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Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the…
Lagrangian multiform theory is a variational framework for integrable systems. In this article we introduce a new formulation which is based on symplectic geometry and which treats position, momentum and time coordinates of a…
On the basis of the canonical quantization procedure of a system defined on a cubic lattice, we propose a new method, in which resolutions of unity expressed in terms of eigenvectors are naturally provided, to find eigenvectors of field…
Integration by parts plays a crucial role in mathematical analysis, e.g., during the proof of necessary optimality conditions in the calculus of variations and optimal control. Motivated by this fact, we construct a new, right-weighted…
In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact…
In this work, we study the Quantum Field Theory version of the higher derivative Pais-Uhlenbeck oscillator. We quantize canonically this system and construct its Fock space, as well as study its path integral. We demonstrate that the…
We present a unified framework for the construction of localized exponential integrators that bypasses the traditional trade-off between the accuracy of global spectral methods and the efficiency of sparse finite differences. By evaluating…
A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…
The standard way to construct a path integral is to use a Legendre transformation to find the hamiltonian, to repeatedly insert complete sets of states into the time-evolution operator, and then to integrate over the momenta. This procedure…
Variational integrators are momentum-preserving and symplectic numerical methods used to propagate the evolution of Hamiltonian systems. In this paper, we introduce a new class of variational integrators that achieve fourth-order…
In recent years, two important techniques for geometric numerical discretization have been developed. In computational electromagnetics, spatial discretization has been improved by the use of mixed finite elements and discrete differential…
We present a new class of high-order variational integrators on Lie groups. We show that these integrators are symplectic, momentum preserving, and can be constructed to be of arbitrarily high-order, or can be made to converge…
A variational integrator of arbitrarily high-order on the special orthogonal group $SO(n)$ is constructed using the polar decomposition and the constrained Galerkin method. It has the advantage of avoiding the second-order derivative of the…
This paper presents a Lie-Trotter splitting for inertial Langevin equations (Geometric Langevin Algorithm) and analyzes its long-time statistical properties. The splitting is defined as a composition of a variational integrator with an…
We study the order of convergence of Galerkin variational integrators for ordinary differential equations. Galerkin variational integrators approximate a variational (Lagrangian) problem by restricting the space of curves to the set of…
An interesting family of geometric integrators for Lagrangian systems can be defined using discretizations of the Hamilton's principle of critical action. This family of geometric integrators is called variational integrators. In this…
This contribution presents an integration method based on the Simpson quadrature. The integrator is designed for finite-dimensional nonlinear mechanical systems that derive from variational principles. The action is discretized using…
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here…
We prove necessary optimality conditions of Euler-Lagrange type for generalized problems of the calculus of variations on time scales with a Lagrangian depending not only on the independent variable, an unknown function and its delta…
In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…