Related papers: Extended Applicability of the Symplectic Pontryagi…
We show that, when applied to any non-canonical Hamiltonian system, any integrator that is symplectic for canonical Hamiltonian problems is actually conjugate symplectic for the non-canonical structure. This result is useful because it…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…
The Hamiltonian formalism is extremely elegant and convenient to mechanics problems. However, its application to the classical field theories is a difficult task. In fact, you can set one to one correspondence between the Lagrangian and…
In this paper we apply the Symplectic Projectors Method to gauge theories with second class constraints in various space-time dimensions. The conclusion is that this method is equivalent to the standard quantization methods. Although it…
A proposal for the Hamilton-Jacobi theory in the context of the covariant formulation of Hamiltonian systems is done. The current approach consists in applying Dirac's method to the corresponding action which implies the inclusion of…
We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…
This work contains a brief and elementary exposition of the foundations of Poisson and symplectic geometries, with an emphasis on applications for Hamiltonian systems with second-class constraints. In particular, we clarify the geometric…
In recent years, accelerated extra-gradient methods have attracted much attention by researchers, for solving monotone inclusion problems. A limitation of most current accelerated extra-gradient methods lies in their direct utilization of…
In this paper, we introduce a framework for the discretization of a class of constrained Hamilton-Jacobi equations, a system coupling a Hamilton-Jacobi equation with a Lagrange multiplier determined by the constraint. The equation is…
A new procedure for the construction of higher-dimensional Lie-Hamilton systems is proposed. This method is based on techniques belonging to the representation theory of Lie algebras and their realization by vector fields. The notion of…
In this note, we propose a symplectic algorithm for the stable manifolds of the Hamilton-Jacobi equations combined with an iterative procedure in [Sakamoto-van~der Schaft, IEEE Transactions on Automatic Control, 2008]. Our algorithm…
Following the symplectic approach we show how to embed the Abelian Proca model into a first-class system by extending the configuration space to include an additional pair of scalar fields, and compare it with the improved Dirac scheme. We…
We use a new variational method --based on the theory of anti-selfdual Lagrangians developed in [2] and [3]-- to establish the existence of solutions of convex Hamiltonian systems that connect two given Lagrangian submanifolds in $\R^{2N}$.…
We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
The usual explicit finite-difference method of solving partial differential equations is limited in stability because it approximates the exact amplification factor by power-series. By adapting the same exponential-splitting method of…
We apply techniques from symplectic geometry to extend and give a new proof of the complex convexity theorem of Gindikin-Kroetz.