tong , Eva Kanso , Jerrold E. Marsden , Mathieu Desbrun

A discrete version of Lagrangian reduction is developed in the context of discrete time Lagrangian systems on $G\times G$, where $G$ is a Lie group. We consider the case when the Lagrange function is invariant with respect to the action of…

Symplectic Geometry · Mathematics 2007-05-23 Alexander I. Bobenko , Yuri B. Suris

We introduce a novel technique for constructing higher-order variational integrators for Hamiltonian systems of ODEs. In particular, we are concerned with generating globally smooth approximations to solutions of a Hamiltonian system. Our…

Numerical Analysis · Mathematics 2015-03-17 Melvin Leok , Tatiana Shingel

We employ a port-Hamiltonian approach to model nonlinear rigid multibody systems subject to both position and velocity constraints. Our formulation accommodates Cartesian and redundant coordinates, respectively, and captures kinematic as…

Dynamical Systems · Mathematics 2025-04-25 Thomas Berger , René Hochdahl , Timo Reis , Robert Seifried

Hamiltonian systems are differential equations which describe systems in classical mechanics, plasma physics, and sampling problems. They exhibit many structural properties, such as a lack of attractors and the presence of conservation…

Numerical Analysis · Mathematics 2022-01-14 Christian Offen , Sina Ober-Blöbaum