Related papers: Extended Applicability of the Symplectic Pontryagi…
Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…
The author presented a stochastic and variational approach to the Lax-Friedrichs finite difference scheme applied to hyperbolic scalar conservation laws and the corresponding Hamilton-Jacobi equations with convex and superlinear…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…
The semi-local convergence analysis of a well defined and efficient two-step Secant method in Banach spaces is presented in this study. The recurrence relation technique is used under some weak assumptions. The pertinency of the assumed…
We derived a condition under which a coupled system consisting of two finite-dimensional Hamiltonian systems becomes a Hamiltonian system. In many cases, an industrial system can be modeled as a coupled system of some subsystems. Although…
The new class of alternating-conjugate splitting methods is presented and analyzed. They are obtained by concatenating a given composition involving complex coefficients with the same composition but with the complex conjugate coefficients.…
The augmented Lagrange method is employed to address the optimal control problem involving pointwise state constraints in parabolic equations. The strong convergence of the primal variables and the weak convergence of the dual variables are…
We construct a symplectic realisation of the twisted Poisson structure on the phase space of an electric charge in the background of an arbitrary smooth magnetic monopole density in three dimensions. We use the extended phase space…
We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…
Multi-derivative one-step methods based upon Euler-Maclaurin integration formulae are considered for the solution of canonical Hamiltonian dynamical systems. Despite the negative result that simplecticity may not be attained by any…
Synthetic likelihood is an attractive approach to likelihood-free inference when an approximately Gaussian summary statistic for the data, informative for inference about the parameters, is available. The synthetic likelihood method derives…
We develop a Hamilton-Jacobi theory for singular lagrangian systems using the Gotay-Nester-Hinds constraint algorithm. The procedure works even if the system has secondary constraints.
A recently developed method for the calculation of Lyapunov exponents of dynamical systems is described. The method is applicable whenever the linearized dynamics is Hamiltonian. By utilizing the exponential representation of symplectic…
The Dirac-Bergmann algorithm for the Hamiltonian analysis of constrained systems is a nice and powerful tool, widely used for quantization and non-perturbative counting of degrees of freedom. However, certain aspects of its application to…
Many of the new developments in machine learning are connected with gradient-based optimization methods. Recently, these methods have been studied using a variational perspective. This has opened up the possibility of introducing…
We propose efficient numerical methods for nonseparable non-canonical Hamiltonian systems which are explicit, K-symplectic in the extended phase space with long time energy conservation properties. They are based on extending the original…
We introduce a variational principle for field theories, referred to as the Hamilton-Pontryagin principle, and we show that the resulting field equations are the Euler-Lagrange equations in implicit form. Secondly, we introduce multi-Dirac…
It is well-known that the Fourier-Galerkin spectral method has been a popular approach for the numerical approximation of the deterministic Boltzmann equation with spectral accuracy rigorously proved. In this paper, we will show that such a…
We propose a hydridizable discontinuous Galerkin (HDG) method for solving the Cahn-Hilliard equation. The temporal discretization can be based on either the backward Euler method or the convex-splitting method. We show that the fully…