Related papers: Extended Applicability of the Symplectic Pontryagi…
Nonadiabatic behavior of metastable systems modeled by anharmonic Hamiltonians is reproduced by the Fokker-Planck and imaginary time Schrodinger equation scheme with subsequent symplectic integration. Example solutions capture ergodicity…
The asymptotic pseudo-trajectory approach to stochastic approximation of Benaim, Hofbauer and Sorin is extended for asynchronous stochastic approximations with a set-valued mean field. The asynchronicity of the process is incorporated into…
The systematization of the purely Lagrangean approach to constrained systems in the form of an algorithm involves the iterative construction of a generalized Hessian matrix W taking a rectangular form. This Hessian will exhibit as many left…
An extension of the Legendre transform to non-convex functions with vanishing Hessian as a mix of envelope and general solutions of the Clairaut equation is proposed. Applying this to systems with constraints, the procedure of finding a…
The present article introduces a generalization of the (multisymplectic) Hamiltonian field theory for a Lagrangian density, allowing the formulation of this kind of field theories for variational problem of more general nature than those…
The Lyapunov exponents of a chaotic system quantify the exponential divergence of initially nearby trajectories. For Hamiltonian systems the exponents are related to the eigenvalues of a symplectic matrix. We make use of this fact to…
We introduce an alternative to the method of matched asymptotic expansions. In the "traditional" implementation, approximate solutions, valid in different (but overlapping) regions are matched by using "intermediate" variables. Here we…
An advantageous feature of piecewise constant policy timestepping for Hamilton-Jacobi-Bellman (HJB) equations is that different linear approximation schemes, and indeed different meshes, can be used for the resulting linear equations for…
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…
Hamilton's equations are fundamental for modeling complex physical systems, where preserving key properties such as energy and momentum is crucial for reliable long-term simulations. Geometric integrators are widely used for this purpose,…
In this paper we derive the symplectic framework for field theories defined by higher-order Lagrangians. The construction is based on the symplectic reduction of suitable spaces of iterated jets. The possibility of reducing a higher-order…
It is shown that the Dirac approach to Hamiltonization of singular theories can be slightly modified in such a way that primary Dirac constraints do not appear in the process. According to the modified scheme, Hamiltonian formulation of…
We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…
The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled…
The geometric framework for the Hamilton-Jacobi theory developed in previous works is extended for multisymplectic first-order classical field theories. The Hamilton-Jacobi problem is stated for the Lagrangian and the Hamiltonian formalisms…
We show that symplectic and linearly-implicit integrators proposed by [Zhang and Skeel, 1997] are variational linearizations of Newmark methods. When used in conjunction with penalty methods (i.e., methods that replace constraints by stiff…
We augment a thermodynamically consistent diffuse interface model for the description of line tension phenomena by multiplicative stochastic noise to capture the effects of thermal fluctuations and establish the existence of pathwise unique…
An explicit high-order noncanonical symplectic algorithm for ideal two-fluid systems is developed. The fluid is discretized as particles in the Lagrangian description, while the electromagnetic fields and internal energy are treated as…
This paper studies diagonal implicit symplectic extended Runge--Kutta--Nystr\"{o}m (ERKN) methods for solving the oscillatory Hamiltonian system $H(q,p)=\dfrac{1}{2}p^{T}p+\dfrac{1}{2}q^{T}Mq+U(q)$. Based on symplectic conditions and order…
New classes of Lie-Hamilton systems are obtained from the six-dimensional fundamental representation of the symplectic Lie algebra $\mathfrak{sp}(6,\mathbb{R})$. The ansatz is based on a recently proposed procedure for constructing…