Related papers: Extended Applicability of the Symplectic Pontryagi…

Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…

This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…

This paper contains a proof of the Nekhoroshev theorem for quasi-integrable symplectic maps. In contrast to the classical methods, our proof is based on the discrete averaging method and does not rely on transformations to normal forms. At…

Symplectic numerical methods have become a widely-used choice for the accurate simulation of Hamiltonian systems in various fields, including celestial mechanics, molecular dynamics and robotics. Even though their characteristics are…

Exploiting our previous results on higher order controlled Lagrangians in [Nonlinear Anal. {\bf 207} (2021), 112263], we derive here an analogue of the classical first order Pontryagin Maximum Principle (PMP) for cost minimising problems…

In this manuscript, we propose efficient stochastic semi-explicit symplectic schemes tailored for nonseparable stochastic Hamiltonian systems (SHSs). These semi-explicit symplectic schemes are constructed by introducing augmented…

In this paper, we study the Boltzmann equation with uncertainties and prove that the spectral convergence of the semi-discretized numerical system holds in a combined velocity and random space, where the Fourier-spectral method is applied…

This paper explores a new class of constrained difference programming problems, where the objective and constraints are formulated as differences of functions, without requiring their convexity. To investigate such problems, novel variants…

Two families of symplectic methods specially designed for second-order time-dependent linear systems are presented. Both are obtained from the Magnus expansion of the corresponding first-order equation, but otherwise they differ in…

We present a comprehensive analysis of the coupled scheme introduced in [Springer Proceedings in Mathematics \& Statistics, vol 237. Springer, Cham 2018 \cite{S2018}] for linear and Hamilton-Jacobi equations. This method merges two distinct…

This paper presents a "historical" formalism for dynamical systems, in its Hamiltonian version (Lagrangian version was presented in a previous paper). It is universal, in the sense that it applies equally well to time dynamics and to field…

We present a new existence mechanism, based on symplectic topology, for orbits of Hamiltonian flows connecting a pair of disjoint subsets in the phase space. The method involves function theory on symplectic manifolds combined with rigidity…

In [Azimzadeh, P., and P. A. Forsyth. "Weakly chained matrices, policy iteration, and impulse control." SIAM J. Num. Anal. 54.3 (2016): 1341-1364], we outlined the theory and implementation of computational methods for implicit schemes for…

We consider two categories related to symplectic manifolds: 1. Objects are symplectic manifolds and morphisms are symplectic embeddings. 2. Objects are symplectic manifolds endowed with compatible almost complex structure and morphisms are…

A convergence theorem for the continuous weak approximation of the solution of stochastic differential equations by general one step methods is proved, which is an extension of a theorem due to Milstein. As an application, uniform second…

We introduce a constructive method that provides the local solution of general implicit systems in arbitrary dimension via Hamiltonian type equations. A variant of this approach constructs parametrizations of the manifold, extending the…

We present a generalization of Bregman divergences in symplectic vector spaces that we term symplectic Bregman divergences. Symplectic Bregman divergences are derived from a symplectic generalization of the Fenchel-Young inequality which…

In the recent years, considerable attention has been paid to preserving structures and invariants in reduced basis methods, in order to enhance the stability and robustness of the reduced system. In the context of Hamiltonian systems,…

This paper introduces a smoothed proximal Lagrangian method for minimizing a nonconvex smooth function over a convex domain with additional explicit convex nonlinear constraints. Two key features are 1) the proposed method is single-looped,…

We introduce a family of proximal discontinuous Galerkin methods for variational inequalities, focusing on the obstacle problem as a didactic example. Each member of this family is born from applying a different well-known nonconforming…