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We propose a general scheme to construct multiple Lagrangians for completely integrable non-linear evolution equations that admit multi- Hamiltonian structure. The recursion operator plays a fundamental role in this construction. We use a…

High Energy Physics - Theory · Physics 2015-06-26 Y. Nutku , M. V. Pavlov

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

Optimization and Control · Mathematics 2012-04-30 C. M. Campos , O. Junge , S. Ober-Blöbaum

This article is concerned with a new filtered two-step variational integrator for solving the charged-particle dynamics in a mildly non-uniform moderate or strong magnetic field with a dimensionless parameter $\varepsilon$ inversely…

Numerical Analysis · Mathematics 2026-03-05 Ting Li , Bin Wang

Fractional dissipation is a powerful tool to study non-local physical phenomena such as damping models. The design of geometric, in particular, variational integrators for the numerical simulation of such systems relies on a variational…

Numerical Analysis · Mathematics 2024-03-28 Khaled Hariz , Fernando Jiménez , Sina Ober-Blöbaum

We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…

Numerical Analysis · Mathematics 2015-08-14 Hugo Jiménez-Pérez , Jean-Pierre Vilotte , Barbara Romanowicz

We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver five times as many accepted proposals as standard…

Numerical Analysis · Mathematics 2021-06-25 S. Blanes , M. P. Calvo , F. Casas , J. M. Sanz-Serna

Recently, Lobb and Nijhoff initiated the study of variational (Lagrangian) structure of discrete integrable systems from the perspective of multi-dimensional consistency. In the present work, we follow this line of research and develop a…

Mathematical Physics · Physics 2014-03-13 Yuri B. Suris

In this paper, we discuss several concepts of the modern theory of discrete integrable systems, including: - Time discretization based on the notion of B\"acklund transformation; - Symplectic realizations of multi-Hamiltonian structures; -…

Mathematical Physics · Physics 2019-11-11 Yuri B. Suris

We present the first method to directly use a learned continuous Lagrangian to forecast the dynamics of systems governed by partial differential equations, exploiting the inherent conservative structure to achieve stable long-range…

Machine Learning · Computer Science 2026-05-11 Lyra Zhornyak , Eric Forgoston , M. Ani Hsieh

The construction of modified equations is an important step in the backward error analysis of symplectic integrator for Hamiltonian systems. In the context of partial differential equations, the standard construction leads to modified…

Numerical Analysis · Mathematics 2024-03-27 Marcel Oliver , Sergiy Vasylkevych

We use a recently found method to characterise all the invertible fourth-order difference equations linear in the extremal values based on the existence of a discrete Lagrangian. We also give some result on the integrability properties of…

Mathematical Physics · Physics 2019-10-28 Giorgio Gubbiotti

For integrable systems in the sense of multidimensional consistency (MDC) we can consider the Lagrangian as a form, which is closed on solutions of the equations of motion. For 2-dimensional systems, described by partial difference…

Exactly Solvable and Integrable Systems · Physics 2018-05-04 Sarah B. Lobb , Frank W. Nijhoff

A modern notion of integrability is that of multidimensional consistency (MDC), which classically implies the coexistence of (commuting) dynamical flows in several independent variables for one and the same dependent variable. This property…

Mathematical Physics · Physics 2017-03-16 Steven D. King , Frank W. Nijhoff

Euler-Lagrange equations and variational integrators are developed for Lagrangian mechanical systems evolving on a product of two-spheres. The geometric structure of a product of two-spheres is carefully considered in order to obtain global…

Numerical Analysis · Mathematics 2007-07-03 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders…

Probability · Mathematics 2019-04-24 Charles Curry , Kurusch Ebrahimi-Fard , Simon J. A. Malham , Anke Wiese

It is well known that the Lagrangian and Hamiltonian descriptions of field theories are equivalent at the discrete time level when variational integrators are used. Besides the symplectic Hamiltonian structure, many physical systems exhibit…

Numerical Analysis · Mathematics 2024-01-18 Andrea Brugnoli , Volker Mehrmann

Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…

Quantum Physics · Physics 2024-09-26 Roya Moghaddasi Fereidani , Jiří J. L. Vaníček

We develop the technique of the variational approximation for solitons in two directions. First, one may have a physical model which does not admit the usual Lagrangian representation, as some terms can be discarded for various reasons. For…

Mathematical Physics · Physics 2009-11-07 D. J. Kaup , Boris A. Malomed

This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…

Numerical Analysis · Mathematics 2019-07-08 Robert Altmann , Christoph Zimmer

In this article we introduce a low order implicit symplectic integrator designed to follow the Hamiltonian flow as close as possible. This integrator is obtained by the method of Liouvillian forms and does not require particular hypotheses…

Symplectic Geometry · Mathematics 2020-11-04 Hugo Jiménez-Pérez