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A procedure to numerically integrate non-autonomous linear delay differential equations is presented. It is based on the use of an spectral discretization of the delayed part to transform the original problem into a matrix linear ordinary…

Numerical Analysis · Mathematics 2022-07-20 Ana Arnal , Fernando Casas , Cristina Chiralt

Motivated by recent developments in Hamiltonian variational principles, Hamiltonian variational integrators, and their applications such as to optimization and control, we present a new Type II variational approach for Hamiltonian systems,…

Symplectic Geometry · Mathematics 2025-04-10 Brian K. Tran , Melvin Leok

Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…

Optimization and Control · Mathematics 2021-04-29 Guilherme França , Michael I. Jordan , René Vidal

A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

Numerical Analysis · Mathematics 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

Recently a new class of numerical integration methods -- ``mixed variable symplectic integrators'' -- has been introduced for studying long-term evolution in the conservative gravitational few-body problem. These integrators are an order of…

Astrophysics · Physics 2009-10-22 Renu Malhotra

This work outlines a time-domain numerical integration technique for linear hyperbolic partial differential equations sourced by distributions (Dirac $\delta$-functions and their derivatives). Such problems arise when studying binary black…

Numerical Analysis · Mathematics 2023-08-16 Michael F. O'Boyle , Charalampos Markakis

A simple variational Lagrangian is proposed for the time development of an arbitrary density matrix, employing the "factorization" of the density. Only the "kinetic energy" appears in the Lagrangian. The formalism applies to pure and mixed…

Fluid Dynamics · Physics 2009-11-10 R. Englman , A. Yahalom

In this paper we study a discrete variational optimal control problem for the rigid body. The cost to be minimized is the external torque applied to move the rigid body from an initial condition to a pre-specified terminal condition.…

Optimization and Control · Mathematics 2016-11-17 Islam I. Hussein , Melvin Leok , Amit K. Sanyal , Anthony M. Bloch

In this work, we develop a space--time Chebyshev spectral collocation method for three-dimensional Maxwell's equations and combine it with tensor-network techniques in Tensor-Train (TT) format. Under constant material parameters, the…

Numerical Analysis · Mathematics 2025-12-18 Dibyendu Adak , Rujeko Chinomona , Duc P. Truong , Oleg Korobkin , Kim Ø. Rasmussen , Boian S. Alexandrov

Discrete control systems, as considered here, refer to the control theory of discrete-time Lagrangian or Hamiltonian systems. These discrete-time models are based on a discrete variational principle, and are part of the broader field of…

Optimization and Control · Mathematics 2007-05-29 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

This paper introduces a numerical scheme for time harmonic Maxwell's equations by using weak Galerkin (WG) finite element methods. The WG finite element method is based on two operators: discrete weak curl and discrete weak gradient, with…

Numerical Analysis · Mathematics 2013-12-10 Lin Mu , Junping Wang , Xiu Ye , Shangyou Zhang

We focus on non-stationary Maxwell equations defined on a regular patch of elements as considered in the isogeometric analysis (IGA). We apply the time-integration scheme following the ideas developed by the finite difference community [M.…

Numerical Analysis · Mathematics 2021-07-20 Maciej Paszynski , Marcin Los , Judit Munoz-Matute

This paper proposes a charge-conserving, variational, spatio-temporal discretization for the drift-kinetic Vlasov-Maxwell system, utilizing finite-elements for the electromagnetic fields and the particle-in-cell approach for the Vlasov…

Plasma Physics · Physics 2019-10-09 Eero Hirvijoki

In this work, we present a new approach to the construction of variational integrators. In the general case, the estimation of the action integral in a time interval $[q_k,q_{k+1}]$ is used to construct a symplectic map $(q_k,q_{k+1})\to…

Mathematical Physics · Physics 2009-05-12 D S Vlachos , O T Kosmas

In this work, we construct novel discretizations for the unsteady convection-diffusion equation. Our discretization relies on multiderivative time integrators together with a novel discretization that reduces the total number of unknowns…

Numerical Analysis · Mathematics 2017-02-10 Jochen Schütz , David C. Seal , Alexander Jaust

This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in the modeling of certain physical systems. The differential inclusion is described by a time-dependent set-valued mapping…

Optimization and Control · Mathematics 2021-07-05 Kanat Camlibel , Luigi Iannelli , Aneel Tanwani

Trigonometric time integrators are introduced as a class of explicit numerical methods for quasilinear wave equations. Second-order convergence for the semi-discretization in time with these integrators is shown for a sufficiently regular…

Numerical Analysis · Mathematics 2017-08-28 Ludwig Gauckler , Jianfeng Lu , Jeremy L. Marzuola , Frédéric Rousset , Katharina Schratz

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

Geometric aspects play an important role in the construction and analysis of structure-preserving numerical methods for a wide variety of ordinary and partial differential equations. Here we review the development and theory of symplectic…

Numerical Analysis · Mathematics 2017-10-12 Ludwig Gauckler , Ernst Hairer , Christian Lubich

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