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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

Numerical schemes that preserve the structure of the kinetic equations can provide stable simulation results over a long time. An electromagnetic particle-in-cell solver for the Vlasov-Maxwell equations that preserves at the discrete level…

Numerical Analysis · Mathematics 2020-02-24 Benedikt Perse , Katharina Kormann , Eric Sonnendrücker

Taking advantage of the flexibility of the variational method with coordinate transformations, we derive a self-consistent set of equations of motion from a discretized Lagrangian to study kinetic plasmas using a Fourier decomposed…

Computational Physics · Physics 2014-11-04 A. B. Stamm , B. A. Shadwick

In this paper, we introduce two types of variational integrators, one originating from the discrete Hamilton's principle while the other from Galerkin variational approach. It turns out that these variational integrators are equivalent to…

Numerical Analysis · Mathematics 2025-07-23 Wensheng Tang

Multisymplectic variational integrators are structure preserving numerical schemes especially designed for PDEs derived from covariant spacetime Hamilton principles. The goal of this paper is to study the properties of the temporal and…

Numerical Analysis · Mathematics 2013-10-18 François Demoures , François Gay-Balmaz , Tudor S. Ratiu

This paper discusses the practical development of space-time boundary element methods for the wave equation in three spatial dimensions. The employed trial spaces stem from simplex meshes of the lateral boundary of the space-time cylinder.…

Numerical Analysis · Mathematics 2021-08-25 Dominik Pölz , Martin Schanz

This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…

Probability · Mathematics 2009-06-02 Nawaf Bou-Rabee , Houman Owhadi

In the present paper we consider numerical methods to solve the discrete Schr\"odinger equation with a time dependent Hamiltonian (motivated by problems encountered in the study of spin systems). We will consider both short-range…

Computational Physics · Physics 2018-08-14 N. Auer , L. Einkemmer , P. Kandolf , A. Ostermann

We introduce generalized Galerkin variational integrators, which are a natural generalization of discrete variational mechanics, whereby the discrete action, as opposed to the discrete Lagrangian, is the fundamental object. This is achieved…

Numerical Analysis · Mathematics 2007-05-23 Melvin Leok

This article considers the error analysis of finite element discretizations and adaptive mesh refinement procedures for nonlocal dynamic contact and friction, both in the domain and on the boundary. For a large class of parabolic…

Numerical Analysis · Mathematics 2019-05-14 Heiko Gimperlein , Jakub Stocek

This paper investigates a time-stepping procedure of the Newmark type for dynamic analyses of viscoelastic structures characterized by a generalized Maxwell model. We depart from a scheme developed for a three-parameter model by Hatada et…

Computational Engineering, Finance, and Science · Computer Science 2019-11-11 Jaroslav Schmidt , Tomáš Janda , Alena Zemanová , Jan Zeman , Michal Šejnoha

In this work we derive and analyze variational integrators of higher order for the structure-preserving simulation of mechanical systems. The construction is based on a space of polynomials together with Gauss and Lobatto quadrature rules…

Numerical Analysis · Mathematics 2014-04-08 Sina Ober-Blöbaum , Nils Saake

Numerical models of weather and climate critically depend on long-term stability of integrators for systems of hyperbolic conservation laws. While such stability is often obtained from (physical or numerical) dissipation terms, physical…

Numerical Analysis · Mathematics 2021-12-01 Rüdiger Brecht , Werner Bauer , Alexander Bihlo , François Gay-Balmaz , Scott MacLachlan

We propose a numerical scheme for the time-integration of nonholonomic mechanical systems, both conservative and nonconservative. The scheme is obtained by simultaneously discretizing the constraint equations and the Herglotz variational…

Numerical Analysis · Mathematics 2022-10-17 Elias Maciel , Inocencio Ortiz , Christian E. Schaerer

We discuss an elementary derivation of variational symmetries and corresponding integrals of motion for the Lagrangian systems depending on acceleration. Providing several examples, we make the manuscript accessible to a wide range of…

Mathematical Physics · Physics 2023-07-18 Ege Coban , Ilmar Gahramanov , Dilara Kosva

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

In this article we apply a discrete action principle for the Vlasov--Maxwell equations in a structure-preserving particle-field discretization framework. In this framework the finite-dimensional electromagnetic potentials and fields are…

Numerical Analysis · Mathematics 2021-01-27 Martin Campos Pinto , Katharina Kormann , Eric Sonnendrücker

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the…

Numerical Analysis · Mathematics 2019-07-31 Tomasz M. Tyranowski , Mathieu Desbrun

We present a variational integrator based on the Lobatto quadrature for the time integration of dynamical systems issued from the least action principle. This numerical method uses a cubic interpolation of the states and the action is…

Numerical Analysis · Mathematics 2025-10-30 François Dubois , Juan Antonio Rojas-Quintero

We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…

Mathematical Physics · Physics 2016-08-16 H. N Núñez-Yépez , Joaquín Delgado , A. L. Salas-Brito
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