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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

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

This article reviews some integrators particularly suitable for the numerical resolution of differential equations on a large time interval. Symplectic integrators are presented. Their stability on exponentially large time is shown through…

Numerical Analysis · Mathematics 2018-11-26 Dina Razafindralandy , Vladimir Salnikov , Aziz Hamdouni , Ahmad Deeb

In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…

Numerical Analysis · Mathematics 2014-01-31 Tomasz M. Tyranowski , Mathieu Desbrun

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

The evolution of any factorized time-reversible symplectic integrators, when applied to the harmonic oscillator, can be exactly solved in a closed form. The resulting modified Hamiltonians demonstrate the convergence of the Lie series…

Mathematical Physics · Physics 2009-11-10 Siu A. Chin , Sante R. Scuro

This paper addresses the problem of efficiently computing higher-order variational integrators in simulation and trajectory optimization of mechanical systems as those often found in robotic applications. We develop $O(n)$ algorithms to…

Robotics · Computer Science 2019-04-30 Taosha Fan , Jarvis Schultz , Todd Murphey

A non Monte Carlo path-integral algorithm that is particularly adept at handling nonlinear Lagrangians is extended to multivariate systems. This algorithm is particularly accurate for systems with moderate noise.

Computational Physics · Physics 2009-11-06 Lester Ingber

Discretizing variational principles, as opposed to discretizing differential equations, leads to discrete-time analogues of mechanics, and, systematically, to geometric numerical integrators. The phase space of such variational…

Mathematical Physics · Physics 2015-05-13 Charles Cuell , George W. Patrick

We propose an efficient approach for time integration of Klein-Gordon equations with highly oscillatory in time input terms. The new methods are highly accurate in the entire range, from slowly varying up to highly oscillatory regimes. Our…

Numerical Analysis · Mathematics 2023-05-23 Karolina Kropielnicka , Karolina Lademann , Katharina Schratz

In this paper, we derive a variational integrator for certain highly oscillatory problems in mechanics. To do this, we take a new approach to the splitting of fast and slow potential forces: rather than splitting these forces at the level…

Numerical Analysis · Mathematics 2009-08-03 Ari Stern , Eitan Grinspun

Recent advances in analog and digital quantum-simulation platforms have enabled exploration of the spectrum of entanglement Hamiltonians via variational algorithms. In this work we analyze the convergence properties of the variationally…

Quantum Physics · Physics 2025-05-16 Yanick S. Kind , Benedikt Fauseweh

A variational integrator for ideal magnetohydrodynamics is derived by applying a discrete action principle to a formal Lagrangian. Discrete exterior calculus is used for the discretisation of the field variables in order to preserve their…

Numerical Analysis · Mathematics 2018-03-13 Michael Kraus , Omar Maj

Applications of variational methods are typically restricted to conservative systems. Some extensions to dissipative systems have been reported too but require ad hoc techniques such as the artificial doubling of the dynamical variables.…

Plasma Physics · Physics 2017-04-05 I. Y. Dodin , A. I. Zhmoginov , D. E. Ruiz

We introduce the differential, integral, and variational delta-embeddings. We prove that the integral delta-embedding of the Euler-Lagrange equations and the variational delta-embedding coincide on an arbitrary time scale. In particular, a…

Optimization and Control · Mathematics 2012-09-11 Jacky Cresson , Agnieszka B. Malinowska , Delfim F. M. Torres

Following the discrete embedding formalism, we give a new derivation of the mid-point variational integrators as developed by J.M. Wendlandt and J.E. Marsden by defining an adapted order two discrete differential and integral calculus. This…

Dynamical Systems · Mathematics 2022-11-30 Jacky Cresson , Rouba Safi

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

We investigate the effective behaviour of a small transversal perturbation of order $\epsilon$ to a completely integrable stochastic Hamiltonian system, by which we mean a stochastic differential equation whose diffusion vector fields are…

Probability · Mathematics 2021-10-11 Xue-Mei Li

Efficient fourth order symplectic integrators are proposed for numerical integration of separable Hamiltonian systems H(p,q)=T(p)+V(q). Symmetric splitting coefficients with five to nine stages are obtained by higher order decomposition of…

Quantum Physics · Physics 2015-02-10 Kristian Mads Egeris Nielsen

We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: preservation of dynamics of certain Casimir and Hamiltonian…

Numerical Analysis · Mathematics 2025-03-04 Charles-Edouard Bréhier , David Cohen , Yoshio Komori
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